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

Key characteristics


AF.PALHA.DE
YTD Return-38.91%-24.10%
1Y Return-46.89%-29.91%
3Y Return (Ann)-24.59%-4.11%
5Y Return (Ann)-28.12%-10.58%
10Y Return (Ann)-15.00%-4.05%
Sharpe Ratio-1.30-1.09
Daily Std Dev37.00%28.28%
Max Drawdown-98.53%-75.88%
Current Drawdown-98.47%-70.72%

Fundamentals


AF.PALHA.DE
Market Cap€2.12B€6.99B
EPS-€1.49€1.35
PE Ratio23.714.33
PEG Ratio0.240.00
Total Revenue (TTM)€22.72B€26.43B
Gross Profit (TTM)€5.82B€3.00B
EBITDA (TTM)€2.81B€2.12B

Correlation

-0.50.00.51.00.6

The correlation between AF.PA and LHA.DE is 0.58, 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.

Performance

AF.PA vs. LHA.DE - Performance Comparison

In the year-to-date period, AF.PA achieves a -38.91% return, which is significantly lower than LHA.DE's -24.10% return. Over the past 10 years, AF.PA has underperformed LHA.DE with an annualized return of -15.00%, while LHA.DE has yielded a comparatively higher -4.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%FebruaryMarchAprilMayJuneJuly
-96.42%
72.10%
AF.PA
LHA.DE

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Air France-KLM SA

Deutsche Lufthansa AG

Risk-Adjusted Performance

AF.PA vs. LHA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air France-KLM SA (AF.PA) and Deutsche Lufthansa AG (LHA.DE). 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.


AF.PA
Sharpe ratio
The chart of Sharpe ratio for AF.PA, currently valued at -1.26, compared to the broader market-2.00-1.000.001.002.003.00-1.26
Sortino ratio
The chart of Sortino ratio for AF.PA, currently valued at -2.09, compared to the broader market-4.00-2.000.002.004.00-2.09
Omega ratio
The chart of Omega ratio for AF.PA, currently valued at 0.78, compared to the broader market0.501.001.502.000.78
Calmar ratio
The chart of Calmar ratio for AF.PA, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51
Martin ratio
The chart of Martin ratio for AF.PA, currently valued at -1.57, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.57
LHA.DE
Sharpe ratio
The chart of Sharpe ratio for LHA.DE, currently valued at -1.05, compared to the broader market-2.00-1.000.001.002.003.00-1.05
Sortino ratio
The chart of Sortino ratio for LHA.DE, currently valued at -1.54, compared to the broader market-4.00-2.000.002.004.00-1.54
Omega ratio
The chart of Omega ratio for LHA.DE, currently valued at 0.83, compared to the broader market0.501.001.502.000.83
Calmar ratio
The chart of Calmar ratio for LHA.DE, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for LHA.DE, currently valued at -1.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.42

AF.PA vs. LHA.DE - Sharpe Ratio Comparison

The current AF.PA Sharpe Ratio is -1.30, which roughly equals the LHA.DE Sharpe Ratio of -1.09. The chart below compares the 12-month rolling Sharpe Ratio of AF.PA and LHA.DE.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60FebruaryMarchAprilMayJuneJuly
-1.26
-1.05
AF.PA
LHA.DE

Dividends

AF.PA vs. LHA.DE - Dividend Comparison

AF.PA has not paid dividends to shareholders, while LHA.DE's dividend yield for the trailing twelve months is around 5.14%.


TTM2023202220212020201920182017201620152014
AF.PA
Air France-KLM SA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LHA.DE
Deutsche Lufthansa AG
5.14%0.00%0.00%0.00%0.00%4.88%2.84%0.49%4.07%0.00%3.25%

Drawdowns

AF.PA vs. LHA.DE - Drawdown Comparison

The maximum AF.PA drawdown since its inception was -98.53%, which is greater than LHA.DE's maximum drawdown of -75.88%. Use the drawdown chart below to compare losses from any high point for AF.PA and LHA.DE. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%FebruaryMarchAprilMayJuneJuly
-97.16%
-73.19%
AF.PA
LHA.DE

Volatility

AF.PA vs. LHA.DE - Volatility Comparison

Air France-KLM SA (AF.PA) has a higher volatility of 10.14% compared to Deutsche Lufthansa AG (LHA.DE) at 8.64%. This indicates that AF.PA's price experiences larger fluctuations and is considered to be riskier than LHA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%FebruaryMarchAprilMayJuneJuly
10.14%
8.64%
AF.PA
LHA.DE

Financials

AF.PA vs. LHA.DE - Financials Comparison

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