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ATO.PA vs. VUAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATO.PA vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Atos SE (ATO.PA) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ATO.PA is traded in EUR, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ATO.PA achieves a -30.88% return, which is significantly lower than VUAG.L's 9.97% return.


ATO.PA

1D
2.54%
1M
-7.02%
YTD
-30.88%
6M
-37.24%
1Y
-11.08%
3Y*
-67.66%
5Y*
-61.40%
10Y*
-38.20%

VUAG.L

1D
1.40%
1M
1.52%
YTD
9.97%
6M
11.02%
1Y
24.36%
3Y*
17.88%
5Y*
14.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATO.PA vs. VUAG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ATO.PA
Atos SE
-30.88%92.96%-95.04%-21.77%-75.90%-50.00%0.62%9.65%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
9.97%3.66%33.48%22.18%-13.57%39.49%9.91%-10.68%

Correlation

The correlation between ATO.PA and VUAG.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.14

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.26

The correlation between ATO.PA and VUAG.L shifts across timeframes, from 0.14 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ATO.PA vs. VUAG.L — Risk / Return Rank

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

ATO.PA
ATO.PA Risk / Return Rank: 3535
Overall Rank
ATO.PA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ATO.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
ATO.PA Omega Ratio Rank: 3535
Omega Ratio Rank
ATO.PA Calmar Ratio Rank: 3636
Calmar Ratio Rank
ATO.PA Martin Ratio Rank: 3535
Martin Ratio Rank

VUAG.L
VUAG.L Risk / Return Rank: 8282
Overall Rank
VUAG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 8585
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 7979
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.

ATO.PA vs. VUAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atos SE (ATO.PA) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). 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.


ATO.PAVUAG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

1.02

1.39

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.23

3.41

-3.65

Martin ratioReturn relative to average drawdown

-0.42

12.31

-12.72

ATO.PA vs. VUAG.L - Sharpe Ratio Comparison

The current ATO.PA Sharpe Ratio is -0.18, which is lower than the VUAG.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ATO.PA and VUAG.L, 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

ATO.PA vs. VUAG.L - Drawdown Comparison

The maximum ATO.PA drawdown since its inception was -99.84%, which is greater than VUAG.L's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for ATO.PA and VUAG.L.


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Drawdown Indicators


ATO.PAVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.84%

-35.04%

-64.80%

Max Drawdown (1Y)

Largest decline over 1 year

-46.73%

-7.11%

-39.62%

Max Drawdown (3Y)

Largest decline over 3 years

-98.93%

-22.34%

-76.59%

Max Drawdown (5Y)

Largest decline over 5 years

-99.71%

-22.34%

-77.37%

Max Drawdown (10Y)

Largest decline over 10 years

-99.84%

Current Drawdown

Current decline from peak

-99.53%

-1.81%

-97.72%

Average Drawdown

Average peak-to-trough decline

-39.43%

-6.30%

-33.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.93%

1.97%

+23.96%

Volatility

ATO.PA vs. VUAG.L - Volatility Comparison

Atos SE (ATO.PA) has a higher volatility of 15.77% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.04%. This indicates that ATO.PA's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATO.PAVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.77%

3.04%

+12.73%

Volatility (6M)

Calculated over the trailing 6-month period

42.62%

7.77%

+34.85%

Volatility (1Y)

Calculated over the trailing 1-year period

60.09%

11.53%

+48.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.50%

15.13%

+111.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.38%

18.75%

+73.63%

Dividends

ATO.PA vs. VUAG.L - Dividend Comparison

Neither ATO.PA nor VUAG.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATO.PA
Atos SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%1.80%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ATO.PA and VUAG.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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