PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BNP.PA vs. RF.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

BNP.PA vs. RF.PA

Last updated Jun 13, 2026

BNP.PA (BNP Paribas SA) and RF.PA (Eurazeo) are both stocks. Both are in the Financial Services sector — BNP.PA in Banks - Regional, RF.PA in Asset Management. Over the past 10 years, BNP.PA returned 14.74%/yr vs 3.43%/yr for RF.PA. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

BNP.PA vs. RF.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas SA (BNP.PA) and Eurazeo (RF.PA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BNP.PA achieves a 23.23% return, which is significantly higher than RF.PA's -15.11% return. Over the past 10 years, BNP.PA has outperformed RF.PA with an annualized return of 14.74%, while RF.PA has yielded a comparatively lower 3.43% annualized return.

BNP.PA

1D
5.17%
1M
8.91%
YTD
23.23%
6M
27.49%
1Y
34.62%
3Y*
27.31%
5Y*
19.64%
10Y*
14.74%

RF.PA

1D
1.34%
1M
-5.53%
YTD
-15.11%
6M
-15.34%
1Y
-25.33%
3Y*
-9.65%
5Y*
-6.50%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNP.PA vs. RF.PA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BNP.PA
BNP Paribas SA		23.23%50.14%0.99%25.73%-5.95%47.86%-18.40%43.64%-33.06%7.17%
RF.PA
Eurazeo		-15.11%-22.69%3.07%27.95%-21.13%41.40%-9.02%10.90%-9.85%56.04%

Correlation

The correlation between BNP.PA and RF.PA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

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

0.40

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

0.43

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

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2006

0.53

Over the past year, the correlation between BNP.PA and RF.PA has dropped to 0.33 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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

Eurazeo

Often compared with BNP.PA:
BNP.PA vs. GLE.PABNP.PA vs. JPMBNP.PA vs. VOOBNP.PA vs. AMUN.PABNP.PA vs. CS.PABNP.PA vs. SPYBNP.PA vs. CRARY
Often compared with RF.PA:
RF.PA vs. BRK-BRF.PA vs. VWRL.ASRF.PA vs. KKRRF.PA vs. ARCAD.ASRF.PA vs. PEUG.PARF.PA vs. MF.PARF.PA vs. REY.MI

Return for Risk

BNP.PA vs. RF.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BNP.PA
BNP.PA Risk / Return Rank: 7474
Overall Rank
BNP.PA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BNP.PA Sortino Ratio Rank: 7272
Sortino Ratio Rank
BNP.PA Omega Ratio Rank: 7272
Omega Ratio Rank
BNP.PA Calmar Ratio Rank: 7474
Calmar Ratio Rank
BNP.PA Martin Ratio Rank: 7575
Martin Ratio Rank
RF.PA
RF.PA Risk / Return Rank: 1414
Overall Rank
RF.PA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RF.PA Sortino Ratio Rank: 1414
Sortino Ratio Rank
RF.PA Omega Ratio Rank: 1212
Omega Ratio Rank
RF.PA Calmar Ratio Rank: 2020
Calmar Ratio Rank
RF.PA Martin Ratio Rank: 1616
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.

BNP.PA vs. RF.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.PA) and Eurazeo (RF.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.

BNP.PARF.PADifference
Sharpe ratioReturn per unit of total volatility
1.20
-0.79

+1.99

Sortino ratioReturn per unit of downside risk
1.76
-0.90

+2.66

Omega ratioGain probability vs. loss probability

1.22

0.87

+0.35

Calmar ratioReturn relative to maximum drawdown

1.75

-0.60

+2.35

Martin ratioReturn relative to average drawdown

4.48

-1.20

+5.67

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

The current BNP.PA Sharpe Ratio is 1.20, which is higher than the RF.PA Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of BNP.PA and RF.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.

Loading charts...

Drawdowns

BNP.PA vs. RF.PA - Drawdown Comparison

The maximum BNP.PA drawdown since its inception was -75.39%, smaller than the maximum RF.PA drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for BNP.PA and RF.PA.

Loading charts...

Drawdown Indicators

BNP.PARF.PADifference

Max Drawdown

Largest peak-to-trough decline

-75.39%

-87.38%

+11.99%

Max Drawdown (1Y)

Largest decline over 1 year

-19.50%

-41.56%

+22.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.82%

-53.15%

+31.33%

Max Drawdown (5Y)

Largest decline over 5 years

-34.10%

-53.15%

+19.05%

Max Drawdown (10Y)

Largest decline over 10 years

-59.43%

-53.15%

-6.28%

Current Drawdown

Current decline from peak

0.00%

-43.88%

+43.88%

Average Drawdown

Average peak-to-trough decline

-23.60%

-26.97%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

21.04%

-13.38%

Volatility

BNP.PA vs. RF.PA - Volatility Comparison

BNP Paribas SA (BNP.PA) has a higher volatility of 7.86% compared to Eurazeo (RF.PA) at 7.36%. This indicates that BNP.PA's price experiences larger fluctuations and is considered to be riskier than RF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

BNP.PARF.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

7.36%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

21.27%

22.87%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

28.55%

31.66%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.50%

27.28%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.19%

27.20%

+3.99%

Dividends

BNP.PA vs. RF.PA - Dividend Comparison

BNP.PA's dividend yield for the trailing twelve months is around 5.34%, less than RF.PA's 6.87% yield.

PositionTTM20252024202320222021202020192018201720162015
BNP.PA
BNP Paribas SA		5.34%9.13%7.77%6.23%6.89%4.38%0.00%5.72%7.65%4.34%3.82%2.87%
RF.PA
Eurazeo		6.87%4.97%3.36%3.06%5.16%1.95%0.00%1.95%2.02%1.64%2.38%2.19%

Financials

BNP.PA vs. RF.PA - Financials Comparison

This section allows you to compare key financial metrics between BNP Paribas SA and Eurazeo. 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

Frequently Asked Questions

BNP.PA and RF.PA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BNP.PA and RF.PA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer