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AI.PA vs. DG.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AI.PADG.PA
YTD Return7.26%-5.42%
1Y Return18.23%5.35%
3Y Return (Ann)14.04%7.85%
5Y Return (Ann)13.31%4.16%
10Y Return (Ann)12.37%12.03%
Sharpe Ratio0.830.12
Sortino Ratio1.340.28
Omega Ratio1.161.04
Calmar Ratio1.660.14
Martin Ratio3.500.34
Ulcer Index4.15%6.64%
Daily Std Dev17.50%18.45%
Max Drawdown-39.43%-67.98%
Current Drawdown-4.20%-10.58%

Fundamentals


AI.PADG.PA
Market Cap€101.80B€62.83B
EPS€5.27€7.99
PE Ratio32.2912.97
PEG Ratio2.132.98
Total Revenue (TTM)€27.01B€71.40B
Gross Profit (TTM)€16.62B€12.18B
EBITDA (TTM)€7.67B€11.49B

Correlation

-0.50.00.51.00.5

The correlation between AI.PA and DG.PA is 0.46, 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.

Performance

AI.PA vs. DG.PA - Performance Comparison

In the year-to-date period, AI.PA achieves a 7.26% return, which is significantly higher than DG.PA's -5.42% return. Both investments have delivered pretty close results over the past 10 years, with AI.PA having a 12.37% annualized return and DG.PA not far behind at 12.03%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.22%
-4.06%
AI.PA
DG.PA

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Risk-Adjusted Performance

AI.PA vs. DG.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Air Liquide S.A. (AI.PA) and VINCI SA (DG.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.


AI.PA
Sharpe ratio
The chart of Sharpe ratio for AI.PA, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87
Sortino ratio
The chart of Sortino ratio for AI.PA, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for AI.PA, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for AI.PA, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Martin ratio
The chart of Martin ratio for AI.PA, currently valued at 3.40, compared to the broader market-10.000.0010.0020.0030.003.40
DG.PA
Sharpe ratio
The chart of Sharpe ratio for DG.PA, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.20
Sortino ratio
The chart of Sortino ratio for DG.PA, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.006.000.40
Omega ratio
The chart of Omega ratio for DG.PA, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for DG.PA, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for DG.PA, currently valued at 0.61, compared to the broader market-10.000.0010.0020.0030.000.61

AI.PA vs. DG.PA - Sharpe Ratio Comparison

The current AI.PA Sharpe Ratio is 0.83, which is higher than the DG.PA Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of AI.PA and DG.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 Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
0.87
0.20
AI.PA
DG.PA

Dividends

AI.PA vs. DG.PA - Dividend Comparison

AI.PA's dividend yield for the trailing twelve months is around 1.72%, less than DG.PA's 5.38% yield.


TTM20232022202120202019201820172016201520142013
AI.PA
L'Air Liquide S.A.
1.72%1.67%1.99%1.79%2.01%1.91%2.44%2.25%2.40%2.46%2.25%2.43%
DG.PA
VINCI SA
5.38%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%3.89%3.71%

Drawdowns

AI.PA vs. DG.PA - Drawdown Comparison

The maximum AI.PA drawdown since its inception was -39.43%, smaller than the maximum DG.PA drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for AI.PA and DG.PA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.16%
-11.27%
AI.PA
DG.PA

Volatility

AI.PA vs. DG.PA - Volatility Comparison

The current volatility for L'Air Liquide S.A. (AI.PA) is 4.39%, while VINCI SA (DG.PA) has a volatility of 7.07%. This indicates that AI.PA experiences smaller price fluctuations and is considered to be less risky than DG.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
4.39%
7.07%
AI.PA
DG.PA

Financials

AI.PA vs. DG.PA - Financials Comparison

This section allows you to compare key financial metrics between L'Air Liquide S.A. and VINCI 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



Values in EUR except per share items