PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AI.PA vs. OR.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AI.PA vs. OR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Air Liquide S.A. (AI.PA) and L'Oréal S.A. (OR.PA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-7.20%
-29.32%
AI.PA
OR.PA

Returns By Period

In the year-to-date period, AI.PA achieves a 1.84% return, which is significantly higher than OR.PA's -26.80% return. Over the past 10 years, AI.PA has outperformed OR.PA with an annualized return of 11.36%, while OR.PA has yielded a comparatively lower 10.68% annualized return.


AI.PA

YTD

1.84%

1M

-7.74%

6M

-4.97%

1Y

5.34%

5Y (annualized)

11.82%

10Y (annualized)

11.36%

OR.PA

YTD

-26.80%

1M

-12.83%

6M

-27.62%

1Y

-22.18%

5Y (annualized)

6.01%

10Y (annualized)

10.68%

Fundamentals


AI.PAOR.PA
Market Cap€95.25B€175.59B
EPS€5.27€12.10
PE Ratio30.5527.19
PEG Ratio2.052.55
Total Revenue (TTM)€27.01B€42.73B
Gross Profit (TTM)€16.62B€31.70B
EBITDA (TTM)€7.67B€9.76B

Key characteristics


AI.PAOR.PA
Sharpe Ratio0.21-1.04
Sortino Ratio0.44-1.42
Omega Ratio1.050.82
Calmar Ratio0.40-0.80
Martin Ratio0.84-2.04
Ulcer Index4.51%11.36%
Daily Std Dev17.87%22.15%
Max Drawdown-39.43%-51.77%
Current Drawdown-9.05%-28.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between AI.PA and OR.PA is 0.57, 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.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for L'Air Liquide S.A. (AI.PA) and L'Oréal S.A. (OR.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 AI.PA, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.05-1.05
The chart of Sortino ratio for AI.PA, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.22-1.44
The chart of Omega ratio for AI.PA, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.82
The chart of Calmar ratio for AI.PA, currently valued at 0.07, compared to the broader market0.002.004.006.000.07-0.82
The chart of Martin ratio for AI.PA, currently valued at 0.19, compared to the broader market-10.000.0010.0020.0030.000.19-2.20
AI.PA
OR.PA

The current AI.PA Sharpe Ratio is 0.21, which is higher than the OR.PA Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of AI.PA and OR.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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.05
-1.05
AI.PA
OR.PA

Dividends

AI.PA vs. OR.PA - Dividend Comparison

AI.PA's dividend yield for the trailing twelve months is around 1.82%, less than OR.PA's 2.03% yield.


TTM20232022202120202019201820172016201520142013
AI.PA
L'Air Liquide S.A.
1.82%1.67%1.99%1.79%2.01%1.91%2.44%2.25%2.40%2.46%2.25%2.43%
OR.PA
L'Oréal S.A.
2.03%1.33%1.44%0.96%1.24%1.46%1.76%1.78%1.79%1.74%1.79%1.80%

Drawdowns

AI.PA vs. OR.PA - Drawdown Comparison

The maximum AI.PA drawdown since its inception was -39.43%, smaller than the maximum OR.PA drawdown of -51.77%. Use the drawdown chart below to compare losses from any high point for AI.PA and OR.PA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.64%
-30.72%
AI.PA
OR.PA

Volatility

AI.PA vs. OR.PA - Volatility Comparison

The current volatility for L'Air Liquide S.A. (AI.PA) is 6.18%, while L'Oréal S.A. (OR.PA) has a volatility of 8.67%. This indicates that AI.PA experiences smaller price fluctuations and is considered to be less risky than OR.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%JuneJulyAugustSeptemberOctoberNovember
6.18%
8.67%
AI.PA
OR.PA

Financials

AI.PA vs. OR.PA - Financials Comparison

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