CBOT.PA vs. SGO.PA
CBOT.PA (CBO Territoria) and SGO.PA (Compagnie de Saint-Gobain S.A.) are both stocks. CBOT.PA operates in Real Estate - Diversified (Real Estate), while SGO.PA operates in Building Products & Equipment (Industrials). Over the past 10 years, CBOT.PA returned 7.44%/yr vs 9.55%/yr for SGO.PA. At a 0.20 correlation, their price movements are largely independent.
Performance
CBOT.PA vs. SGO.PA - Performance Comparison
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Returns By Period
In the year-to-date period, CBOT.PA achieves a 13.46% return, which is significantly higher than SGO.PA's -11.45% return. Over the past 10 years, CBOT.PA has underperformed SGO.PA with an annualized return of 7.44%, while SGO.PA has yielded a comparatively higher 9.55% annualized return.
CBOT.PA
- 1D
- 1.47%
- 1M
- 4.56%
- YTD
- 13.46%
- 6M
- 12.53%
- 1Y
- 16.05%
- 3Y*
- 9.06%
- 5Y*
- 8.13%
- 10Y*
- 7.44%
SGO.PA
- 1D
- -0.90%
- 1M
- -4.04%
- YTD
- -11.45%
- 6M
- -11.23%
- 1Y
- -21.91%
- 3Y*
- 15.50%
- 5Y*
- 8.68%
- 10Y*
- 9.55%
CBOT.PA vs. SGO.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBOT.PA CBO Territoria | 13.46% | 8.87% | 4.19% | 8.05% | 5.19% | 6.58% | 1.39% | 23.09% | -9.48% | 9.54% |
SGO.PA Compagnie de Saint-Gobain S.A. | -11.45% | 3.72% | 32.04% | 51.45% | -24.04% | 68.84% | 2.74% | 30.31% | -34.57% | 6.59% |
Correlation
The correlation between CBOT.PA and SGO.PA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2005 | 0.20 |
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Return for Risk
CBOT.PA vs. SGO.PA — Risk / Return Rank
CBOT.PA
SGO.PA
CBOT.PA vs. SGO.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBO Territoria (CBOT.PA) and Compagnie de Saint-Gobain S.A. (SGO.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.
| CBOT.PA | SGO.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.90 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | -0.64 | +2.58 |
| Martin ratioReturn relative to average drawdown | 5.78 | -1.21 | +6.99 |
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
| CBOT.PA | SGO.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | -0.71 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.29 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.32 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.24 | -0.04 |
Drawdowns
CBOT.PA vs. SGO.PA - Drawdown Comparison
The maximum CBOT.PA drawdown since its inception was -77.44%, roughly equal to the maximum SGO.PA drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for CBOT.PA and SGO.PA.
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Drawdown Indicators
| CBOT.PA | SGO.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.44% | -76.24% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -33.71% | +25.54% |
Max Drawdown (3Y)Largest decline over 3 years | -8.17% | -34.29% | +26.12% |
Max Drawdown (5Y)Largest decline over 5 years | -8.17% | -45.25% | +37.08% |
Max Drawdown (10Y)Largest decline over 10 years | -23.60% | -62.49% | +38.89% |
Current DrawdownCurrent decline from peak | -0.72% | -25.67% | +24.95% |
Average DrawdownAverage peak-to-trough decline | -28.56% | -22.51% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 17.78% | -15.02% |
Volatility
CBOT.PA vs. SGO.PA - Volatility Comparison
The current volatility for CBO Territoria (CBOT.PA) is 3.51%, while Compagnie de Saint-Gobain S.A. (SGO.PA) has a volatility of 7.99%. This indicates that CBOT.PA experiences smaller price fluctuations and is considered to be less risky than SGO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBOT.PA | SGO.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 7.99% | -4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 22.71% | -10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 30.25% | -16.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.35% | 29.73% | -19.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 29.31% | -15.78% |
Dividends
CBOT.PA vs. SGO.PA - Dividend Comparison
CBOT.PA's dividend yield for the trailing twelve months is around 5.81%, more than SGO.PA's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOT.PA CBO Territoria | 5.81% | 6.59% | 6.72% | 6.56% | 6.65% | 6.28% | 6.30% | 5.74% | 6.34% | 4.92% | 4.59% | 4.37% |
SGO.PA Compagnie de Saint-Gobain S.A. | 2.86% | 2.53% | 2.45% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% |
Financials
CBOT.PA vs. SGO.PA - Financials Comparison
This section allows you to compare key financial metrics between CBO Territoria and Compagnie de Saint-Gobain 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
CBOT.PA and SGO.PA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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