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CSN.L vs. BNP.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSN.L vs. BNP.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Chesnara (CSN.L) and BNP Paribas SA (BNP.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSN.L is traded in GBp, while BNP.PA is traded in EUR. To make them comparable, the BNP.PA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSN.L achieves a 10.88% return, which is significantly lower than BNP.PA's 18.83% return. Over the past 10 years, CSN.L has underperformed BNP.PA with an annualized return of 10.36%, while BNP.PA has yielded a comparatively higher 14.40% annualized return.


CSN.L

1D
0.16%
1M
1.76%
YTD
10.88%
6M
17.72%
1Y
34.22%
3Y*
19.20%
5Y*
15.73%
10Y*
10.36%

BNP.PA

1D
0.90%
1M
3.66%
YTD
18.83%
6M
27.10%
1Y
32.45%
3Y*
26.84%
5Y*
18.79%
10Y*
14.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSN.L vs. BNP.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSN.L
Chesnara
10.88%42.99%11.81%1.33%8.27%4.28%2.06%-1.76%-5.91%12.92%
BNP.PA
BNP Paribas SA
18.83%58.18%-3.60%23.22%-1.09%39.11%-13.79%35.48%-32.39%11.75%

Correlation

The correlation between CSN.L and BNP.PA is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.13

Over the past year, CSN.L and BNP.PA have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Chesnara

BNP Paribas SA

Return for Risk

CSN.L vs. BNP.PA — Risk / Return Rank

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

CSN.L
CSN.L Risk / Return Rank: 8484
Overall Rank
CSN.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CSN.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CSN.L Omega Ratio Rank: 8282
Omega Ratio Rank
CSN.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
CSN.L Martin Ratio Rank: 8484
Martin Ratio Rank

BNP.PA
BNP.PA Risk / Return Rank: 7070
Overall Rank
BNP.PA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BNP.PA Sortino Ratio Rank: 6767
Sortino Ratio Rank
BNP.PA Omega Ratio Rank: 6666
Omega Ratio Rank
BNP.PA Calmar Ratio Rank: 7070
Calmar Ratio Rank
BNP.PA Martin Ratio Rank: 7171
Martin Ratio Rank
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.

CSN.L vs. BNP.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chesnara (CSN.L) and BNP Paribas SA (BNP.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.


CSN.LBNP.PADifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

2.80

1.88

+0.92

Martin ratioReturn relative to average drawdown

8.13

4.60

+3.53

CSN.L vs. BNP.PA - Sharpe Ratio Comparison

The current CSN.L Sharpe Ratio is 1.78, which is higher than the BNP.PA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CSN.L and BNP.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.


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Sharpe Ratios by Period


CSN.LBNP.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.19

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.64

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.46

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.17

+0.24

Drawdowns

CSN.L vs. BNP.PA - Drawdown Comparison

The maximum CSN.L drawdown since its inception was -43.45%, smaller than the maximum BNP.PA drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for CSN.L and BNP.PA.


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Drawdown Indicators


CSN.LBNP.PADifference

Max Drawdown

Largest peak-to-trough decline

-43.45%

-65.82%

+22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-17.84%

+5.66%

Max Drawdown (3Y)

Largest decline over 3 years

-12.18%

-20.77%

+8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.23%

-33.61%

+15.38%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-60.71%

+17.26%

Current Drawdown

Current decline from peak

-2.76%

-0.67%

-2.09%

Average Drawdown

Average peak-to-trough decline

-9.77%

-18.78%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

7.33%

-3.13%

Volatility

CSN.L vs. BNP.PA - Volatility Comparison

The current volatility for Chesnara (CSN.L) is 3.90%, while BNP Paribas SA (BNP.PA) has a volatility of 6.85%. This indicates that CSN.L experiences smaller price fluctuations and is considered to be less risky than BNP.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSN.LBNP.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

6.85%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

20.93%

-7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

28.16%

-8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

28.75%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.30%

30.74%

-1.44%

Dividends

CSN.L vs. BNP.PA - Dividend Comparison

CSN.L's dividend yield for the trailing twelve months is around 7.09%, more than BNP.PA's 5.49% yield.


PositionTTM20252024202320222021202020192018201720162015
BNP.PA
BNP Paribas SA
5.49%9.13%7.77%6.23%6.89%4.38%0.00%5.72%7.65%4.34%3.82%2.87%
CSN.L
Chesnara
7.09%7.20%10.05%10.36%9.27%8.96%8.31%7.61%6.76%5.82%6.02%6.39%

Financials

CSN.L vs. BNP.PA - Financials Comparison

This section allows you to compare key financial metrics between Chesnara and BNP Paribas 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. CSN.L values in GBp, BNP.PA values in EUR

Frequently Asked Questions


CSN.L and BNP.PA have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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