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

Performance

ACS.MC vs. LR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ACS Actividades de Construccion y Servicios SA (ACS.MC) and Legrand SA (LR.PA). The values are adjusted to include any dividend payments, if applicable.

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ACS.MC vs. LR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACS.MC
ACS Actividades de Construccion y Servicios SA
24.12%81.61%26.94%60.10%23.98%-6.88%-17.39%10.97%7.91%12.69%
LR.PA
Legrand SA
3.50%38.10%2.03%28.48%-25.80%43.28%2.74%50.70%-22.07%21.33%

Returns By Period

In the year-to-date period, ACS.MC achieves a 24.12% return, which is significantly higher than LR.PA's 3.50% return. Over the past 10 years, ACS.MC has outperformed LR.PA with an annualized return of 21.25%, while LR.PA has yielded a comparatively lower 12.74% annualized return.


ACS.MC

1D
2.14%
1M
-4.38%
YTD
24.12%
6M
54.87%
1Y
105.06%
3Y*
60.14%
5Y*
38.00%
10Y*
21.25%

LR.PA

1D
1.50%
1M
-14.40%
YTD
3.50%
6M
-6.33%
1Y
38.22%
3Y*
18.58%
5Y*
12.74%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACS.MC vs. LR.PA — Risk / Return Rank

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

ACS.MC
ACS.MC Risk / Return Rank: 9898
Overall Rank
ACS.MC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ACS.MC Sortino Ratio Rank: 9797
Sortino Ratio Rank
ACS.MC Omega Ratio Rank: 9696
Omega Ratio Rank
ACS.MC Calmar Ratio Rank: 9999
Calmar Ratio Rank
ACS.MC Martin Ratio Rank: 9999
Martin Ratio Rank

LR.PA
LR.PA Risk / Return Rank: 7979
Overall Rank
LR.PA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LR.PA Sortino Ratio Rank: 7474
Sortino Ratio Rank
LR.PA Omega Ratio Rank: 7878
Omega Ratio Rank
LR.PA Calmar Ratio Rank: 8383
Calmar Ratio Rank
LR.PA Martin Ratio Rank: 7979
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.

ACS.MC vs. LR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ACS Actividades de Construccion y Servicios SA (ACS.MC) and Legrand SA (LR.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.


ACS.MCLR.PADifference

Sharpe ratio

Return per unit of total volatility

3.70

1.34

+2.36

Sortino ratio

Return per unit of downside risk

4.07

1.74

+2.33

Omega ratio

Gain probability vs. loss probability

1.56

1.27

+0.29

Calmar ratio

Return relative to maximum drawdown

10.73

2.50

+8.23

Martin ratio

Return relative to average drawdown

34.41

5.44

+28.96

ACS.MC vs. LR.PA - Sharpe Ratio Comparison

The current ACS.MC Sharpe Ratio is 3.70, which is higher than the LR.PA Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ACS.MC and LR.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


ACS.MCLR.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.70

1.34

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.64

0.52

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.53

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.43

+0.09

Correlation

The correlation between ACS.MC and LR.PA is 0.47, 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

ACS.MC vs. LR.PA - Dividend Comparison

ACS.MC's dividend yield for the trailing twelve months is around 1.92%, more than LR.PA's 1.67% yield.


TTM20252024202320222021202020192018201720162015
ACS.MC
ACS Actividades de Construccion y Servicios SA
1.92%2.37%4.16%4.89%7.48%7.31%7.33%5.33%4.09%3.67%3.83%4.27%
LR.PA
Legrand SA
1.67%1.73%2.22%2.02%2.21%1.38%1.84%1.84%1.89%1.85%2.13%2.09%

Drawdowns

ACS.MC vs. LR.PA - Drawdown Comparison

The maximum ACS.MC drawdown since its inception was -75.71%, which is greater than LR.PA's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for ACS.MC and LR.PA.


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Drawdown Indicators


ACS.MCLR.PADifference

Max Drawdown

Largest peak-to-trough decline

-75.71%

-58.19%

-17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-17.71%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-36.14%

+13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-70.52%

-36.14%

-34.38%

Current Drawdown

Current decline from peak

-4.64%

-14.92%

+10.28%

Average Drawdown

Average peak-to-trough decline

-19.08%

-11.26%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

8.14%

-5.05%

Volatility

ACS.MC vs. LR.PA - Volatility Comparison

The current volatility for ACS Actividades de Construccion y Servicios SA (ACS.MC) is 10.38%, while Legrand SA (LR.PA) has a volatility of 11.32%. This indicates that ACS.MC experiences smaller price fluctuations and is considered to be less risky than LR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACS.MCLR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

11.32%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

21.71%

22.11%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

28.18%

28.25%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

24.06%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

23.72%

+6.43%

Financials

ACS.MC vs. LR.PA - Financials Comparison

This section allows you to compare key financial metrics between ACS Actividades de Construccion y Servicios SA and Legrand 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.


Quarterly
Annual

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


Values in EUR except per share items