ATO.PA vs. ^FCHI
Compare and contrast key facts about Atos SE (ATO.PA) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATO.PA or ^FCHI.
Key characteristics
| ATO.PA | ^FCHI | |
|---|---|---|
| YTD Return | -71.29% | 5.86% |
| 1Y Return | -83.73% | 8.15% |
| 3Y Return (Ann) | -66.16% | 8.24% |
| 5Y Return (Ann) | -49.74% | 7.43% |
| 10Y Return (Ann) | -25.86% | 5.91% |
| Sharpe Ratio | -0.96 | 0.63 |
| Daily Std Dev | 86.62% | 11.96% |
| Max Drawdown | -98.58% | -65.29% |
| Current Drawdown | -98.30% | -2.69% |
Correlation
The correlation between ATO.PA and ^FCHI is 0.49, 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
ATO.PA vs. ^FCHI - Performance Comparison
In the year-to-date period, ATO.PA achieves a -71.29% return, which is significantly lower than ^FCHI's 5.86% return. Over the past 10 years, ATO.PA has underperformed ^FCHI with an annualized return of -25.86%, while ^FCHI has yielded a comparatively higher 5.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATO.PA vs. ^FCHI - Risk-Adjusted Performance 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.
Drawdowns
ATO.PA vs. ^FCHI - Drawdown Comparison
The maximum ATO.PA drawdown since its inception was -98.58%, 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. For additional features, visit the drawdowns tool.
Volatility
ATO.PA vs. ^FCHI - Volatility Comparison
Atos SE (ATO.PA) has a higher volatility of 37.18% compared to CAC 40 (^FCHI) at 3.91%. 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.