^FCHI vs. AI.PA
Compare and contrast key facts about CAC 40 (^FCHI) and L'Air Liquide S.A. (AI.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or AI.PA.
Key characteristics
^FCHI | AI.PA | |
---|---|---|
YTD Return | -2.71% | 2.64% |
1Y Return | 3.16% | 8.82% |
3Y Return (Ann) | 1.35% | 10.74% |
5Y Return (Ann) | 4.42% | 12.23% |
10Y Return (Ann) | 5.54% | 11.75% |
Sharpe Ratio | 0.17 | 0.39 |
Sortino Ratio | 0.32 | 0.71 |
Omega Ratio | 1.04 | 1.09 |
Calmar Ratio | 0.16 | 0.80 |
Martin Ratio | 0.36 | 1.61 |
Ulcer Index | 5.96% | 4.31% |
Daily Std Dev | 12.39% | 17.66% |
Max Drawdown | -65.29% | -39.43% |
Current Drawdown | -10.94% | -8.33% |
Correlation
The correlation between ^FCHI and AI.PA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^FCHI vs. AI.PA - Performance Comparison
In the year-to-date period, ^FCHI achieves a -2.71% return, which is significantly lower than AI.PA's 2.64% return. Over the past 10 years, ^FCHI has underperformed AI.PA with an annualized return of 5.54%, while AI.PA has yielded a comparatively higher 11.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^FCHI vs. AI.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and L'Air Liquide S.A. (AI.PA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^FCHI vs. AI.PA - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, which is greater than AI.PA's maximum drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for ^FCHI and AI.PA. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. AI.PA - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 4.68%, while L'Air Liquide S.A. (AI.PA) has a volatility of 5.69%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than AI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.