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AIR.PA vs. MC.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AIR.PAMC.PA
YTD Return0.79%-21.01%
1Y Return7.03%-17.38%
3Y Return (Ann)8.76%-5.80%
5Y Return (Ann)1.21%8.57%
10Y Return (Ann)12.43%18.26%
Sharpe Ratio0.29-0.63
Sortino Ratio0.54-0.86
Omega Ratio1.070.90
Calmar Ratio0.26-0.51
Martin Ratio0.48-1.04
Ulcer Index13.47%17.22%
Daily Std Dev22.61%28.39%
Max Drawdown-75.05%-70.25%
Current Drawdown-17.90%-34.74%

Fundamentals


AIR.PAMC.PA
Market Cap€114.85B€285.68B
EPS€4.13€27.94
PE Ratio33.9320.49
PEG Ratio0.915.16
Total Revenue (TTM)€67.40B€85.59B
Gross Profit (TTM)€10.12B€58.65B
EBITDA (TTM)€7.38B€24.43B

Correlation

-0.50.00.51.00.5

The correlation between AIR.PA and MC.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

AIR.PA vs. MC.PA - Performance Comparison

In the year-to-date period, AIR.PA achieves a 0.79% return, which is significantly higher than MC.PA's -21.01% return. Over the past 10 years, AIR.PA has underperformed MC.PA with an annualized return of 12.43%, while MC.PA has yielded a comparatively higher 18.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-15.99%
-29.38%
AIR.PA
MC.PA

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Risk-Adjusted Performance

AIR.PA vs. MC.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbus SE (AIR.PA) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.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.


AIR.PA
Sharpe ratio
The chart of Sharpe ratio for AIR.PA, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.13
Sortino ratio
The chart of Sortino ratio for AIR.PA, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.006.000.34
Omega ratio
The chart of Omega ratio for AIR.PA, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for AIR.PA, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for AIR.PA, currently valued at 0.24, compared to the broader market0.0010.0020.0030.000.24
MC.PA
Sharpe ratio
The chart of Sharpe ratio for MC.PA, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.69
Sortino ratio
The chart of Sortino ratio for MC.PA, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.006.00-0.95
Omega ratio
The chart of Omega ratio for MC.PA, currently valued at 0.89, compared to the broader market0.501.001.502.000.89
Calmar ratio
The chart of Calmar ratio for MC.PA, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Martin ratio
The chart of Martin ratio for MC.PA, currently valued at -1.19, compared to the broader market0.0010.0020.0030.00-1.19

AIR.PA vs. MC.PA - Sharpe Ratio Comparison

The current AIR.PA Sharpe Ratio is 0.29, which is higher than the MC.PA Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of AIR.PA and MC.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
0.13
-0.69
AIR.PA
MC.PA

Dividends

AIR.PA vs. MC.PA - Dividend Comparison

AIR.PA's dividend yield for the trailing twelve months is around 2.02%, less than MC.PA's 2.26% yield.


TTM20232022202120202019201820172016201520142013
AIR.PA
Airbus SE
2.02%1.29%1.35%0.00%0.00%1.26%1.79%1.63%2.07%1.94%1.81%1.08%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.26%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%

Drawdowns

AIR.PA vs. MC.PA - Drawdown Comparison

The maximum AIR.PA drawdown since its inception was -75.05%, which is greater than MC.PA's maximum drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for AIR.PA and MC.PA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.88%
-38.41%
AIR.PA
MC.PA

Volatility

AIR.PA vs. MC.PA - Volatility Comparison

The current volatility for Airbus SE (AIR.PA) is 7.63%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) has a volatility of 9.91%. This indicates that AIR.PA experiences smaller price fluctuations and is considered to be less risky than MC.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
9.91%
AIR.PA
MC.PA

Financials

AIR.PA vs. MC.PA - Financials Comparison

This section allows you to compare key financial metrics between Airbus SE and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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