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

Correlation

The correlation between AI.PA and ^FCHI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AI.PA vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Air Liquide S.A. (AI.PA) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.56%
4.25%
AI.PA
^FCHI

Key characteristics

Sharpe Ratio

AI.PA:

0.57

^FCHI:

0.24

Sortino Ratio

AI.PA:

0.97

^FCHI:

0.42

Omega Ratio

AI.PA:

1.11

^FCHI:

1.05

Calmar Ratio

AI.PA:

0.81

^FCHI:

0.24

Martin Ratio

AI.PA:

1.67

^FCHI:

0.42

Ulcer Index

AI.PA:

6.08%

^FCHI:

7.63%

Daily Std Dev

AI.PA:

18.11%

^FCHI:

13.02%

Max Drawdown

AI.PA:

-39.43%

^FCHI:

-65.29%

Current Drawdown

AI.PA:

-4.76%

^FCHI:

-4.67%

Returns By Period

In the year-to-date period, AI.PA achieves a 6.93% return, which is significantly higher than ^FCHI's 6.42% return. Over the past 10 years, AI.PA has outperformed ^FCHI with an annualized return of 10.62%, while ^FCHI has yielded a comparatively lower 5.21% annualized return.


AI.PA

YTD

6.93%

1M

8.51%

6M

2.94%

1Y

9.64%

5Y*

10.43%

10Y*

10.62%

^FCHI

YTD

6.42%

1M

7.86%

6M

9.87%

1Y

3.46%

5Y*

5.50%

10Y*

5.21%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AI.PA vs. ^FCHI — Risk-Adjusted Performance Rank

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

AI.PA
The Risk-Adjusted Performance Rank of AI.PA is 6565
Overall Rank
The Sharpe Ratio Rank of AI.PA is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AI.PA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AI.PA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AI.PA is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AI.PA is 6565
Martin Ratio Rank

^FCHI
The Risk-Adjusted Performance Rank of ^FCHI is 1515
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FCHI is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ^FCHI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ^FCHI is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AI.PA vs. ^FCHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Air Liquide S.A. (AI.PA) and CAC 40 (^FCHI). 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 0.29, compared to the broader market-2.000.002.000.29-0.06
The chart of Sortino ratio for AI.PA, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.000.570.03
The chart of Omega ratio for AI.PA, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.00
The chart of Calmar ratio for AI.PA, currently valued at 0.31, compared to the broader market0.002.004.006.000.31-0.05
The chart of Martin ratio for AI.PA, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.66-0.10
AI.PA
^FCHI

The current AI.PA Sharpe Ratio is 0.57, which is higher than the ^FCHI Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AI.PA and ^FCHI, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.29
-0.06
AI.PA
^FCHI

Drawdowns

AI.PA vs. ^FCHI - Drawdown Comparison

The maximum AI.PA drawdown since its inception was -39.43%, smaller than the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for AI.PA and ^FCHI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.74%
-9.38%
AI.PA
^FCHI

Volatility

AI.PA vs. ^FCHI - Volatility Comparison

L'Air Liquide S.A. (AI.PA) has a higher volatility of 5.36% compared to CAC 40 (^FCHI) at 4.98%. This indicates that AI.PA's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.36%
4.98%
AI.PA
^FCHI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab