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AF.PA vs. AFLYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Different Trading Currencies

AF.PA is traded in EUR, while AFLYY is traded in USD. To make them comparable, the AFLYY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AF.PA achieves a -1.43% return, which is significantly lower than AFLYY's -0.35% return. Over the past 10 years, AF.PA has outperformed AFLYY with an annualized return of -10.98%, while AFLYY has yielded a comparatively lower -17.12% annualized return.


AF.PA

1D
-0.13%
1M
26.67%
YTD
-1.43%
6M
2.98%
1Y
16.07%
3Y*
-12.33%
5Y*
-13.17%
10Y*
-10.98%

AFLYY

1D
-2.44%
1M
19.83%
YTD
-0.35%
6M
3.78%
1Y
14.49%
3Y*
-13.00%
5Y*
-24.91%
10Y*
-17.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AF.PA vs. AFLYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AF.PA
Air France-KLM SA
-1.43%42.36%-40.23%10.41%-36.95%-24.40%-48.41%4.69%-30.19%162.47%
AFLYY
Air France KLM SA
-0.35%42.20%-44.73%11.27%-67.10%-24.39%-48.04%3.54%-29.86%165.83%

Correlation

The correlation between AF.PA and AFLYY is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2008

0.83

The correlation between AF.PA and AFLYY shifts across timeframes, from 0.67 (3 years) to 0.85 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AF.PA vs. AFLYY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AF.PA
AF.PA Risk / Return Rank: 4949
Overall Rank
AF.PA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AF.PA Sortino Ratio Rank: 5050
Sortino Ratio Rank
AF.PA Omega Ratio Rank: 4848
Omega Ratio Rank
AF.PA Calmar Ratio Rank: 4949
Calmar Ratio Rank
AF.PA Martin Ratio Rank: 4848
Martin Ratio Rank

AFLYY
AFLYY Risk / Return Rank: 5050
Overall Rank
AFLYY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AFLYY Sortino Ratio Rank: 5050
Sortino Ratio Rank
AFLYY Omega Ratio Rank: 4848
Omega Ratio Rank
AFLYY Calmar Ratio Rank: 5050
Calmar Ratio Rank
AFLYY Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AF.PA vs. AFLYY - Risk-Adjusted Trends 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.


AF.PAAFLYYDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.37

0.35

+0.02

Martin ratioReturn relative to average drawdown

0.65

0.58

+0.07

AF.PA vs. AFLYY - Sharpe Ratio Comparison

The current AF.PA Sharpe Ratio is 0.31, which is comparable to the AFLYY Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of AF.PA and AFLYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AF.PAAFLYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.27

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.46

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

-0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.28

+0.15

Drawdowns

AF.PA vs. AFLYY - Drawdown Comparison

The maximum AF.PA drawdown since its inception was -96.12%, roughly equal to the maximum AFLYY drawdown of -96.55%. Use the drawdown chart below to compare losses from any high point for AF.PA and AFLYY.


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Drawdown Indicators


AF.PAAFLYYDifference

Max Drawdown

Largest peak-to-trough decline

-96.12%

-96.55%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-42.68%

-41.41%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-60.72%

-60.97%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-70.52%

-85.44%

+14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-90.22%

-95.18%

+4.96%

Current Drawdown

Current decline from peak

-93.72%

-94.46%

+0.74%

Average Drawdown

Average peak-to-trough decline

-69.29%

-66.26%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.48%

24.97%

-0.49%

Volatility

AF.PA vs. AFLYY - Volatility Comparison

The current volatility for Air France-KLM SA (AF.PA) is 13.23%, while Air France KLM SA (AFLYY) has a volatility of 14.65%. 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.


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Volatility by Period


AF.PAAFLYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.23%

14.65%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

38.81%

40.23%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

51.58%

53.42%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.43%

54.22%

-7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.23%

52.04%

-5.81%

Dividends

AF.PA vs. AFLYY - Dividend Comparison

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


Tickers have no history of dividend payments

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

Frequently Asked Questions


AF.PA and AFLYY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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