DG.PA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about VINCI SA (DG.PA) and S&P 500 Index (^GSPC).

Performance

DG.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VINCI SA (DG.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DG.PA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DG.PA VINCI SA	10.45%	25.31%	-8.64%	26.50%	3.96%	17.59%	-15.20%	41.57%	-12.79%	35.21%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, DG.PA achieves a 10.45% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, DG.PA has underperformed ^GSPC with an annualized return of 10.95%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

DG.PA

• 1D: 3.31%
• 1M: -4.19%
• YTD: 10.45%
• 6M: 13.00%
• 1Y: 17.49%
• 3Y*: 12.18%
• 5Y*: 12.09%
• 10Y*: 10.95%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

DG.PA vs. ^GSPC — Risk / Return Rank

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

DG.PA

DG.PA Risk / Return Rank: 65
DG.PA Sharpe Ratio Rank: 66
DG.PA Sortino Ratio Rank: 58
DG.PA Omega Ratio Rank: 60
DG.PA Calmar Ratio Rank: 74
DG.PA Martin Ratio Rank: 69

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

DG.PA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VINCI SA (DG.PA) and S&P 500 Index (^GSPC). 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.

	DG.PA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.74	0.43	+0.31
Sortino ratio Return per unit of downside risk	1.14	0.73	+0.41
Omega ratio Gain probability vs. loss probability	1.16	1.12	+0.04
Calmar ratio Return relative to maximum drawdown	1.77	0.66	+1.11
Martin ratio Return relative to average drawdown	3.54	2.77	+0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DG.PA vs. ^GSPC - Sharpe Ratio Comparison

The current DG.PA Sharpe Ratio is 0.74, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of DG.PA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DG.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	0.43	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.64	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.65	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.45	-0.05

Correlation

The correlation between DG.PA and ^GSPC is 0.33, 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.

Drawdowns

DG.PA vs. ^GSPC - Drawdown Comparison

The maximum DG.PA drawdown since its inception was -67.98%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for DG.PA and ^GSPC.

Drawdown Indicators

	DG.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-67.98%	-56.78%	-11.20%
Max Drawdown (1Y) Largest decline over 1 year	-12.93%	-12.14%	-0.79%
Max Drawdown (5Y) Largest decline over 5 years	-20.34%	-25.43%	+5.09%
Max Drawdown (10Y) Largest decline over 10 years	-46.60%	-33.92%	-12.68%
Current Drawdown Current decline from peak	-6.85%	-5.78%	-1.07%
Average Drawdown Average peak-to-trough decline	-16.41%	-10.75%	-5.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.48%	2.60%	+3.88%

Volatility

DG.PA vs. ^GSPC - Volatility Comparison

VINCI SA (DG.PA) has a higher volatility of 7.02% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that DG.PA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DG.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.02%	4.42%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	17.00%	9.93%	+7.07%
Volatility (1Y) Calculated over the trailing 1-year period	23.36%	20.69%	+2.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.24%	16.81%	+4.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.54%	18.63%	+6.91%