AI.PA vs. DG.PA
Compare and contrast key facts about L'Air Liquide S.A. (AI.PA) and VINCI SA (DG.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AI.PA or DG.PA.
Key characteristics
| AI.PA | DG.PA | |
|---|---|---|
| YTD Return | 22.56% | 19.38% |
| 1Y Return | 10.11% | 22.22% |
| 5Y Return (Ann) | 14.15% | 8.10% |
| 10Y Return (Ann) | 11.60% | 14.00% |
| Sharpe Ratio | 0.47 | 1.23 |
| Daily Std Dev | 21.66% | 20.67% |
| Max Drawdown | -39.78% | -67.98% |
Fundamentals
| AI.PA | DG.PA | |
|---|---|---|
| Market Cap | €84.35B | €61.14B |
| EPS | €5.27 | €7.47 |
| PE Ratio | 30.24 | 14.51 |
| PEG Ratio | 1.77 | 0.98 |
| Revenue (TTM) | €29.93B | €62.51B |
| Gross Profit (TTM) | €16.12B | €9.22B |
| EBITDA (TTM) | €6.78B | €9.38B |
Correlation
The correlation between AI.PA and DG.PA is 0.45, 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.
AI.PA vs. DG.PA - Performance Comparison
In the year-to-date period, AI.PA achieves a 22.56% return, which is significantly higher than DG.PA's 19.38% return. Over the past 10 years, AI.PA has underperformed DG.PA with an annualized return of 11.60%, while DG.PA has yielded a comparatively higher 14.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AI.PA vs. DG.PA - Dividend Comparison
AI.PA's dividend yield for the trailing twelve months is around 3.51%, less than DG.PA's 5.77% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AI.PA L'Air Liquide S.A. | 3.51% | 2.03% | 1.86% | 2.13% | 2.06% | 2.70% | 2.55% | 2.78% | 2.93% | 2.75% | 3.04% | 3.06% |
DG.PA VINCI SA | 5.77% | 3.58% | 3.08% | 3.37% | 3.10% | 4.06% | 3.05% | 3.62% | 3.85% | 5.10% | 5.03% | 7.01% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AI.PA L'Air Liquide S.A. | 0.47 | ||||
DG.PA VINCI SA | 1.23 |
AI.PA vs. DG.PA - Drawdown Comparison
The maximum AI.PA drawdown for the period was -13.13%, roughly equal to the maximum DG.PA drawdown of -13.96%. The drawdown chart below compares losses from any high point along the way for AI.PA and DG.PA
AI.PA vs. DG.PA - Volatility Comparison
The current volatility for L'Air Liquide S.A. (AI.PA) is 3.75%, while VINCI SA (DG.PA) has a volatility of 5.03%. 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.