DG.PA vs. FGR.PA

Last updated Apr 2, 2026

Compare and contrast key facts about VINCI SA (DG.PA) and Eiffage SA (FGR.PA).

Performance

DG.PA vs. FGR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VINCI SA (DG.PA) and Eiffage SA (FGR.PA). The values are adjusted to include any dividend payments, if applicable.

DG.PA vs. FGR.PA - 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%
FGR.PA Eiffage SA	11.23%	50.01%	-9.11%	9.25%	5.05%	18.20%	-22.51%	43.56%	-18.50%	40.56%

Returns By Period

In the year-to-date period, DG.PA achieves a 10.45% return, which is significantly lower than FGR.PA's 11.23% return. Over the past 10 years, DG.PA has outperformed FGR.PA with an annualized return of 10.95%, while FGR.PA has yielded a comparatively lower 10.19% 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%

FGR.PA

• 1D: 3.81%
• 1M: -6.49%
• YTD: 11.23%
• 6M: 24.79%
• 1Y: 30.35%
• 3Y*: 15.15%
• 5Y*: 13.14%
• 10Y*: 10.19%

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

Return for Risk

DG.PA vs. FGR.PA — 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

FGR.PA

FGR.PA Risk / Return Rank: 75
FGR.PA Sharpe Ratio Rank: 79
FGR.PA Sortino Ratio Rank: 71
FGR.PA Omega Ratio Rank: 73
FGR.PA Calmar Ratio Rank: 77
FGR.PA Martin Ratio Rank: 74

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. FGR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VINCI SA (DG.PA) and Eiffage SA (FGR.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.

	DG.PA	FGR.PA	Difference
Sharpe ratio Return per unit of total volatility	0.74	1.26	-0.52
Sortino ratio Return per unit of downside risk	1.14	1.71	-0.57
Omega ratio Gain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratio Return relative to maximum drawdown	1.77	2.08	-0.31
Martin ratio Return relative to average drawdown	3.54	4.52	-0.99
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. FGR.PA - Sharpe Ratio Comparison

The current DG.PA Sharpe Ratio is 0.74, which is lower than the FGR.PA Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DG.PA and FGR.PA, 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	FGR.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	1.26	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.58	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.40	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.32	+0.08

Correlation

The correlation between DG.PA and FGR.PA is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DG.PA vs. FGR.PA - Dividend Comparison

DG.PA's dividend yield for the trailing twelve months is around 3.58%, more than FGR.PA's 3.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DG.PA VINCI SA	3.58%	3.96%	4.51%	3.56%	3.48%	2.90%	3.07%	2.74%	3.49%	2.54%	2.94%	3.03%
FGR.PA Eiffage SA	3.45%	3.84%	4.84%	3.71%	3.37%	3.32%	0.00%	2.35%	2.74%	1.64%	2.26%	2.02%

Drawdowns

DG.PA vs. FGR.PA - Drawdown Comparison

The maximum DG.PA drawdown since its inception was -67.98%, smaller than the maximum FGR.PA drawdown of -85.99%. Use the drawdown chart below to compare losses from any high point for DG.PA and FGR.PA.

Drawdown Indicators

	DG.PA	FGR.PA	Difference
Max Drawdown Largest peak-to-trough decline	-67.98%	-85.99%	+18.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.93%	-17.11%	+4.18%
Max Drawdown (5Y) Largest decline over 5 years	-20.34%	-20.78%	+0.44%
Max Drawdown (10Y) Largest decline over 10 years	-46.60%	-53.28%	+6.68%
Current Drawdown Current decline from peak	-6.85%	-6.97%	+0.12%
Average Drawdown Average peak-to-trough decline	-16.41%	-33.13%	+16.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.48%	7.88%	-1.40%

Volatility

DG.PA vs. FGR.PA - Volatility Comparison

The current volatility for VINCI SA (DG.PA) is 7.02%, while Eiffage SA (FGR.PA) has a volatility of 7.76%. This indicates that DG.PA experiences smaller price fluctuations and is considered to be less risky than FGR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DG.PA	FGR.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.02%	7.76%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	17.00%	15.95%	+1.05%
Volatility (1Y) Calculated over the trailing 1-year period	23.36%	23.85%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.24%	22.22%	-0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.54%	25.34%	+0.20%

Financials