DDC vs. ALTBG.PA

Last updated Apr 2, 2026

Compare and contrast key facts about DDC Enterprise Ltd (DDC) and The Blockchain Group (ALTBG.PA).

Performance

DDC vs. ALTBG.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DDC Enterprise Ltd (DDC) and The Blockchain Group (ALTBG.PA). The values are adjusted to include any dividend payments, if applicable.

DDC vs. ALTBG.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DDC DDC Enterprise Ltd	-18.54%	-53.12%	-71.74%
ALTBG.PA The Blockchain Group	0.00%	952.06%	108.68%

Different Trading Currencies

DDC is traded in USD, while ALTBG.PA is traded in EUR. To make them comparable, the ALTBG.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

DDC

• 1D: -15.66%
• 1M: -27.07%
• YTD: -18.54%
• 6M: -80.00%
• 1Y: -52.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ALTBG.PA

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

DDC vs. ALTBG.PA — Risk / Return Rank

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

DDC

DDC Risk / Return Rank: 31
DDC Sharpe Ratio Rank: 26
DDC Sortino Ratio Rank: 43
DDC Omega Ratio Rank: 41
DDC Calmar Ratio Rank: 21
DDC Martin Ratio Rank: 25

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.

DDC vs. ALTBG.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DDC Enterprise Ltd (DDC) and The Blockchain Group (ALTBG.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.

	DDC	ALTBG.PA	Difference
Sharpe ratio Return per unit of total volatility	-0.32	—	—
Sortino ratio Return per unit of downside risk	0.58	—	—
Omega ratio Gain probability vs. loss probability	1.07	—	—
Calmar ratio Return relative to maximum drawdown	-0.58	—	—
Martin ratio Return relative to average drawdown	-0.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DDC	ALTBG.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	—	—

Correlation

The correlation between DDC and ALTBG.PA is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DDC vs. ALTBG.PA - Dividend Comparison

Neither DDC nor ALTBG.PA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	DDC	ALTBG.PA	Difference
Max Drawdown Largest peak-to-trough decline	-98.95%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-91.62%	—	—
Current Drawdown Current decline from peak	-98.95%	—	—
Average Drawdown Average peak-to-trough decline	-87.64%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	61.51%	—	—

Volatility

Volatility by Period

	DDC	ALTBG.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	42.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	95.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	165.88%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	196.25%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	196.25%	—	—

Financials