ATO.PA vs. ^FCHI
ATO.PA (Atos SE) is a stock, while ^FCHI (CAC 40) is an index. Over the past 10 years, ATO.PA returned -37.30%/yr vs 6.42%/yr for ^FCHI. At a 0.40 correlation, their price movements are largely independent.
Performance
ATO.PA vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, ATO.PA achieves a -21.99% return, which is significantly lower than ^FCHI's 1.16% return. Over the past 10 years, ATO.PA has underperformed ^FCHI with an annualized return of -37.30%, while ^FCHI has yielded a comparatively higher 6.42% annualized return.
ATO.PA
- 1D
- 1.66%
- 1M
- 14.04%
- YTD
- -21.99%
- 6M
- -17.25%
- 1Y
- 4.37%
- 3Y*
- -66.97%
- 5Y*
- -60.33%
- 10Y*
- -37.30%
^FCHI
- 1D
- 1.15%
- 1M
- 2.26%
- YTD
- 1.16%
- 6M
- 1.51%
- 1Y
- 5.63%
- 3Y*
- 4.61%
- 5Y*
- 4.82%
- 10Y*
- 6.42%
ATO.PA vs. ^FCHI - Yearly Performance Comparison
Correlation
The correlation between ATO.PA and ^FCHI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 1987 | 0.40 |
Over the past year, the correlation between ATO.PA and ^FCHI has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
ATO.PA vs. ^FCHI — Risk / Return Rank
ATO.PA
^FCHI
ATO.PA vs. ^FCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Atos SE (ATO.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.
| ATO.PA | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.08 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.50 | -0.41 |
| Martin ratioReturn relative to average drawdown | 0.17 | 1.47 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATO.PA | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.39 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.29 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.36 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.21 | -0.22 |
Drawdowns
ATO.PA vs. ^FCHI - Drawdown Comparison
The maximum ATO.PA drawdown since its inception was -99.84%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ATO.PA and ^FCHI.
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Drawdown Indicators
| ATO.PA | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.84% | -65.29% | -34.55% |
Max Drawdown (1Y)Largest decline over 1 year | -46.73% | -11.08% | -35.65% |
Max Drawdown (3Y)Largest decline over 3 years | -99.84% | -16.71% | -83.13% |
Max Drawdown (5Y)Largest decline over 5 years | -99.84% | -23.04% | -76.80% |
Max Drawdown (10Y)Largest decline over 10 years | -99.84% | -38.56% | -61.28% |
Current DrawdownCurrent decline from peak | -99.61% | -4.37% | -95.24% |
Average DrawdownAverage peak-to-trough decline | -67.46% | -23.50% | -43.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.02% | 3.80% | +22.22% |
Volatility
ATO.PA vs. ^FCHI - Volatility Comparison
Atos SE (ATO.PA) has a higher volatility of 16.16% compared to CAC 40 (^FCHI) at 4.33%. This indicates that ATO.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.
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Volatility by Period
| ATO.PA | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.16% | 4.33% | +11.83% |
Volatility (6M)Calculated over the trailing 6-month period | 42.49% | 11.19% | +31.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.68% | 14.20% | +45.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3,786.25% | 16.42% | +3,769.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,677.87% | 17.71% | +2,660.16% |
Frequently Asked Questions
ATO.PA and ^FCHI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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