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:
-0.77
^GSPC:
1.80
AF.PA:
-0.96
^GSPC:
2.42
AF.PA:
0.89
^GSPC:
1.33
AF.PA:
-0.31
^GSPC:
2.72
AF.PA:
-1.12
^GSPC:
11.10
AF.PA:
26.50%
^GSPC:
2.08%
AF.PA:
38.37%
^GSPC:
12.84%
AF.PA:
-96.12%
^GSPC:
-56.78%
AF.PA:
-95.53%
^GSPC:
-1.32%
Returns By Period
In the year-to-date period, AF.PA achieves a -0.05% return, which is significantly lower than ^GSPC's 2.66% return. Over the past 10 years, AF.PA has underperformed ^GSPC with an annualized return of -13.94%, while ^GSPC has yielded a comparatively higher 11.41% annualized return.
AF.PA
-0.05%
6.79%
3.68%
-31.13%
-28.96%
-13.94%
^GSPC
2.66%
1.61%
15.23%
22.15%
12.59%
11.41%
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Risk-Adjusted Performance
AF.PA vs. ^GSPC — Risk-Adjusted Performance Rank
AF.PA
^GSPC
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 -96.12%, 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 11.99% compared to S&P 500 (^GSPC) at 3.88%. 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.