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AI.PA vs. CACX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AI.PA vs. CACX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L'Air Liquide S.A. (AI.PA) and Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L). The values are adjusted to include any dividend payments, if applicable.

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AI.PA vs. CACX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AI.PA
L'Air Liquide S.A.
12.32%3.97%-0.27%35.46%-3.28%16.46%8.83%30.94%5.75%11.92%
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist
-1.39%13.36%0.22%19.30%-5.68%30.08%-4.69%31.73%-8.85%12.49%
Different Trading Currencies

AI.PA is traded in EUR, while CACX.L is traded in GBp. To make them comparable, the CACX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AI.PA achieves a 12.32% return, which is significantly higher than CACX.L's -1.39% return. Over the past 10 years, AI.PA has outperformed CACX.L with an annualized return of 13.16%, while CACX.L has yielded a comparatively lower 9.41% annualized return.


AI.PA

1D
1.17%
1M
2.46%
YTD
12.32%
6M
2.32%
1Y
3.46%
3Y*
10.64%
5Y*
11.31%
10Y*
13.16%

CACX.L

1D
2.59%
1M
-4.65%
YTD
-1.39%
6M
0.73%
1Y
4.73%
3Y*
6.08%
5Y*
8.52%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AI.PA vs. CACX.L — Risk / Return Rank

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

AI.PA
AI.PA Risk / Return Rank: 4444
Overall Rank
AI.PA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AI.PA Sortino Ratio Rank: 3838
Sortino Ratio Rank
AI.PA Omega Ratio Rank: 3838
Omega Ratio Rank
AI.PA Calmar Ratio Rank: 4949
Calmar Ratio Rank
AI.PA Martin Ratio Rank: 4848
Martin Ratio Rank

CACX.L
CACX.L Risk / Return Rank: 2929
Overall Rank
CACX.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CACX.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
CACX.L Omega Ratio Rank: 2727
Omega Ratio Rank
CACX.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CACX.L Martin Ratio Rank: 3030
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.

AI.PA vs. CACX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Air Liquide S.A. (AI.PA) and Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L). 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.


AI.PACACX.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.29

-0.11

Sortino ratio

Return per unit of downside risk

0.40

0.48

-0.09

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratio

Return relative to maximum drawdown

0.36

0.43

-0.07

Martin ratio

Return relative to average drawdown

0.69

1.41

-0.72

AI.PA vs. CACX.L - Sharpe Ratio Comparison

The current AI.PA Sharpe Ratio is 0.18, which is lower than the CACX.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of AI.PA and CACX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AI.PACACX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.29

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.51

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.52

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

+0.01

Correlation

The correlation between AI.PA and CACX.L is 0.68, 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.


Dividends

AI.PA vs. CACX.L - Dividend Comparison

AI.PA's dividend yield for the trailing twelve months is around 1.83%, less than CACX.L's 2.96% yield.


TTM20252024202320222021202020192018201720162015
AI.PA
L'Air Liquide S.A.
1.83%2.06%1.85%1.67%1.99%1.79%2.01%1.91%2.44%2.25%2.40%2.46%
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist
2.96%2.90%3.00%2.78%2.54%1.95%1.66%3.03%3.70%2.94%3.49%3.46%

Drawdowns

AI.PA vs. CACX.L - Drawdown Comparison

The maximum AI.PA drawdown since its inception was -39.78%, roughly equal to the maximum CACX.L drawdown of -39.14%. Use the drawdown chart below to compare losses from any high point for AI.PA and CACX.L.


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Drawdown Indicators


AI.PACACX.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.78%

-32.83%

-6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-11.81%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-19.36%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-29.28%

-32.83%

+3.55%

Current Drawdown

Current decline from peak

-3.17%

-7.66%

+4.49%

Average Drawdown

Average peak-to-trough decline

-7.16%

-5.30%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

3.37%

+4.99%

Volatility

AI.PA vs. CACX.L - Volatility Comparison

L'Air Liquide S.A. (AI.PA) and Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) have volatilities of 5.60% and 5.53%, 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.


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Volatility by Period


AI.PACACX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.53%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

9.72%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

16.03%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

16.58%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

18.01%

+1.48%