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

Key characteristics


AI.PASU.PA
YTD Return3.62%24.45%
1Y Return13.77%41.13%
3Y Return (Ann)11.85%20.54%
5Y Return (Ann)14.12%26.12%
10Y Return (Ann)11.64%15.41%
Sharpe Ratio0.791.74
Daily Std Dev17.32%21.95%
Max Drawdown-39.43%-82.25%
Current Drawdown-6.56%-5.79%

Fundamentals


AI.PASU.PA
Market Cap€94.93B€129.98B
EPS€5.34€7.07
PE Ratio30.8532.79
PEG Ratio2.192.46
Total Revenue (TTM)€20.44B€18.27B
Gross Profit (TTM)€4.41B€7.61B
EBITDA (TTM)€3.84B€3.72B

Correlation

-0.50.00.51.00.5

The correlation between AI.PA and SU.PA is 0.52, 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. SU.PA - Performance Comparison

In the year-to-date period, AI.PA achieves a 3.62% return, which is significantly lower than SU.PA's 24.45% return. Over the past 10 years, AI.PA has underperformed SU.PA with an annualized return of 11.64%, while SU.PA has yielded a comparatively higher 15.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%FebruaryMarchAprilMayJuneJuly
2,994.05%
668.28%
AI.PA
SU.PA

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L'Air Liquide S.A.

Schneider Electric S.E.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for L'Air Liquide S.A. (AI.PA) and Schneider Electric S.E. (SU.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 0.62, compared to the broader market-2.00-1.000.001.002.003.000.62
Sortino ratio
The chart of Sortino ratio for AI.PA, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04
Omega ratio
The chart of Omega ratio for AI.PA, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for AI.PA, currently valued at 1.00, compared to the broader market0.001.002.003.004.005.006.001.00
Martin ratio
The chart of Martin ratio for AI.PA, currently valued at 2.34, compared to the broader market-30.00-20.00-10.000.0010.0020.002.34
SU.PA
Sharpe ratio
The chart of Sharpe ratio for SU.PA, currently valued at 1.53, compared to the broader market-2.00-1.000.001.002.003.001.53
Sortino ratio
The chart of Sortino ratio for SU.PA, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.20
Omega ratio
The chart of Omega ratio for SU.PA, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for SU.PA, currently valued at 1.55, compared to the broader market0.001.002.003.004.005.006.001.55
Martin ratio
The chart of Martin ratio for SU.PA, currently valued at 6.40, compared to the broader market-30.00-20.00-10.000.0010.0020.006.40

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

The current AI.PA Sharpe Ratio is 0.79, which is lower than the SU.PA Sharpe Ratio of 1.74. The chart below compares the 12-month rolling Sharpe Ratio of AI.PA and SU.PA.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
0.62
1.53
AI.PA
SU.PA

Dividends

AI.PA vs. SU.PA - Dividend Comparison

AI.PA's dividend yield for the trailing twelve months is around 1.78%, more than SU.PA's 1.57% yield.


TTM20232022202120202019201820172016201520142013
AI.PA
L'Air Liquide S.A.
1.78%1.67%1.99%1.79%2.01%1.91%2.44%2.25%2.40%2.46%2.25%2.43%
SU.PA
Schneider Electric S.E.
1.57%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%3.09%2.95%

Drawdowns

AI.PA vs. SU.PA - Drawdown Comparison

The maximum AI.PA drawdown since its inception was -39.43%, smaller than the maximum SU.PA drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for AI.PA and SU.PA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.91%
-5.36%
AI.PA
SU.PA

Volatility

AI.PA vs. SU.PA - Volatility Comparison

The current volatility for L'Air Liquide S.A. (AI.PA) is 5.65%, while Schneider Electric S.E. (SU.PA) has a volatility of 6.53%. This indicates that AI.PA experiences smaller price fluctuations and is considered to be less risky than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%FebruaryMarchAprilMayJuneJuly
5.65%
6.53%
AI.PA
SU.PA

Financials

AI.PA vs. SU.PA - Financials Comparison

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