DOTD.L vs. RXL.PA
DOTD.L (Dotdigital Group plc) and RXL.PA (Rexel S.A) are both stocks. Both are in the Technology sector — DOTD.L in Software - Application, RXL.PA in Electronics & Computer Distribution. Over the past 10 years, DOTD.L returned 8.61%/yr vs 15.67%/yr for RXL.PA. At a 0.09 correlation, their price movements are largely independent.
Performance
DOTD.L vs. RXL.PA - Performance Comparison
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Different Trading Currencies
DOTD.L is traded in GBp, while RXL.PA is traded in EUR. To make them comparable, the RXL.PA values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DOTD.L achieves a -26.47% return, which is significantly lower than RXL.PA's 13.07% return. Over the past 10 years, DOTD.L has underperformed RXL.PA with an annualized return of 8.61%, while RXL.PA has yielded a comparatively higher 15.67% annualized return.
DOTD.L
- 1D
- 1.67%
- 1M
- 5.63%
- YTD
- -26.47%
- 6M
- -23.06%
- 1Y
- -41.25%
- 3Y*
- -18.39%
- 5Y*
- -25.64%
- 10Y*
- 8.61%
RXL.PA
- 1D
- 0.10%
- 1M
- 2.98%
- YTD
- 13.07%
- 6M
- 15.74%
- 1Y
- 57.50%
- 3Y*
- 28.37%
- 5Y*
- 22.13%
- 10Y*
- 15.67%
DOTD.L vs. RXL.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOTD.L Dotdigital Group plc | -26.47% | -21.09% | -11.35% | 20.85% | -57.93% | 24.25% | 224.23% | 24.83% | -25.44% | 84.23% |
RXL.PA Rexel S.A | 13.07% | 50.68% | -1.01% | 39.90% | 13.04% | 33.64% | 15.02% | 21.12% | -35.67% | 3.66% |
Correlation
The correlation between DOTD.L and RXL.PA is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2011 | 0.09 |
The correlation between DOTD.L and RXL.PA shifts across timeframes, from 0.07 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DOTD.L vs. RXL.PA — Risk / Return Rank
DOTD.L
RXL.PA
DOTD.L vs. RXL.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dotdigital Group plc (DOTD.L) and Rexel S.A (RXL.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.
| DOTD.L | RXL.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.58 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.34 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 3.30 | -4.21 |
| Martin ratioReturn relative to average drawdown | -1.66 | 12.34 | -14.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOTD.L | RXL.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 2.04 | -3.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.66 | -1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.43 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.25 | +0.13 |
Drawdowns
DOTD.L vs. RXL.PA - Drawdown Comparison
The maximum DOTD.L drawdown since its inception was -83.96%, which is greater than RXL.PA's maximum drawdown of -70.03%. Use the drawdown chart below to compare losses from any high point for DOTD.L and RXL.PA.
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Drawdown Indicators
| DOTD.L | RXL.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.96% | -70.03% | -13.93% |
Max Drawdown (1Y)Largest decline over 1 year | -44.96% | -17.19% | -27.77% |
Max Drawdown (3Y)Largest decline over 3 years | -56.79% | -30.36% | -26.43% |
Max Drawdown (5Y)Largest decline over 5 years | -83.96% | -30.97% | -52.99% |
Max Drawdown (10Y)Largest decline over 10 years | -83.96% | -63.22% | -20.74% |
Current DrawdownCurrent decline from peak | -82.26% | -3.25% | -79.01% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -19.52% | -8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.66% | 4.62% | +20.04% |
Volatility
DOTD.L vs. RXL.PA - Volatility Comparison
Dotdigital Group plc (DOTD.L) and Rexel S.A (RXL.PA) have volatilities of 8.37% and 8.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOTD.L | RXL.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 8.78% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 24.24% | 22.15% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 27.77% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.59% | 32.73% | +19.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.37% | 36.14% | +17.23% |
Dividends
DOTD.L vs. RXL.PA - Dividend Comparison
DOTD.L's dividend yield for the trailing twelve months is around 2.48%, less than RXL.PA's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOTD.L Dotdigital Group plc | 2.48% | 1.63% | 1.15% | 0.99% | 1.04% | 0.42% | 31.63% | 0.67% | 0.71% | 0.80% | 0.63% | 0.38% |
RXL.PA Rexel S.A | 3.24% | 3.57% | 4.88% | 4.84% | 4.07% | 2.58% | 0.00% | 0.76% | 4.52% | 2.65% | 2.56% | 6.11% |
Financials
DOTD.L vs. RXL.PA - Financials Comparison
This section allows you to compare key financial metrics between Dotdigital Group plc and Rexel S.A. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DOTD.L and RXL.PA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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