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ATO.PA vs. ^FCHI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ATO.PA and ^FCHI is 0.46, 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.


-0.50.00.51.00.5

Performance

ATO.PA vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atos SE (ATO.PA) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
-73.38%
-6.81%
ATO.PA
^FCHI

Key characteristics

Sharpe Ratio

ATO.PA:

-0.01

^FCHI:

-0.26

Sortino Ratio

ATO.PA:

50.47

^FCHI:

-0.27

Omega Ratio

ATO.PA:

8.61

^FCHI:

0.97

Calmar Ratio

ATO.PA:

-0.96

^FCHI:

-0.24

Martin Ratio

ATO.PA:

-1.26

^FCHI:

-0.46

Ulcer Index

ATO.PA:

75.93%

^FCHI:

7.20%

Daily Std Dev

ATO.PA:

8,383.07%

^FCHI:

12.78%

Max Drawdown

ATO.PA:

-99.84%

^FCHI:

-65.29%

Current Drawdown

ATO.PA:

-99.77%

^FCHI:

-11.62%

Returns By Period

In the year-to-date period, ATO.PA achieves a -95.61% return, which is significantly lower than ^FCHI's -3.45% return. Over the past 10 years, ATO.PA has underperformed ^FCHI with an annualized return of -38.84%, while ^FCHI has yielded a comparatively higher 5.33% annualized return.


ATO.PA

YTD

-95.61%

1M

-98.53%

6M

-74.16%

1Y

-95.64%

5Y*

-65.95%

10Y*

-38.84%

^FCHI

YTD

-3.45%

1M

0.38%

6M

-4.95%

1Y

-3.78%

5Y*

3.78%

10Y*

5.33%

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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.


Sharpe ratio
The chart of Sharpe ratio for ATO.PA, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00-0.01-0.54
The chart of Sortino ratio for ATO.PA, currently valued at 50.21, compared to the broader market-4.00-2.000.002.004.0050.21-0.66
The chart of Omega ratio for ATO.PA, currently valued at 8.50, compared to the broader market0.501.001.502.008.500.93
The chart of Calmar ratio for ATO.PA, currently valued at -0.96, compared to the broader market0.002.004.006.00-0.96-0.51
The chart of Martin ratio for ATO.PA, currently valued at -1.26, compared to the broader market0.0010.0020.00-1.26-1.05
ATO.PA
^FCHI

The current ATO.PA Sharpe Ratio is -0.01, which is higher than the ^FCHI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of ATO.PA and ^FCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
-0.54
ATO.PA
^FCHI

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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.78%
-15.55%
ATO.PA
^FCHI

Volatility

ATO.PA vs. ^FCHI - Volatility Comparison

Atos SE (ATO.PA) has a higher volatility of 443.41% compared to CAC 40 (^FCHI) at 3.40%. 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.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
443.41%
3.40%
ATO.PA
^FCHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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