CRARY vs. GLE.PA
CRARY (Credit Agricole SA PK) and GLE.PA (Société Générale Société anonyme) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, CRARY returned 14.53%/yr vs 12.09%/yr for GLE.PA. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
CRARY vs. GLE.PA - Performance Comparison
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Different Trading Currencies
CRARY is traded in USD, while GLE.PA is traded in EUR. To make them comparable, the GLE.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRARY achieves a -1.03% return, which is significantly lower than GLE.PA's 2.36% return. Over the past 10 years, CRARY has outperformed GLE.PA with an annualized return of 14.53%, while GLE.PA has yielded a comparatively lower 12.09% annualized return.
CRARY
- 1D
- -0.94%
- 1M
- 6.16%
- YTD
- -1.03%
- 6M
- 4.20%
- 1Y
- 10.89%
- 3Y*
- 25.67%
- 5Y*
- 13.33%
- 10Y*
- 14.53%
GLE.PA
- 1D
- -0.68%
- 1M
- 7.53%
- YTD
- 2.36%
- 6M
- 16.97%
- 1Y
- 52.07%
- 3Y*
- 54.01%
- 5Y*
- 25.85%
- 10Y*
- 12.09%
CRARY vs. GLE.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRARY Credit Agricole SA PK | -1.03% | 59.48% | 3.66% | 48.97% | -18.65% | 20.76% | -13.69% | 44.59% | -31.83% | 39.60% |
GLE.PA Société Générale Société anonyme | 2.36% | 197.02% | 9.68% | 13.71% | -21.87% | 68.90% | -40.26% | 20.03% | -34.73% | 10.06% |
Correlation
The correlation between CRARY and GLE.PA is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.68 |
The correlation between CRARY and GLE.PA has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
CRARY vs. GLE.PA — Risk / Return Rank
CRARY
GLE.PA
CRARY vs. GLE.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Agricole SA PK (CRARY) and Société Générale Société anonyme (GLE.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.
| CRARY | GLE.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.32 | -1.77 |
| Martin ratioReturn relative to average drawdown | 1.47 | 6.59 | -5.12 |
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
| CRARY | GLE.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.42 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.69 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.31 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | -0.01 | +0.19 |
Drawdowns
CRARY vs. GLE.PA - Drawdown Comparison
The maximum CRARY drawdown since its inception was -84.21%, smaller than the maximum GLE.PA drawdown of -88.84%. Use the drawdown chart below to compare losses from any high point for CRARY and GLE.PA.
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Drawdown Indicators
| CRARY | GLE.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.21% | -88.84% | +4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -19.98% | -22.11% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.02% | -26.04% | +5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -45.46% | -51.14% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -62.72% | -75.12% | +12.40% |
Current DrawdownCurrent decline from peak | -9.65% | -8.73% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -29.66% | -65.48% | +35.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.44% | 7.84% | -0.40% |
Volatility
CRARY vs. GLE.PA - Volatility Comparison
The current volatility for Credit Agricole SA PK (CRARY) is 6.67%, while Société Générale Société anonyme (GLE.PA) has a volatility of 10.87%. This indicates that CRARY experiences smaller price fluctuations and is considered to be less risky than GLE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRARY | GLE.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 10.87% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 28.21% | -10.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.74% | 36.10% | -11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.72% | 36.66% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.50% | 38.76% | -5.26% |
Dividends
CRARY vs. GLE.PA - Dividend Comparison
CRARY's dividend yield for the trailing twelve months is around 7.03%, more than GLE.PA's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRARY Credit Agricole SA PK | 7.03% | 5.88% | 8.28% | 8.19% | 10.60% | 6.82% | 0.00% | 5.37% | 7.31% | 4.10% | 11.69% | 3.41% |
GLE.PA Société Générale Société anonyme | 2.29% | 2.47% | 3.31% | 7.08% | 7.03% | 1.82% | 0.00% | 7.09% | 7.91% | 5.11% | 4.28% | 2.82% |
Financials
CRARY vs. GLE.PA - Financials Comparison
This section allows you to compare key financial metrics between Credit Agricole SA PK and Société Générale Société anonyme. 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
CRARY and GLE.PA have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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