COFA.PA vs. CARM.PA
COFA.PA (Coface SA) and CARM.PA (Carmila SA) are both stocks. COFA.PA operates in Insurance - Reinsurance (Financial Services), while CARM.PA operates in REIT - Retail (Real Estate). Over the past 10 years, COFA.PA returned 21.21%/yr vs 4.84%/yr for CARM.PA. At a 0.21 correlation, their price movements are largely independent.
Performance
COFA.PA vs. CARM.PA - Performance Comparison
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Returns By Period
In the year-to-date period, COFA.PA achieves a 11.50% return, which is significantly higher than CARM.PA's 6.26% return. Over the past 10 years, COFA.PA has outperformed CARM.PA with an annualized return of 21.21%, while CARM.PA has yielded a comparatively lower 4.84% annualized return.
COFA.PA
- 1D
- 0.25%
- 1M
- 6.31%
- 6M
- 12.94%
- YTD
- 11.50%
- 1Y
- 4.89%
- 3Y*
- 16.74%
- 5Y*
- 20.32%
- 10Y*
- 21.21%
- ALL TIME*
- 10.86%
CARM.PA
- 1D
- 0.12%
- 1M
- 0.73%
- 6M
- 10.28%
- YTD
- 6.26%
- 1Y
- 7.14%
- 3Y*
- 9.49%
- 5Y*
- 15.38%
- 10Y*
- 4.84%
- ALL TIME*
- -2.56%
COFA.PA vs. CARM.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COFA.PA Coface SA | 11.50% | 18.76% | 32.23% | 9.37% | 10.26% | 60.81% | -25.16% | 51.41% | -7.87% | 46.37% |
CARM.PA Carmila SA | 6.26% | 13.60% | 10.70% | 27.03% | 3.23% | 26.40% | -30.14% | 35.03% | -28.69% | 9.34% |
Correlation
The correlation between COFA.PA and CARM.PA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2014 | 0.22 |
The correlation between COFA.PA and CARM.PA shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COFA.PA vs. CARM.PA — Risk / Return Rank
COFA.PA
CARM.PA
COFA.PA vs. CARM.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coface SA (COFA.PA) and Carmila SA (CARM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COFA.PA | CARM.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.48 | -0.15 |
| Martin ratioReturn relative to average drawdown | 0.65 | 0.93 | -0.28 |
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Drawdowns
COFA.PA vs. CARM.PA - Drawdown Comparison
The maximum COFA.PA drawdown since its inception was -63.61%, smaller than the maximum CARM.PA drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for COFA.PA and CARM.PA.
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Drawdown Indicators
| COFA.PA | CARM.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -83.46% | +19.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -14.63% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.62% | -18.03% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -34.21% | -25.90% | -8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -63.61% | -78.30% | +14.69% |
Current DrawdownCurrent decline from peak | 0.00% | -35.01% | +35.01% |
Average DrawdownAverage peak-to-trough decline | -16.67% | -59.85% | +43.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.51% | 7.62% | -0.11% |
Volatility
COFA.PA vs. CARM.PA - Volatility Comparison
Coface SA (COFA.PA) and Carmila SA (CARM.PA) have volatilities of 3.43% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COFA.PA | CARM.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.45% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 13.39% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 18.22% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.05% | 26.81% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.42% | 35.80% | -4.38% |
Dividends
COFA.PA vs. CARM.PA - Dividend Comparison
COFA.PA's dividend yield for the trailing twelve months is around 7.73%, less than CARM.PA's 8.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CARM.PA Carmila SA | 8.19% | 7.35% | 7.49% | 7.51% | 7.50% | 7.22% | 15.87% | 7.50% | 3.71% | 10.36% | 6.57% | 5.70% |
COFA.PA Coface SA | 7.73% | 8.92% | 9.04% | 12.84% | 12.36% | 4.39% | 0.00% | 7.20% | 4.29% | 1.46% | 7.74% | 5.14% |
Financials
COFA.PA vs. CARM.PA - Financials Comparison
This section allows you to compare key financial metrics between Coface SA and Carmila 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
COFA.PA and CARM.PA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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