1CS.MI vs. ENGI.PA
1CS.MI (AXA SA) and ENGI.PA (ENGIE SA) are both stocks. 1CS.MI operates in Insurance - Diversified (Financial Services), while ENGI.PA operates in Utilities - Diversified (Utilities). Over the past 10 years, 1CS.MI returned 13.16%/yr vs 14.08%/yr for ENGI.PA. At a 0.45 correlation, their price movements are largely independent.
Performance
1CS.MI vs. ENGI.PA - Performance Comparison
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Returns By Period
In the year-to-date period, 1CS.MI achieves a 0.98% return, which is significantly lower than ENGI.PA's 28.95% return. Over the past 10 years, 1CS.MI has underperformed ENGI.PA with an annualized return of 13.16%, while ENGI.PA has yielded a comparatively higher 14.08% annualized return.
1CS.MI
- 1D
- 0.46%
- 1M
- -0.68%
- YTD
- 0.98%
- 6M
- 2.87%
- 1Y
- 0.18%
- 3Y*
- 19.78%
- 5Y*
- 18.23%
- 10Y*
- 13.16%
ENGI.PA
- 1D
- 0.36%
- 1M
- 0.62%
- YTD
- 28.95%
- 6M
- 33.17%
- 1Y
- 45.36%
- 3Y*
- 34.44%
- 5Y*
- 27.00%
- 10Y*
- 14.08%
1CS.MI vs. ENGI.PA - Yearly Performance Comparison
Correlation
The correlation between 1CS.MI and ENGI.PA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006 | 0.45 |
Over the past year, the correlation between 1CS.MI and ENGI.PA has dropped to 0.22 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
1CS.MI vs. ENGI.PA — Risk / Return Rank
1CS.MI
ENGI.PA
1CS.MI vs. ENGI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (1CS.MI) and ENGIE SA (ENGI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 1CS.MI | ENGI.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 3.50 | -3.64 |
| Martin ratioReturn relative to average drawdown | -0.23 | 9.32 | -9.55 |
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Drawdowns
1CS.MI vs. ENGI.PA - Drawdown Comparison
The maximum 1CS.MI drawdown since its inception was -81.45%, which is greater than ENGI.PA's maximum drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for 1CS.MI and ENGI.PA.
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Drawdown Indicators
| 1CS.MI | ENGI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.45% | -60.64% | -20.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -13.29% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -13.46% | -16.76% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -30.68% | +6.10% |
Max Drawdown (10Y)Largest decline over 10 years | -51.02% | -47.75% | -3.27% |
Current DrawdownCurrent decline from peak | -3.74% | -2.14% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -22.07% | -32.61% | +10.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 5.02% | +2.65% |
Volatility
1CS.MI vs. ENGI.PA - Volatility Comparison
AXA SA (1CS.MI) has a higher volatility of 5.71% compared to ENGIE SA (ENGI.PA) at 5.09%. This indicates that 1CS.MI's price experiences larger fluctuations and is considered to be riskier than ENGI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1CS.MI | ENGI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.09% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 18.95% | 17.07% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.17% | 20.46% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 21.30% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.28% | 23.30% | +3.98% |
Dividends
1CS.MI vs. ENGI.PA - Dividend Comparison
1CS.MI's dividend yield for the trailing twelve months is around 5.91%, more than ENGI.PA's 4.91% yield.
Financials
1CS.MI vs. ENGI.PA - Financials Comparison
This section allows you to compare key financial metrics between AXA SA and ENGIE SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
1CS.MI and ENGI.PA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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