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AM.PA vs. VH2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AM.PA vs. VH2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dassault Aviation SA (AM.PA) and Friedrich Vorwerk Group SE (VH2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AM.PA achieves a 10.33% return, which is significantly higher than VH2.DE's -18.84% return.


AM.PA

1D
-1.07%
1M
6.74%
YTD
10.33%
6M
10.98%
1Y
-0.89%
3Y*
22.09%
5Y*
25.58%
10Y*
19.12%

VH2.DE

1D
6.71%
1M
-11.59%
YTD
-18.84%
6M
-18.24%
1Y
12.57%
3Y*
81.64%
5Y*
10.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AM.PA vs. VH2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AM.PA
Dassault Aviation SA
10.33%40.99%11.84%15.24%69.25%16.83%
VH2.DE
Friedrich Vorwerk Group SE
-18.84%200.72%77.44%-28.89%-22.29%-39.08%

Correlation

The correlation between AM.PA and VH2.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.13

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Return for Risk

AM.PA vs. VH2.DE — Risk / Return Rank

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

AM.PA
AM.PA Risk / Return Rank: 3939
Overall Rank
AM.PA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AM.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
AM.PA Omega Ratio Rank: 3636
Omega Ratio Rank
AM.PA Calmar Ratio Rank: 4242
Calmar Ratio Rank
AM.PA Martin Ratio Rank: 4141
Martin Ratio Rank

VH2.DE
VH2.DE Risk / Return Rank: 5050
Overall Rank
VH2.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VH2.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
VH2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
VH2.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
VH2.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AM.PA vs. VH2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dassault Aviation SA (AM.PA) and Friedrich Vorwerk Group SE (VH2.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AM.PAVH2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.02

1.09

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.04

0.27

-0.32

Martin ratioReturn relative to average drawdown

-0.09

0.58

-0.66

AM.PA vs. VH2.DE - Sharpe Ratio Comparison

The current AM.PA Sharpe Ratio is -0.03, which is lower than the VH2.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of AM.PA and VH2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AM.PA vs. VH2.DE - Drawdown Comparison

The maximum AM.PA drawdown since its inception was -55.76%, smaller than the maximum VH2.DE drawdown of -82.66%. Use the drawdown chart below to compare losses from any high point for AM.PA and VH2.DE.


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Drawdown Indicators


AM.PAVH2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-82.66%

+26.90%

Max Drawdown (1Y)

Largest decline over 1 year

-20.80%

-45.85%

+25.05%

Max Drawdown (3Y)

Largest decline over 3 years

-22.02%

-45.85%

+23.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.32%

-81.44%

+52.12%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-14.52%

-37.57%

+23.05%

Average Drawdown

Average peak-to-trough decline

-12.09%

-44.01%

+31.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

21.75%

-11.64%

Volatility

AM.PA vs. VH2.DE - Volatility Comparison

The current volatility for Dassault Aviation SA (AM.PA) is 7.81%, while Friedrich Vorwerk Group SE (VH2.DE) has a volatility of 15.89%. This indicates that AM.PA experiences smaller price fluctuations and is considered to be less risky than VH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AM.PAVH2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

15.89%

-8.08%

Volatility (6M)

Calculated over the trailing 6-month period

24.02%

40.29%

-16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

30.73%

57.29%

-26.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.14%

52.61%

-23.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

51.88%

-21.92%

Dividends

AM.PA vs. VH2.DE - Dividend Comparison

AM.PA's dividend yield for the trailing twelve months is around 1.61%, less than VH2.DE's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
AM.PA
Dassault Aviation SA
1.61%1.72%1.71%1.67%1.57%12.95%0.00%18.12%12.64%9.32%11.40%8.72%
VH2.DE
Friedrich Vorwerk Group SE
1.69%0.37%0.44%0.77%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AM.PA vs. VH2.DE - Financials Comparison

This section allows you to compare key financial metrics between Dassault Aviation SA and Friedrich Vorwerk Group SE. 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

Frequently Asked Questions


AM.PA and VH2.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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