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CAP.PA vs. CTSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CAP.PA vs. CTSH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Capgemini SE (CAP.PA) and Cognizant Technology Solutions Corporation (CTSH). The values are adjusted to include any dividend payments, if applicable.

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CAP.PA vs. CTSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAP.PA
Capgemini SE
-29.35%-7.98%-14.83%23.58%-26.66%72.15%18.14%27.68%-10.91%25.46%
CTSH
Cognizant Technology Solutions Corporation
-24.53%-3.34%10.28%30.35%-30.48%17.84%22.89%1.16%-5.42%11.90%
Different Trading Currencies

CAP.PA is traded in EUR, while CTSH is traded in USD. To make them comparable, the CTSH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CAP.PA achieves a -29.35% return, which is significantly lower than CTSH's -24.53% return. Over the past 10 years, CAP.PA has outperformed CTSH with an annualized return of 3.69%, while CTSH has yielded a comparatively lower 0.83% annualized return.


CAP.PA

1D
2.68%
1M
-6.03%
YTD
-29.35%
6M
-18.66%
1Y
-25.52%
3Y*
-14.50%
5Y*
-5.84%
10Y*
3.69%

CTSH

1D
-0.40%
1M
-2.64%
YTD
-24.53%
6M
-6.30%
1Y
-23.63%
3Y*
-0.24%
5Y*
-3.03%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CAP.PA vs. CTSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAP.PA
CAP.PA Risk / Return Rank: 1414
Overall Rank
CAP.PA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CAP.PA Sortino Ratio Rank: 1212
Sortino Ratio Rank
CAP.PA Omega Ratio Rank: 1414
Omega Ratio Rank
CAP.PA Calmar Ratio Rank: 2020
Calmar Ratio Rank
CAP.PA Martin Ratio Rank: 1515
Martin Ratio Rank

CTSH
CTSH Risk / Return Rank: 1818
Overall Rank
CTSH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTSH Sortino Ratio Rank: 1717
Sortino Ratio Rank
CTSH Omega Ratio Rank: 1717
Omega Ratio Rank
CTSH Calmar Ratio Rank: 2323
Calmar Ratio Rank
CTSH 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.

CAP.PA vs. CTSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capgemini SE (CAP.PA) and Cognizant Technology Solutions Corporation (CTSH). 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.


CAP.PACTSHDifference

Sharpe ratio

Return per unit of total volatility

-0.76

-0.72

-0.04

Sortino ratio

Return per unit of downside risk

-0.94

-0.86

-0.08

Omega ratio

Gain probability vs. loss probability

0.89

0.88

0.00

Calmar ratio

Return relative to maximum drawdown

-0.64

-0.76

+0.12

Martin ratio

Return relative to average drawdown

-1.35

-1.48

+0.14

CAP.PA vs. CTSH - Sharpe Ratio Comparison

The current CAP.PA Sharpe Ratio is -0.76, which is comparable to the CTSH Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of CAP.PA and CTSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAP.PACTSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

-0.72

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.12

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.03

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.23

-0.11

Correlation

The correlation between CAP.PA and CTSH is 0.32, 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

CAP.PA vs. CTSH - Dividend Comparison

CAP.PA's dividend yield for the trailing twelve months is around 3.38%, more than CTSH's 2.05% yield.


TTM20252024202320222021202020192018201720162015
CAP.PA
Capgemini SE
3.38%2.39%2.15%1.72%1.54%0.90%1.06%1.56%1.96%1.57%1.68%1.40%
CTSH
Cognizant Technology Solutions Corporation
2.05%1.49%1.56%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%

Drawdowns

CAP.PA vs. CTSH - Drawdown Comparison

The maximum CAP.PA drawdown since its inception was -96.22%, which is greater than CTSH's maximum drawdown of -62.82%. Use the drawdown chart below to compare losses from any high point for CAP.PA and CTSH.


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Drawdown Indicators


CAP.PACTSHDifference

Max Drawdown

Largest peak-to-trough decline

-96.22%

-71.38%

-24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-37.65%

-30.76%

-6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

-43.77%

-12.12%

Max Drawdown (10Y)

Largest decline over 10 years

-55.89%

-49.77%

-6.12%

Current Drawdown

Current decline from peak

-56.32%

-30.92%

-25.40%

Average Drawdown

Average peak-to-trough decline

-57.86%

-17.63%

-40.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.74%

13.34%

+4.40%

Volatility

CAP.PA vs. CTSH - Volatility Comparison

Capgemini SE (CAP.PA) has a higher volatility of 8.18% compared to Cognizant Technology Solutions Corporation (CTSH) at 6.96%. This indicates that CAP.PA's price experiences larger fluctuations and is considered to be riskier than CTSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAP.PACTSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.96%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

24.69%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

33.64%

32.95%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.74%

26.41%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

28.62%

+0.42%

Financials

CAP.PA vs. CTSH - Financials Comparison

This section allows you to compare key financial metrics between Capgemini SE and Cognizant Technology Solutions Corporation. 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


Please note, different currencies. CAP.PA values in EUR, CTSH values in USD