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

Performance

BA.L vs. ATO.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BAE Systems plc (BA.L) and Atos SE (ATO.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, BA.L achieves a 12.71% return, which is significantly higher than ATO.PA's -31.58% return. Over the past 10 years, BA.L has outperformed ATO.PA with an annualized return of 18.87%, while ATO.PA has yielded a comparatively lower -37.69% annualized return.


BA.L

1D
-1.62%
1M
-0.91%
YTD
12.71%
6M
13.60%
1Y
3.23%
3Y*
28.80%
5Y*
32.37%
10Y*
18.87%

ATO.PA

1D
2.52%
1M
-10.03%
YTD
-31.58%
6M
-38.32%
1Y
-4.74%
3Y*
-67.57%
5Y*
-61.36%
10Y*
-37.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BA.L
BAE Systems plc
12.71%52.12%5.88%33.31%60.92%17.57%-9.28%28.43%-16.75%0.30%
ATO.PA
Atos SE
-31.58%103.29%-95.26%-23.33%-74.65%-52.96%6.31%32.11%-40.51%26.22%

Correlation

The correlation between BA.L and ATO.PA is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.02

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.22

The correlation between BA.L and ATO.PA shifts across timeframes, from 0.01 (5 years) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BA.L vs. ATO.PA — Risk / Return Rank

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

BA.L
BA.L Risk / Return Rank: 4444
Overall Rank
BA.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BA.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
BA.L Omega Ratio Rank: 4040
Omega Ratio Rank
BA.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
BA.L Martin Ratio Rank: 4646
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) and Atos SE (ATO.PA). 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.


BA.LATO.PADifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.04

1.02

+0.02

Calmar ratioReturn relative to maximum drawdown

0.15

-0.21

+0.36

Martin ratioReturn relative to average drawdown

0.33

-0.37

+0.70

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

The current BA.L Sharpe Ratio is 0.11, which is higher than the ATO.PA Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of BA.L and ATO.PA, 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

BA.L vs. ATO.PA - Drawdown Comparison

The maximum BA.L drawdown since its inception was -43.67%, smaller than the maximum ATO.PA drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for BA.L and ATO.PA.


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Drawdown Indicators


BA.LATO.PADifference

Max Drawdown

Largest peak-to-trough decline

-43.67%

-99.85%

+56.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.30%

-46.85%

+25.55%

Max Drawdown (3Y)

Largest decline over 3 years

-21.30%

-98.97%

+77.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-99.72%

+78.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.80%

-99.85%

+62.05%

Current Drawdown

Current decline from peak

-17.12%

-99.55%

+82.43%

Average Drawdown

Average peak-to-trough decline

-12.74%

-36.38%

+23.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.84%

25.96%

-16.12%

Volatility

BA.L vs. ATO.PA - Volatility Comparison

The current volatility for BAE Systems plc (BA.L) is 8.48%, while Atos SE (ATO.PA) has a volatility of 15.44%. This indicates that BA.L experiences smaller price fluctuations and is considered to be less risky than ATO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BA.LATO.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

15.44%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

23.43%

42.76%

-19.33%

Volatility (1Y)

Calculated over the trailing 1-year period

29.85%

60.05%

-30.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

126.59%

-100.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

92.42%

-67.35%

Dividends

BA.L vs. ATO.PA - Dividend Comparison

BA.L's dividend yield for the trailing twelve months is around 1.90%, while ATO.PA has not 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%
BA.L
BAE Systems plc
1.90%1.99%2.69%2.53%2.99%4.40%4.75%4.00%4.79%3.75%3.57%4.14%

Financials

BA.L vs. ATO.PA - Financials Comparison

This section allows you to compare key financial metrics between BAE Systems plc and Atos SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. BA.L values in GBP, ATO.PA values in EUR

Frequently Asked Questions


BA.L and ATO.PA have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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