CA.PA vs. VUSA.AS
Compare and contrast key facts about Carrefour SA (CA.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500. It was launched on May 14, 2019.
Performance
CA.PA vs. VUSA.AS - Performance Comparison
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CA.PA vs. VUSA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CA.PA Carrefour SA | 12.19% | 12.75% | -12.45% | 9.45% | -0.24% | 18.12% | -4.68% | 3.02% | -14.78% | -18.67% |
VUSA.AS Vanguard S&P 500 UCITS ETF | -2.86% | 3.90% | 33.86% | 22.12% | -14.18% | 40.36% | 7.72% | 32.99% | -0.37% | 6.68% |
Returns By Period
In the year-to-date period, CA.PA achieves a 12.19% return, which is significantly higher than VUSA.AS's -2.86% return. Over the past 10 years, CA.PA has underperformed VUSA.AS with an annualized return of -0.41%, while VUSA.AS has yielded a comparatively higher 13.66% annualized return.
CA.PA
- 1D
- 0.38%
- 1M
- 0.44%
- YTD
- 12.19%
- 6M
- 24.34%
- 1Y
- 30.64%
- 3Y*
- 0.58%
- 5Y*
- 5.61%
- 10Y*
- -0.41%
VUSA.AS
- 1D
- 1.64%
- 1M
- -3.04%
- YTD
- -2.86%
- 6M
- 0.02%
- 1Y
- 10.01%
- 3Y*
- 16.06%
- 5Y*
- 12.10%
- 10Y*
- 13.66%
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Return for Risk
CA.PA vs. VUSA.AS — Risk / Return Rank
CA.PA
VUSA.AS
CA.PA vs. VUSA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carrefour SA (CA.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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 | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.58 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.92 | 0.89 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.06 | -0.79 |
Martin ratioReturn relative to average drawdown | 5.53 | 10.55 | -5.02 |
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 | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.58 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.79 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.84 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.87 | -0.71 |
Correlation
The correlation between CA.PA and VUSA.AS is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CA.PA vs. VUSA.AS - Dividend Comparison
CA.PA's dividend yield for the trailing twelve months is around 7.20%, more than VUSA.AS's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CA.PA Carrefour SA | 7.20% | 8.08% | 6.34% | 3.38% | 3.32% | 2.98% | 1.64% | 3.08% | 3.09% | 3.88% | 3.06% | 2.55% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.99% | 0.97% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% |
Drawdowns
CA.PA vs. VUSA.AS - Drawdown Comparison
The maximum CA.PA drawdown since its inception was -79.26%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for CA.PA and VUSA.AS.
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Drawdown Indicators
| CA.PA | VUSA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -33.64% | -45.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.72% | -13.39% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -33.82% | -23.24% | -10.58% |
Max Drawdown (10Y)Largest decline over 10 years | -47.63% | -33.64% | -13.99% |
Current DrawdownCurrent decline from peak | -60.95% | -5.24% | -55.71% |
Average DrawdownAverage peak-to-trough decline | -46.45% | -4.11% | -42.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 2.07% | +3.56% |
Volatility
CA.PA vs. VUSA.AS - Volatility Comparison
Carrefour SA (CA.PA) has a higher volatility of 5.66% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.69%. This indicates that CA.PA's price experiences larger fluctuations and is considered to be riskier than VUSA.AS 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 | VUSA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.69% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 8.49% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 17.03% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.02% | 15.14% | +7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 16.05% | +9.00% |