ATO.PA vs. VWRD.L

Last updated Jun 13, 2026

ATO.PA (Atos SE) is a stock, while VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 10 years, ATO.PA returned -38.20%/yr vs 12.58%/yr for VWRD.L. At a 0.38 correlation, their price movements are largely independent.

Performance

ATO.PA vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Atos SE (ATO.PA) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ATO.PA is traded in EUR, while VWRD.L is traded in USD. To make them comparable, the VWRD.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 VWRD.L's 11.97% return. Over the past 10 years, ATO.PA has underperformed VWRD.L with an annualized return of -38.20%, while VWRD.L has yielded a comparatively higher 12.58% annualized 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%

VWRD.L

• 1D: 2.47%
• 1M: 2.15%
• YTD: 11.97%
• 6M: 13.56%
• 1Y: 25.95%
• 3Y*: 17.03%
• 5Y*: 11.92%
• 10Y*: 12.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATO.PA Atos SE	-30.88%	92.96%	-95.04%	-21.77%	-75.90%	-50.00%	0.62%	40.05%	-41.10%	21.05%
VWRD.L Vanguard FTSE All-World UCITS ETF	11.97%	7.86%	25.42%	18.64%	-13.12%	27.38%	6.56%	28.51%	-5.46%	9.07%

Correlation

The correlation between ATO.PA and VWRD.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since May 22, 2012	0.38

The correlation between ATO.PA and VWRD.L shifts across timeframes, from 0.21 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ATO.PA vs. VWRD.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: 35
ATO.PA Sharpe Ratio Rank: 35
ATO.PA Sortino Ratio Rank: 36
ATO.PA Omega Ratio Rank: 35
ATO.PA Calmar Ratio Rank: 36
ATO.PA Martin Ratio Rank: 35

VWRD.L

VWRD.L Risk / Return Rank: 72
VWRD.L Sharpe Ratio Rank: 72
VWRD.L Sortino Ratio Rank: 78
VWRD.L Omega Ratio Rank: 72
VWRD.L Calmar Ratio Rank: 67
VWRD.L Martin Ratio Rank: 73

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. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atos SE (ATO.PA) and Vanguard FTSE All-World UCITS ETF (VWRD.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.PA	VWRD.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	2.04	-2.22
Sortino ratio: Return per unit of downside risk	0.16	2.92	-2.76
Omega ratio: Gain probability vs. loss probability	1.02	1.38	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.23	4.03	-4.27
Martin ratio: Return relative to average drawdown	-0.42	15.16	-15.58

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

The current ATO.PA Sharpe Ratio is -0.18, which is lower than the VWRD.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ATO.PA and VWRD.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.

Drawdowns

ATO.PA vs. VWRD.L - Drawdown Comparison

The maximum ATO.PA drawdown since its inception was -99.84%, which is greater than VWRD.L's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for ATO.PA and VWRD.L.

Drawdown Indicators

	ATO.PA	VWRD.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.84%	-33.28%	-66.56%
Max Drawdown (1Y) Largest decline over 1 year	-46.73%	-6.40%	-40.33%
Max Drawdown (3Y) Largest decline over 3 years	-98.93%	-20.08%	-78.85%
Max Drawdown (5Y) Largest decline over 5 years	-99.71%	-20.08%	-79.63%
Max Drawdown (10Y) Largest decline over 10 years	-99.84%	-33.28%	-66.56%
Current Drawdown Current decline from peak	-99.53%	-1.46%	-98.07%
Average Drawdown Average peak-to-trough decline	-39.43%	-4.30%	-35.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.93%	1.71%	+24.22%

Volatility

ATO.PA vs. VWRD.L - Volatility Comparison

Atos SE (ATO.PA) has a higher volatility of 15.77% compared to Vanguard FTSE All-World UCITS ETF (VWRD.L) at 4.14%. This indicates that ATO.PA's price experiences larger fluctuations and is considered to be riskier than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATO.PA	VWRD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.77%	4.14%	+11.63%
Volatility (6M) Calculated over the trailing 6-month period	42.62%	9.78%	+32.84%
Volatility (1Y) Calculated over the trailing 1-year period	60.09%	12.73%	+47.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	126.50%	14.64%	+111.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.38%	15.60%	+76.78%

Dividends

ATO.PA vs. VWRD.L - Dividend Comparison

ATO.PA has not paid dividends to shareholders, while VWRD.L's dividend yield for the trailing twelve months is around 1.25%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VWRD.L Vanguard FTSE All-World UCITS ETF	1.25%	1.38%	1.52%	1.69%	2.05%	1.48%	1.47%	1.88%	2.29%	1.82%	2.04%	2.07%

Frequently Asked Questions

Can I hold both ATO.PA and VWRD.L in my portfolio?

ATO.PA and VWRD.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.