CHG.L vs. AM.PA
CHG.L (Chemring Group plc) and AM.PA (Dassault Aviation SA) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, CHG.L returned 15.84%/yr vs 14.12%/yr for AM.PA. At a 0.16 correlation, their price movements are largely independent.
Performance
CHG.L vs. AM.PA - Performance Comparison
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Different Trading Currencies
CHG.L is traded in GBp, while AM.PA is traded in EUR. To make them comparable, the AM.PA values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHG.L achieves a 6.73% return, which is significantly higher than AM.PA's 5.58% return. Over the past 10 years, CHG.L has outperformed AM.PA with an annualized return of 15.84%, while AM.PA has yielded a comparatively lower 14.12% annualized return.
CHG.L
- 1D
- -0.12%
- 1M
- -4.24%
- YTD
- 6.73%
- 6M
- 6.06%
- 1Y
- -2.34%
- 3Y*
- 24.81%
- 5Y*
- 11.16%
- 10Y*
- 15.84%
AM.PA
- 1D
- -1.84%
- 1M
- -2.57%
- YTD
- 5.58%
- 6M
- 7.11%
- 1Y
- -7.41%
- 3Y*
- 22.51%
- 5Y*
- 25.55%
- 10Y*
- 14.12%
CHG.L vs. AM.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHG.L Chemring Group plc | 6.73% | 46.54% | -4.46% | 20.37% | 2.15% | 5.20% | 20.90% | 52.51% | -10.88% | 9.42% |
AM.PA Dassault Aviation SA | 5.58% | 48.53% | 6.76% | 12.99% | 78.00% | 0.90% | -19.00% | -7.22% | -4.97% | 28.64% |
Correlation
The correlation between CHG.L and AM.PA is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.16 |
Over the past year, CHG.L and AM.PA have become more correlated (0.53) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
CHG.L vs. AM.PA — Risk / Return Rank
CHG.L
AM.PA
CHG.L vs. AM.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chemring Group plc (CHG.L) and Dassault Aviation SA (AM.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.
| CHG.L | AM.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.98 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.34 | +0.24 |
| Martin ratioReturn relative to average drawdown | -0.19 | -0.71 | +0.52 |
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
| CHG.L | AM.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -0.24 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.86 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.32 | -0.01 |
Drawdowns
CHG.L vs. AM.PA - Drawdown Comparison
The maximum CHG.L drawdown since its inception was -79.82%, which is greater than AM.PA's maximum drawdown of -62.23%. Use the drawdown chart below to compare losses from any high point for CHG.L and AM.PA.
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Drawdown Indicators
| CHG.L | AM.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.82% | -62.23% | -17.59% |
Max Drawdown (1Y)Largest decline over 1 year | -23.04% | -21.35% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -27.69% | -23.55% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -26.94% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -62.23% | +20.69% |
Current DrawdownCurrent decline from peak | -15.81% | -18.40% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -34.36% | -15.71% | -18.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 9.88% | +2.10% |
Volatility
CHG.L vs. AM.PA - Volatility Comparison
Chemring Group plc (CHG.L) has a higher volatility of 13.47% compared to Dassault Aviation SA (AM.PA) at 8.45%. This indicates that CHG.L's price experiences larger fluctuations and is considered to be riskier than AM.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHG.L | AM.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.47% | 8.45% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 24.16% | 23.98% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.64% | 30.97% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 29.25% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.47% | 28.74% | +3.73% |
Dividends
CHG.L vs. AM.PA - Dividend Comparison
CHG.L's dividend yield for the trailing twelve months is around 1.60%, less than AM.PA's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AM.PA Dassault Aviation SA | 1.67% | 1.72% | 1.71% | 1.67% | 1.57% | 1.29% | 0.00% | 1.81% | 1.26% | 0.93% | 1.14% | 0.87% |
CHG.L Chemring Group plc | 1.60% | 1.67% | 2.19% | 1.74% | 1.71% | 1.42% | 1.30% | 1.41% | 1.92% | 1.25% | 0.00% | 2.16% |
Financials
CHG.L vs. AM.PA - Financials Comparison
This section allows you to compare key financial metrics between Chemring Group plc and Dassault Aviation SA. 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
CHG.L and AM.PA have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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