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DBG.PA vs. FDJ.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DBG.PA vs. FDJ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Derichebourg (DBG.PA) and La Francaise Des Jeux Sa (FDJ.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DBG.PA

1D
1.07%
1M
-4.75%
6M
29.42%
YTD
40.65%
1Y
65.47%
3Y*
23.11%
5Y*
5.66%
10Y*
16.68%
ALL TIME*
1.00%

FDJ.PA

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBG.PA vs. FDJ.PA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBG.PA
Derichebourg
40.65%29.97%9.31%-3.25%-44.02%72.62%66.25%14.42%
FDJ.PA
La Francaise Des Jeux Sa
0.00%-19.29%19.36%-9.41%-0.01%5.99%63.43%3.61%

Correlation

The correlation between DBG.PA and FDJ.PA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2019

0.28

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Return for Risk

DBG.PA vs. FDJ.PA — Risk / Return Rank

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

DBG.PA
DBG.PA Risk / Return Rank: 8989
Overall Rank
DBG.PA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DBG.PA Sortino Ratio Rank: 8989
Sortino Ratio Rank
DBG.PA Omega Ratio Rank: 8989
Omega Ratio Rank
DBG.PA Calmar Ratio Rank: 8989
Calmar Ratio Rank
DBG.PA Martin Ratio Rank: 8888
Martin Ratio Rank

FDJ.PA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DBG.PA vs. FDJ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Derichebourg (DBG.PA) and La Francaise Des Jeux Sa (FDJ.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.


DBG.PAFDJ.PADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.46

Martin ratioReturn relative to average drawdown

8.51

DBG.PA vs. FDJ.PA - Sharpe Ratio Comparison


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Drawdowns

DBG.PA vs. FDJ.PA - Drawdown Comparison


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Drawdown Indicators


DBG.PAFDJ.PADifference

Max Drawdown

Largest peak-to-trough decline

-88.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.62%

Max Drawdown (3Y)

Largest decline over 3 years

-29.85%

Max Drawdown (5Y)

Largest decline over 5 years

-65.28%

Max Drawdown (10Y)

Largest decline over 10 years

-75.16%

Current Drawdown

Current decline from peak

-10.20%

Average Drawdown

Average peak-to-trough decline

-56.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

Volatility

DBG.PA vs. FDJ.PA - Volatility Comparison


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Volatility by Period


DBG.PAFDJ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

Volatility (6M)

Calculated over the trailing 6-month period

25.46%

Volatility (1Y)

Calculated over the trailing 1-year period

36.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.97%

Dividends

DBG.PA vs. FDJ.PA - Dividend Comparison

DBG.PA's dividend yield for the trailing twelve months is around 1.38%, while FDJ.PA has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
DBG.PA
Derichebourg
1.38%1.91%2.99%6.30%5.80%0.00%1.87%3.84%3.50%0.22%1.19%
FDJ.PA
La Francaise Des Jeux Sa
0.00%0.00%4.78%4.17%3.30%2.31%2.91%0.00%0.00%0.00%0.00%

Financials

DBG.PA vs. FDJ.PA - Financials Comparison

This section allows you to compare key financial metrics between Derichebourg and La Francaise Des Jeux 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


Values in EUR except per share items

Frequently Asked Questions


DBG.PA and FDJ.PA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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