AF.PA vs. ^GSPC
Compare and contrast key facts about Air France-KLM SA (AF.PA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AF.PA or ^GSPC.
Correlation
The correlation between AF.PA and ^GSPC is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AF.PA vs. ^GSPC - Performance Comparison
Key characteristics
AF.PA:
-1.08
^GSPC:
2.10
AF.PA:
-1.58
^GSPC:
2.80
AF.PA:
0.82
^GSPC:
1.39
AF.PA:
-0.43
^GSPC:
3.09
AF.PA:
-1.25
^GSPC:
13.49
AF.PA:
32.79%
^GSPC:
1.94%
AF.PA:
37.81%
^GSPC:
12.52%
AF.PA:
-96.04%
^GSPC:
-56.78%
AF.PA:
-95.59%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, AF.PA achieves a -41.14% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, AF.PA has underperformed ^GSPC with an annualized return of -14.29%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.
AF.PA
-41.14%
9.59%
-14.46%
-41.72%
-30.23%
-14.29%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
AF.PA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Air France-KLM SA (AF.PA) and S&P 500 (^GSPC). 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
AF.PA vs. ^GSPC - Drawdown Comparison
The maximum AF.PA drawdown since its inception was -96.04%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AF.PA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
AF.PA vs. ^GSPC - Volatility Comparison
Air France-KLM SA (AF.PA) has a higher volatility of 11.14% compared to S&P 500 (^GSPC) at 3.75%. This indicates that AF.PA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.