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ACA.PA vs. MC.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ACA.PA vs. MC.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Crédit Agricole S.A. (ACA.PA) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA). The values are adjusted to include any dividend payments, if applicable.

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ACA.PA vs. MC.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACA.PA
Crédit Agricole S.A.
-5.53%41.06%10.71%43.34%-13.60%29.37%-20.15%46.53%-28.33%22.20%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-26.97%3.93%-11.73%9.60%-4.76%43.83%24.66%63.17%7.31%37.90%

Returns By Period

In the year-to-date period, ACA.PA achieves a -5.53% return, which is significantly higher than MC.PA's -26.97% return. Over the past 10 years, ACA.PA has underperformed MC.PA with an annualized return of 12.41%, while MC.PA has yielded a comparatively higher 14.18% annualized return.


ACA.PA

1D
4.08%
1M
-9.84%
YTD
-5.53%
6M
-2.59%
1Y
4.12%
3Y*
25.98%
5Y*
14.42%
10Y*
12.41%

MC.PA

1D
-0.01%
1M
-6.20%
YTD
-26.97%
6M
-12.49%
1Y
-16.14%
3Y*
-16.06%
5Y*
-2.11%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACA.PA vs. MC.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACA.PA
ACA.PA Risk / Return Rank: 4949
Overall Rank
ACA.PA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ACA.PA Sortino Ratio Rank: 3838
Sortino Ratio Rank
ACA.PA Omega Ratio Rank: 3838
Omega Ratio Rank
ACA.PA Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACA.PA Martin Ratio Rank: 6262
Martin Ratio Rank

MC.PA
MC.PA Risk / Return Rank: 2424
Overall Rank
MC.PA Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MC.PA Sortino Ratio Rank: 1818
Sortino Ratio Rank
MC.PA Omega Ratio Rank: 1818
Omega Ratio Rank
MC.PA Calmar Ratio Rank: 3434
Calmar Ratio Rank
MC.PA Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACA.PA vs. MC.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crédit Agricole S.A. (ACA.PA) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.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.


ACA.PAMC.PADifference

Sharpe ratio

Return per unit of total volatility

0.18

-0.49

+0.67

Sortino ratio

Return per unit of downside risk

0.38

-0.54

+0.92

Omega ratio

Gain probability vs. loss probability

1.05

0.93

+0.12

Calmar ratio

Return relative to maximum drawdown

0.75

-0.17

+0.92

Martin ratio

Return relative to average drawdown

2.34

-0.41

+2.75

ACA.PA vs. MC.PA - Sharpe Ratio Comparison

The current ACA.PA Sharpe Ratio is 0.18, which is higher than the MC.PA Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of ACA.PA and MC.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACA.PAMC.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

-0.49

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

-0.07

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.50

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.41

-0.29

Correlation

The correlation between ACA.PA and MC.PA is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACA.PA vs. MC.PA - Dividend Comparison

ACA.PA's dividend yield for the trailing twelve months is around 6.63%, more than MC.PA's 2.76% yield.


TTM20252024202320222021202020192018201720162015
ACA.PA
Crédit Agricole S.A.
6.63%6.27%7.90%8.17%10.68%6.37%0.00%5.34%6.68%4.35%5.09%3.22%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.76%2.02%2.05%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%

Drawdowns

ACA.PA vs. MC.PA - Drawdown Comparison

The maximum ACA.PA drawdown since its inception was -88.79%, which is greater than MC.PA's maximum drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for ACA.PA and MC.PA.


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Drawdown Indicators


ACA.PAMC.PADifference

Max Drawdown

Largest peak-to-trough decline

-88.79%

-70.25%

-18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-16.69%

-30.11%

+13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.47%

-49.03%

+12.56%

Max Drawdown (10Y)

Largest decline over 10 years

-56.95%

-49.03%

-7.92%

Current Drawdown

Current decline from peak

-12.85%

-44.65%

+31.80%

Average Drawdown

Average peak-to-trough decline

-38.78%

-16.25%

-22.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

12.18%

-6.81%

Volatility

ACA.PA vs. MC.PA - Volatility Comparison

Crédit Agricole S.A. (ACA.PA) has a higher volatility of 8.45% compared to LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) at 6.59%. This indicates that ACA.PA's price experiences larger fluctuations and is considered to be riskier than MC.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACA.PAMC.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

6.59%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

22.24%

-6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

32.44%

-9.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.22%

29.47%

-6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.72%

27.74%

+0.98%

Financials

ACA.PA vs. MC.PA - Financials Comparison

This section allows you to compare key financial metrics between Crédit Agricole S.A. and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items