AI.PA vs. ^FCHI
Compare and contrast key facts about L'Air Liquide S.A. (AI.PA) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AI.PA or ^FCHI.
Performance
AI.PA vs. ^FCHI - Performance Comparison
Returns By Period
In the year-to-date period, AI.PA achieves a 1.84% return, which is significantly higher than ^FCHI's -3.51% return. Over the past 10 years, AI.PA has outperformed ^FCHI with an annualized return of 11.36%, while ^FCHI has yielded a comparatively lower 5.21% annualized return.
AI.PA
1.84%
-7.74%
-4.97%
5.34%
11.82%
11.36%
^FCHI
-3.51%
-4.40%
-11.20%
0.61%
4.24%
5.21%
Key characteristics
| AI.PA | ^FCHI | |
|---|---|---|
| Sharpe Ratio | 0.21 | 0.02 |
| Sortino Ratio | 0.44 | 0.11 |
| Omega Ratio | 1.05 | 1.01 |
| Calmar Ratio | 0.40 | 0.02 |
| Martin Ratio | 0.84 | 0.04 |
| Ulcer Index | 4.51% | 6.22% |
| Daily Std Dev | 17.87% | 12.61% |
| Max Drawdown | -39.43% | -65.29% |
| Current Drawdown | -9.05% | -11.67% |
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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.
Risk-Adjusted Performance
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.
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.
Volatility
AI.PA vs. ^FCHI - Volatility Comparison
L'Air Liquide S.A. (AI.PA) has a higher volatility of 6.18% compared to CAC 40 (^FCHI) at 5.38%. 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.