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

Correlation

The correlation between AFLYY and AF.PA 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

AFLYY vs. AF.PA - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-20.90%
-16.57%
AFLYY
AF.PA

Key characteristics

Sharpe Ratio

AFLYY:

-1.02

AF.PA:

-1.08

Sortino Ratio

AFLYY:

-1.59

AF.PA:

-1.58

Omega Ratio

AFLYY:

0.82

AF.PA:

0.82

Calmar Ratio

AFLYY:

-0.46

AF.PA:

-0.43

Martin Ratio

AFLYY:

-1.26

AF.PA:

-1.25

Ulcer Index

AFLYY:

36.01%

AF.PA:

32.79%

Daily Std Dev

AFLYY:

44.30%

AF.PA:

37.81%

Max Drawdown

AFLYY:

-98.41%

AF.PA:

-96.04%

Current Drawdown

AFLYY:

-98.31%

AF.PA:

-95.59%

Fundamentals

Market Cap

AFLYY:

$2.20B

AF.PA:

€1.97B

EPS

AFLYY:

$0.13

AF.PA:

€1.20

PE Ratio

AFLYY:

6.38

AF.PA:

6.26

PEG Ratio

AFLYY:

0.00

AF.PA:

0.24

Total Revenue (TTM)

AFLYY:

$30.99B

AF.PA:

€30.99B

Gross Profit (TTM)

AFLYY:

$4.64B

AF.PA:

€4.64B

EBITDA (TTM)

AFLYY:

$3.85B

AF.PA:

€3.85B

Returns By Period

In the year-to-date period, AFLYY achieves a -46.79% return, which is significantly lower than AF.PA's -41.14% return. Over the past 10 years, AFLYY has underperformed AF.PA with an annualized return of -21.85%, while AF.PA has yielded a comparatively higher -14.29% annualized return.


AFLYY

YTD

-46.79%

1M

5.06%

6M

-20.95%

1Y

-46.45%

5Y*

-40.38%

10Y*

-21.85%

AF.PA

YTD

-41.14%

1M

9.59%

6M

-14.46%

1Y

-41.72%

5Y*

-30.23%

10Y*

-14.29%

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

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

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


Sharpe ratio
The chart of Sharpe ratio for AFLYY, currently valued at -1.04, compared to the broader market-4.00-2.000.002.00-1.04-1.12
The chart of Sortino ratio for AFLYY, currently valued at -1.62, compared to the broader market-4.00-2.000.002.004.00-1.62-1.67
The chart of Omega ratio for AFLYY, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.81
The chart of Calmar ratio for AFLYY, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.46-0.45
The chart of Martin ratio for AFLYY, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.31-1.32
AFLYY
AF.PA

The current AFLYY Sharpe Ratio is -1.02, which is comparable to the AF.PA Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of AFLYY and AF.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.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60-0.40JulyAugustSeptemberOctoberNovemberDecember
-1.04
-1.12
AFLYY
AF.PA

Dividends

AFLYY vs. AF.PA - Dividend Comparison

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


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

Drawdowns

AFLYY vs. AF.PA - Drawdown Comparison

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


-98.50%-98.00%-97.50%-97.00%-96.50%-96.00%JulyAugustSeptemberOctoberNovemberDecember
-98.31%
-96.61%
AFLYY
AF.PA

Volatility

AFLYY vs. AF.PA - Volatility Comparison

Air France KLM SA (AFLYY) and Air France-KLM SA (AF.PA) have volatilities of 11.24% and 11.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.24%
11.14%
AFLYY
AF.PA

Financials

AFLYY vs. AF.PA - 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. AFLYY values in USD, AF.PA values in EUR
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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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