PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNP.PA vs. GLE.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BNP.PAGLE.PA
YTD Return7.06%5.45%
1Y Return22.03%24.28%
3Y Return (Ann)15.53%9.15%
5Y Return (Ann)12.80%3.33%
10Y Return (Ann)6.48%-1.08%
Sharpe Ratio1.241.17
Daily Std Dev22.17%23.24%
Max Drawdown-75.43%-87.83%
Current Drawdown-1.97%-66.74%

Fundamentals


BNP.PAGLE.PA
Market Cap€74.37B€19.71B
EPS€6.12€2.17
PE Ratio10.6911.41
PEG Ratio0.690.42
Revenue (TTM)€43.03B€24.08B
Gross Profit (TTM)€44.37B€23.06B

Correlation

-0.50.00.51.00.8

The correlation between BNP.PA and GLE.PA is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BNP.PA vs. GLE.PA - Performance Comparison

In the year-to-date period, BNP.PA achieves a 7.06% return, which is significantly higher than GLE.PA's 5.45% return. Over the past 10 years, BNP.PA has outperformed GLE.PA with an annualized return of 6.48%, while GLE.PA has yielded a comparatively lower -1.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
24.06%
23.72%
BNP.PA
GLE.PA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BNP Paribas SA

Société Générale Société anonyme

Risk-Adjusted Performance

BNP.PA vs. GLE.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.PA) and Société Générale Société anonyme (GLE.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.


BNP.PA
Sharpe ratio
The chart of Sharpe ratio for BNP.PA, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.004.000.98
Sortino ratio
The chart of Sortino ratio for BNP.PA, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for BNP.PA, currently valued at 1.18, compared to the broader market0.501.001.501.18
Calmar ratio
The chart of Calmar ratio for BNP.PA, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for BNP.PA, currently valued at 3.59, compared to the broader market0.0010.0020.0030.003.59
GLE.PA
Sharpe ratio
The chart of Sharpe ratio for GLE.PA, currently valued at 0.95, compared to the broader market-2.00-1.000.001.002.003.004.000.95
Sortino ratio
The chart of Sortino ratio for GLE.PA, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for GLE.PA, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for GLE.PA, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for GLE.PA, currently valued at 2.06, compared to the broader market0.0010.0020.0030.002.06

BNP.PA vs. GLE.PA - Sharpe Ratio Comparison

The current BNP.PA Sharpe Ratio is 1.24, which roughly equals the GLE.PA Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of BNP.PA and GLE.PA.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.98
0.95
BNP.PA
GLE.PA

Dividends

BNP.PA vs. GLE.PA - Dividend Comparison

BNP.PA's dividend yield for the trailing twelve months is around 5.82%, less than GLE.PA's 6.71% yield.


TTM20232022202120202019201820172016201520142013
BNP.PA
BNP Paribas SA
5.82%6.23%6.89%4.38%0.00%5.72%7.65%4.34%3.82%2.87%3.05%2.65%
GLE.PA
Société Générale Société anonyme
6.71%7.08%7.03%1.82%0.00%7.09%7.91%5.11%4.28%2.82%2.86%1.07%

Drawdowns

BNP.PA vs. GLE.PA - Drawdown Comparison

The maximum BNP.PA drawdown since its inception was -75.43%, smaller than the maximum GLE.PA drawdown of -87.83%. Use the drawdown chart below to compare losses from any high point for BNP.PA and GLE.PA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.31%
-73.83%
BNP.PA
GLE.PA

Volatility

BNP.PA vs. GLE.PA - Volatility Comparison

BNP Paribas SA (BNP.PA) and Société Générale Société anonyme (GLE.PA) have volatilities of 7.04% and 6.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.04%
6.73%
BNP.PA
GLE.PA

Financials

BNP.PA vs. GLE.PA - Financials Comparison

This section allows you to compare key financial metrics between BNP Paribas SA and Société Générale Société anonyme. 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



Values in EUR except per share items