COL.MC vs. DG.PA

Last updated Jun 5, 2026

COL.MC (Inmobiliaria Colonial SA) and DG.PA (VINCI SA) are both stocks. COL.MC operates in REIT - Office (Real Estate), while DG.PA operates in Engineering & Construction (Industrials). Over the past 10 years, COL.MC returned -0.47%/yr vs 10.02%/yr for DG.PA. At a 0.29 correlation, their price movements are largely independent.

Performance

COL.MC vs. DG.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Inmobiliaria Colonial SA (COL.MC) and VINCI SA (DG.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COL.MC achieves a 1.65% return, which is significantly lower than DG.PA's 5.98% return. Over the past 10 years, COL.MC has underperformed DG.PA with an annualized return of -0.47%, while DG.PA has yielded a comparatively higher 10.02% annualized return.

COL.MC

• 1D: -1.94%
• 1M: 0.00%
• YTD: 1.65%
• 6M: 6.32%
• 1Y: -5.05%
• 3Y*: 2.83%
• 5Y*: -7.04%
• 10Y*: -0.47%

DG.PA

• 1D: 0.32%
• 1M: -7.45%
• YTD: 5.98%
• 6M: 5.49%
• 1Y: 1.15%
• 3Y*: 9.22%
• 5Y*: 9.82%
• 10Y*: 10.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COL.MC vs. DG.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COL.MC Inmobiliaria Colonial SA	1.65%	9.93%	-17.92%	12.15%	-26.50%	5.37%	-28.97%	41.46%	-0.24%	28.07%
DG.PA VINCI SA	5.98%	25.31%	-8.64%	26.50%	3.96%	17.59%	-15.20%	41.57%	-12.79%	35.21%

Correlation

The correlation between COL.MC and DG.PA is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since May 15, 2002	0.29

The correlation between COL.MC and DG.PA shifts across timeframes, from 0.29 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

COL.MC vs. DG.PA — Risk / Return Rank

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

COL.MC

COL.MC Risk / Return Rank: 30
COL.MC Sharpe Ratio Rank: 31
COL.MC Sortino Ratio Rank: 26
COL.MC Omega Ratio Rank: 26
COL.MC Calmar Ratio Rank: 34
COL.MC Martin Ratio Rank: 34

DG.PA

DG.PA Risk / Return Rank: 40
DG.PA Sharpe Ratio Rank: 42
DG.PA Sortino Ratio Rank: 36
DG.PA Omega Ratio Rank: 36
DG.PA Calmar Ratio Rank: 43
DG.PA Martin Ratio Rank: 42

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.

COL.MC vs. DG.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inmobiliaria Colonial SA (COL.MC) and VINCI SA (DG.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.

	COL.MC	DG.PA	Difference
Sharpe ratio: Return per unit of total volatility	-0.24	0.04	-0.28
Sortino ratio: Return per unit of downside risk	-0.20	0.22	-0.43
Omega ratio: Gain probability vs. loss probability	0.97	1.03	-0.05
Calmar ratio: Return relative to maximum drawdown	-0.24	0.07	-0.31
Martin ratio: Return relative to average drawdown	-0.43	0.12	-0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COL.MC vs. DG.PA - Sharpe Ratio Comparison

The current COL.MC Sharpe Ratio is -0.24, which is lower than the DG.PA Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of COL.MC and DG.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COL.MC	DG.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	0.04	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.27	0.45	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	0.38	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.40	-0.60

Drawdowns

COL.MC vs. DG.PA - Drawdown Comparison

The maximum COL.MC drawdown since its inception was -99.88%, which is greater than DG.PA's maximum drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for COL.MC and DG.PA.

Drawdown Indicators

	COL.MC	DG.PA	Difference
Max Drawdown Largest peak-to-trough decline	-99.88%	-67.98%	-31.90%
Max Drawdown (1Y) Largest decline over 1 year	-19.31%	-12.93%	-6.38%
Max Drawdown (3Y) Largest decline over 3 years	-26.37%	-15.85%	-10.52%
Max Drawdown (5Y) Largest decline over 5 years	-50.54%	-20.34%	-30.20%
Max Drawdown (10Y) Largest decline over 10 years	-63.18%	-46.60%	-16.58%
Current Drawdown Current decline from peak	-99.50%	-10.63%	-88.87%
Average Drawdown Average peak-to-trough decline	-81.65%	-16.36%	-65.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.77%	7.10%	+3.67%

Volatility

COL.MC vs. DG.PA - Volatility Comparison

Inmobiliaria Colonial SA (COL.MC) and VINCI SA (DG.PA) have volatilities of 6.11% and 6.09%, 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.

Volatility by Period

	COL.MC	DG.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	6.09%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	14.71%	18.80%	-4.09%
Volatility (1Y) Calculated over the trailing 1-year period	19.19%	23.40%	-4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.85%	21.54%	+4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.58%	25.70%	+1.88%

Dividends

COL.MC vs. DG.PA - Dividend Comparison

COL.MC's dividend yield for the trailing twelve months is around 4.37%, more than DG.PA's 4.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COL.MC Inmobiliaria Colonial SA	4.37%	4.45%	4.39%	2.44%	0.88%	2.67%	0.55%	1.12%	1.79%	1.61%	1.85%	0.00%
DG.PA VINCI SA	4.05%	3.96%	4.51%	3.56%	3.48%	2.90%	3.07%	2.74%	3.49%	2.54%	2.94%	3.03%

Financials

Frequently Asked Questions

Can I hold both COL.MC and DG.PA in my portfolio?

COL.MC and DG.PA have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.