CA.PA vs. ^FCHI
CA.PA (Carrefour SA) is a stock, while ^FCHI (CAC 40) is an index. Over the past 10 years, CA.PA returned -0.27%/yr vs 6.42%/yr for ^FCHI. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
CA.PA vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, CA.PA achieves a 19.04% return, which is significantly higher than ^FCHI's 1.16% return. Over the past 10 years, CA.PA has underperformed ^FCHI with an annualized return of -0.27%, while ^FCHI has yielded a comparatively higher 6.42% annualized return.
CA.PA
- 1D
- 0.25%
- 1M
- -1.17%
- YTD
- 19.04%
- 6M
- 25.48%
- 1Y
- 31.73%
- 3Y*
- 5.07%
- 5Y*
- 3.59%
- 10Y*
- -0.27%
^FCHI
- 1D
- 1.15%
- 1M
- -0.66%
- YTD
- 1.16%
- 6M
- 1.60%
- 1Y
- 5.83%
- 3Y*
- 4.61%
- 5Y*
- 4.82%
- 10Y*
- 6.42%
CA.PA vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CA.PA Carrefour SA | 19.04% | 12.75% | -12.45% | 9.45% | -0.24% | 18.12% | -4.68% | 3.02% | -14.78% | -18.67% |
^FCHI CAC 40 | 1.16% | 10.42% | -2.15% | 16.52% | -9.50% | 28.85% | -7.14% | 26.37% | -10.95% | 9.26% |
Correlation
The correlation between CA.PA and ^FCHI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 1991 | 0.58 |
Over the past year, the correlation between CA.PA and ^FCHI has dropped to 0.26 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
CA.PA vs. ^FCHI — Risk / Return Rank
CA.PA
^FCHI
CA.PA vs. ^FCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carrefour SA (CA.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.
| CA.PA | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 0.50 | +2.73 |
| Martin ratioReturn relative to average drawdown | 8.39 | 1.47 | +6.92 |
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
| CA.PA | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.39 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.29 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.36 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.21 | -0.05 |
Drawdowns
CA.PA vs. ^FCHI - Drawdown Comparison
The maximum CA.PA drawdown since its inception was -79.26%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for CA.PA and ^FCHI.
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Drawdown Indicators
| CA.PA | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -65.29% | -13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -11.08% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -28.81% | -16.71% | -12.10% |
Max Drawdown (5Y)Largest decline over 5 years | -33.82% | -23.04% | -10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -45.16% | -38.56% | -6.60% |
Current DrawdownCurrent decline from peak | -58.56% | -4.37% | -54.19% |
Average DrawdownAverage peak-to-trough decline | -46.51% | -23.50% | -23.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 3.80% | -0.18% |
Volatility
CA.PA vs. ^FCHI - Volatility Comparison
Carrefour SA (CA.PA) has a higher volatility of 5.31% compared to CAC 40 (^FCHI) at 4.33%. This indicates that CA.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.
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Volatility by Period
| CA.PA | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.33% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 11.19% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 14.20% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 16.42% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.97% | 17.71% | +7.26% |
Frequently Asked Questions
CA.PA and ^FCHI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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