PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-96.00%-94.00%-92.00%-90.00%-88.00%SeptemberOctoberNovemberDecember2025
-95.02%
-89.79%
AFLYY
AF.PA

Key characteristics

Sharpe Ratio

AFLYY:

-0.91

AF.PA:

-0.86

Sortino Ratio

AFLYY:

-1.30

AF.PA:

-1.13

Omega Ratio

AFLYY:

0.85

AF.PA:

0.87

Calmar Ratio

AFLYY:

-0.40

AF.PA:

-0.34

Martin Ratio

AFLYY:

-1.33

AF.PA:

-1.26

Ulcer Index

AFLYY:

29.75%

AF.PA:

26.35%

Daily Std Dev

AFLYY:

43.37%

AF.PA:

38.25%

Max Drawdown

AFLYY:

-98.56%

AF.PA:

-96.12%

Current Drawdown

AFLYY:

-98.35%

AF.PA:

-95.59%

Fundamentals

Market Cap

AFLYY:

$2.20B

AF.PA:

€2.10B

EPS

AFLYY:

$0.13

AF.PA:

€1.20

PE Ratio

AFLYY:

6.23

AF.PA:

6.67

PEG Ratio

AFLYY:

0.00

AF.PA:

0.24

Total Revenue (TTM)

AFLYY:

$23.58B

AF.PA:

€23.58B

Gross Profit (TTM)

AFLYY:

$4.23B

AF.PA:

€4.23B

EBITDA (TTM)

AFLYY:

$3.25B

AF.PA:

€3.28B

Returns By Period

In the year-to-date period, AFLYY achieves a 0.00% return, which is significantly higher than AF.PA's -1.53% return. Over the past 10 years, AFLYY has underperformed AF.PA with an annualized return of -21.54%, while AF.PA has yielded a comparatively higher -14.26% annualized return.


AFLYY

YTD

0.00%

1M

2.53%

6M

-0.00%

1Y

-38.64%

5Y*

-39.21%

10Y*

-21.54%

AF.PA

YTD

-1.53%

1M

5.21%

6M

0.70%

1Y

-32.98%

5Y*

-28.60%

10Y*

-14.26%

*Annualized

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 Rank

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

AFLYY
The Risk-Adjusted Performance Rank of AFLYY is 1111
Overall Rank
The Sharpe Ratio Rank of AFLYY is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AFLYY is 66
Sortino Ratio Rank
The Omega Ratio Rank of AFLYY is 99
Omega Ratio Rank
The Calmar Ratio Rank of AFLYY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of AFLYY is 1010
Martin Ratio Rank

AF.PA
The Risk-Adjusted Performance Rank of AF.PA is 1313
Overall Rank
The Sharpe Ratio Rank of AF.PA is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of AF.PA is 99
Sortino Ratio Rank
The Omega Ratio Rank of AF.PA is 1010
Omega Ratio Rank
The Calmar Ratio Rank of AF.PA is 2525
Calmar Ratio Rank
The Martin Ratio Rank of AF.PA is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.82, compared to the broader market-2.000.002.00-0.82-0.82
The chart of Sortino ratio for AFLYY, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.09-1.05
The chart of Omega ratio for AFLYY, currently valued at 0.87, compared to the broader market0.501.001.502.000.870.87
The chart of Calmar ratio for AFLYY, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36-0.33
The chart of Martin ratio for AFLYY, currently valued at -1.24, compared to the broader market0.0010.0020.0030.00-1.24-1.18
AFLYY
AF.PA

The current AFLYY Sharpe Ratio is -0.91, which is comparable to the AF.PA Sharpe Ratio of -0.86. 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-1.20-1.00-0.80-0.60-0.40SeptemberOctoberNovemberDecember2025
-0.82
-0.82
AFLYY
AF.PA

Dividends

AFLYY vs. AF.PA - Dividend Comparison

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


TTM202420232022
AFLYY
Air France KLM SA
0.00%0.00%0.00%118.68%
AF.PA
Air France-KLM SA
0.00%0.00%0.00%0.00%

Drawdowns

AFLYY vs. AF.PA - Drawdown Comparison

The maximum AFLYY drawdown since its inception was -98.56%, roughly equal to the maximum AF.PA drawdown of -96.12%. 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%SeptemberOctoberNovemberDecember2025
-98.35%
-96.63%
AFLYY
AF.PA

Volatility

AFLYY vs. AF.PA - Volatility Comparison

The current volatility for Air France KLM SA (AFLYY) is 11.21%, while Air France-KLM SA (AF.PA) has a volatility of 12.21%. This indicates that AFLYY experiences smaller price fluctuations and is considered to be less risky than AF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
11.21%
12.21%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab