COFA.PA vs. CS.PA
COFA.PA (Coface SA) and CS.PA (AXA SA) are both stocks. Both are in the Financial Services sector — COFA.PA in Insurance - Reinsurance, CS.PA in Insurance - Diversified. Over the past 10 years, COFA.PA returned 15.47%/yr vs 12.05%/yr for CS.PA. At a 0.45 correlation, their price movements are largely independent.
Performance
COFA.PA vs. CS.PA - Performance Comparison
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Returns By Period
In the year-to-date period, COFA.PA achieves a 1.50% return, which is significantly higher than CS.PA's 1.00% return. Over the past 10 years, COFA.PA has outperformed CS.PA with an annualized return of 15.47%, while CS.PA has yielded a comparatively lower 12.05% annualized return.
COFA.PA
- 1D
- -0.47%
- 1M
- 2.09%
- YTD
- 1.50%
- 6M
- 7.60%
- 1Y
- -3.30%
- 3Y*
- 12.35%
- 5Y*
- 18.77%
- 10Y*
- 15.47%
CS.PA
- 1D
- -1.89%
- 1M
- 3.24%
- YTD
- 1.00%
- 6M
- 8.32%
- 1Y
- -1.81%
- 3Y*
- 19.29%
- 5Y*
- 18.08%
- 10Y*
- 12.05%
COFA.PA vs. CS.PA - Yearly Performance Comparison
Correlation
The correlation between COFA.PA and CS.PA is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2014 | 0.45 |
The correlation between COFA.PA and CS.PA has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
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Return for Risk
COFA.PA vs. CS.PA — Risk / Return Rank
COFA.PA
CS.PA
COFA.PA vs. CS.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coface SA (COFA.PA) and AXA SA (CS.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.
| COFA.PA | CS.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.00 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.13 | -0.09 |
| Martin ratioReturn relative to average drawdown | -0.43 | -0.22 | -0.21 |
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
| COFA.PA | CS.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | -0.09 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.84 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.28 | 0.00 |
Drawdowns
COFA.PA vs. CS.PA - Drawdown Comparison
The maximum COFA.PA drawdown since its inception was -63.63%, smaller than the maximum CS.PA drawdown of -82.46%. Use the drawdown chart below to compare losses from any high point for COFA.PA and CS.PA.
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Drawdown Indicators
| COFA.PA | CS.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -82.46% | +18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -13.69% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.62% | -13.69% | -5.93% |
Max Drawdown (5Y)Largest decline over 5 years | -34.21% | -24.39% | -9.82% |
Max Drawdown (10Y)Largest decline over 10 years | -63.63% | -51.00% | -12.63% |
Current DrawdownCurrent decline from peak | -6.60% | -4.68% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -16.95% | -23.76% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 7.99% | -0.45% |
Volatility
COFA.PA vs. CS.PA - Volatility Comparison
The current volatility for Coface SA (COFA.PA) is 5.21%, while AXA SA (CS.PA) has a volatility of 6.35%. This indicates that COFA.PA experiences smaller price fluctuations and is considered to be less risky than CS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COFA.PA | CS.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.35% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 13.87% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 19.93% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.43% | 21.25% | +4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.00% | 24.92% | +8.08% |
Dividends
COFA.PA vs. CS.PA - Dividend Comparison
COFA.PA's dividend yield for the trailing twelve months is around 8.49%, more than CS.PA's 5.94% yield.
Financials
COFA.PA vs. CS.PA - Financials Comparison
This section allows you to compare key financial metrics between Coface SA and AXA 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 CS.PA have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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