BSP.DE vs. OR.PA
BSP.DE (BAE Systems plc) and OR.PA (L'Oréal S.A.) are both stocks. BSP.DE operates in Aerospace & Defense (Industrials), while OR.PA operates in Household & Personal Products (Consumer Defensive). Over the past 5 years, BSP.DE returned 32.71%/yr vs 1.34%/yr for OR.PA. At a 0.14 correlation, their price movements are largely independent.
Performance
BSP.DE vs. OR.PA - Performance Comparison
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Returns By Period
In the year-to-date period, BSP.DE achieves a 14.05% return, which is significantly higher than OR.PA's 3.16% return.
BSP.DE
- 1D
- 0.59%
- 1M
- -7.97%
- YTD
- 14.05%
- 6M
- 16.08%
- 1Y
- -4.04%
- 3Y*
- 29.69%
- 5Y*
- 32.71%
- 10Y*
- —
OR.PA
- 1D
- 0.12%
- 1M
- -0.67%
- YTD
- 3.16%
- 6M
- 1.46%
- 1Y
- -1.06%
- 3Y*
- -1.17%
- 5Y*
- 1.34%
- 10Y*
- 9.96%
BSP.DE vs. OR.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 14.05% | 45.30% | 8.80% | 37.83% | 54.55% | 23.72% | -10.55% | 0.90% |
OR.PA L'Oréal S.A. | 3.16% | 9.18% | -22.98% | 37.01% | -18.84% | 35.74% | 19.27% | -0.49% |
Correlation
The correlation between BSP.DE and OR.PA is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2019 | 0.14 |
The correlation between BSP.DE and OR.PA shifts across timeframes, from -0.04 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BSP.DE vs. OR.PA — Risk / Return Rank
BSP.DE
OR.PA
BSP.DE vs. OR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BSP.DE) and L'Oréal S.A. (OR.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.
| BSP.DE | OR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.01 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.11 | -0.06 |
| Martin ratioReturn relative to average drawdown | -0.37 | -0.21 | -0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSP.DE | OR.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | -0.07 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.05 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.48 | +0.34 |
Drawdowns
BSP.DE vs. OR.PA - Drawdown Comparison
The maximum BSP.DE drawdown since its inception was -41.54%, smaller than the maximum OR.PA drawdown of -51.77%. Use the drawdown chart below to compare losses from any high point for BSP.DE and OR.PA.
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Drawdown Indicators
| BSP.DE | OR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -51.77% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.11% | -15.20% | -7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | -29.92% | +6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | -29.92% | +6.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.92% | — |
Current DrawdownCurrent decline from peak | -17.23% | -15.73% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -12.17% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 8.10% | +2.29% |
Volatility
BSP.DE vs. OR.PA - Volatility Comparison
BAE Systems plc (BSP.DE) has a higher volatility of 11.03% compared to L'Oréal S.A. (OR.PA) at 7.01%. This indicates that BSP.DE's price experiences larger fluctuations and is considered to be riskier than OR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSP.DE | OR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 7.01% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 19.87% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.80% | 25.77% | +6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.37% | 24.57% | +3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.50% | 22.58% | +8.92% |
Dividends
BSP.DE vs. OR.PA - Dividend Comparison
BSP.DE's dividend yield for the trailing twelve months is around 2.18%, more than OR.PA's 1.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 2.18% | 2.32% | 3.04% | 2.83% | 3.57% | 4.95% | 7.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OR.PA L'Oréal S.A. | 1.94% | 1.91% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% |
Financials
BSP.DE vs. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems plc and L'Oréal S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BSP.DE and OR.PA have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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