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AF.PA vs. AFLYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AF.PA and AFLYY is 0.85, 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.


-0.50.00.51.00.9

Performance

AF.PA vs. AFLYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air France-KLM SA (AF.PA) and Air France KLM SA (AFLYY). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.49%
-18.11%
AF.PA
AFLYY

Key characteristics

Sharpe Ratio

AF.PA:

-1.01

AFLYY:

-1.00

Sortino Ratio

AF.PA:

-1.44

AFLYY:

-1.52

Omega Ratio

AF.PA:

0.83

AFLYY:

0.83

Calmar Ratio

AF.PA:

-0.40

AFLYY:

-0.45

Martin Ratio

AF.PA:

-1.16

AFLYY:

-1.23

Ulcer Index

AF.PA:

32.98%

AFLYY:

35.77%

Daily Std Dev

AF.PA:

37.82%

AFLYY:

44.22%

Max Drawdown

AF.PA:

-96.04%

AFLYY:

-98.41%

Current Drawdown

AF.PA:

-95.36%

AFLYY:

-98.25%

Fundamentals

Market Cap

AF.PA:

€1.97B

AFLYY:

$2.20B

EPS

AF.PA:

€1.20

AFLYY:

$0.13

PE Ratio

AF.PA:

6.26

AFLYY:

6.38

PEG Ratio

AF.PA:

0.24

AFLYY:

0.00

Total Revenue (TTM)

AF.PA:

€30.99B

AFLYY:

$30.99B

Gross Profit (TTM)

AF.PA:

€4.64B

AFLYY:

$4.64B

EBITDA (TTM)

AF.PA:

€3.85B

AFLYY:

$3.85B

Returns By Period

In the year-to-date period, AF.PA achieves a -37.98% return, which is significantly higher than AFLYY's -44.87% return. Over the past 10 years, AF.PA has outperformed AFLYY with an annualized return of -13.89%, while AFLYY has yielded a comparatively lower -21.66% annualized return.


AF.PA

YTD

-37.98%

1M

10.72%

6M

-13.02%

1Y

-39.09%

5Y*

-29.55%

10Y*

-13.89%

AFLYY

YTD

-44.87%

1M

2.38%

6M

-18.10%

1Y

-44.52%

5Y*

-40.00%

10Y*

-21.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AF.PA vs. AFLYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air France-KLM SA (AF.PA) and Air France KLM SA (AFLYY). 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.


Sharpe ratio
The chart of Sharpe ratio for AF.PA, currently valued at -1.08, compared to the broader market-4.00-2.000.002.00-1.08-0.99
The chart of Sortino ratio for AF.PA, currently valued at -1.59, compared to the broader market-4.00-2.000.002.004.00-1.59-1.50
The chart of Omega ratio for AF.PA, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.83
The chart of Calmar ratio for AF.PA, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43-0.44
The chart of Martin ratio for AF.PA, currently valued at -1.24, compared to the broader market0.0010.0020.00-1.24-1.21
AF.PA
AFLYY

The current AF.PA Sharpe Ratio is -1.01, which is comparable to the AFLYY Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of AF.PA and AFLYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60-0.40JulyAugustSeptemberOctoberNovemberDecember
-1.08
-0.99
AF.PA
AFLYY

Dividends

AF.PA vs. AFLYY - Dividend Comparison

Neither AF.PA nor AFLYY has paid dividends to shareholders.


TTM20232022
AF.PA
Air France-KLM SA
0.00%0.00%0.00%
AFLYY
Air France KLM SA
0.00%0.00%118.68%

Drawdowns

AF.PA vs. AFLYY - Drawdown Comparison

The maximum AF.PA drawdown since its inception was -96.04%, roughly equal to the maximum AFLYY drawdown of -98.41%. Use the drawdown chart below to compare losses from any high point for AF.PA and AFLYY. For additional features, visit the drawdowns tool.


-98.50%-98.00%-97.50%-97.00%-96.50%-96.00%JulyAugustSeptemberOctoberNovemberDecember
-96.45%
-98.25%
AF.PA
AFLYY

Volatility

AF.PA vs. AFLYY - Volatility Comparison

The current volatility for Air France-KLM SA (AF.PA) is 11.07%, while Air France KLM SA (AFLYY) has a volatility of 11.80%. This indicates that AF.PA experiences smaller price fluctuations and is considered to be less risky than AFLYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.07%
11.80%
AF.PA
AFLYY

Financials

AF.PA vs. AFLYY - Financials Comparison

This section allows you to compare key financial metrics between Air France-KLM SA and Air France KLM 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


Please note, different currencies. AF.PA values in EUR, AFLYY values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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