^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 | -1.03% | 8.18% |
1Y Return | 2.14% | 14.77% |
3Y Return (Ann) | 3.84% | 13.11% |
5Y Return (Ann) | 5.61% | 14.21% |
10Y Return (Ann) | 5.32% | 12.37% |
Sharpe Ratio | 0.21 | 0.89 |
Daily Std Dev | 12.20% | 17.66% |
Max Drawdown | -65.29% | -39.43% |
Current Drawdown | -9.40% | -2.44% |
Correlation
The correlation between ^FCHI and AI.PA is 0.71, 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 -1.03% return, which is significantly lower than AI.PA's 8.18% return. Over the past 10 years, ^FCHI has underperformed AI.PA with an annualized return of 5.32%, while AI.PA has yielded a comparatively higher 12.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 3.38%, while L'Air Liquide S.A. (AI.PA) has a volatility of 4.58%. 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.