ECMPA.AS vs. LI.PA
ECMPA.AS (Eurocommercial Properties N.V.) and LI.PA (Klepierre SA) are both stocks. Both operate in the REIT - Retail industry within the Real Estate sector. Over the past 10 years, ECMPA.AS returned 12.25%/yr vs 4.49%/yr for LI.PA. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
ECMPA.AS vs. LI.PA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ECMPA.AS having a 13.62% return and LI.PA slightly lower at 13.10%. Over the past 10 years, ECMPA.AS has outperformed LI.PA with an annualized return of 12.25%, while LI.PA has yielded a comparatively lower 4.49% annualized return.
ECMPA.AS
- 1D
- -0.36%
- 1M
- -1.21%
- YTD
- 13.62%
- 6M
- 13.62%
- 1Y
- 11.69%
- 3Y*
- 17.32%
- 5Y*
- 14.11%
- 10Y*
- 12.25%
LI.PA
- 1D
- -0.22%
- 1M
- 5.94%
- YTD
- 13.10%
- 6M
- 13.10%
- 1Y
- 18.90%
- 3Y*
- 25.82%
- 5Y*
- 18.65%
- 10Y*
- 4.49%
ECMPA.AS vs. LI.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECMPA.AS Eurocommercial Properties N.V. | 13.62% | 26.23% | 7.72% | 5.59% | 30.38% | 49.36% | -38.48% | 1.04% | -19.88% | 112.16% |
LI.PA Klepierre SA | 13.10% | 28.66% | 21.24% | 24.35% | 11.69% | 13.38% | -42.28% | 29.96% | -22.08% | 3.31% |
Correlation
The correlation between ECMPA.AS and LI.PA is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2006 | 0.62 |
The correlation between ECMPA.AS and LI.PA shifts across timeframes, from 0.52 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ECMPA.AS vs. LI.PA — Risk / Return Rank
ECMPA.AS
LI.PA
ECMPA.AS vs. LI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eurocommercial Properties N.V. (ECMPA.AS) and Klepierre SA (LI.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.
| ECMPA.AS | LI.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.68 | -0.66 |
| Martin ratioReturn relative to average drawdown | 1.82 | 3.65 | -1.83 |
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Drawdowns
ECMPA.AS vs. LI.PA - Drawdown Comparison
The maximum ECMPA.AS drawdown since its inception was -76.02%, roughly equal to the maximum LI.PA drawdown of -78.40%. Use the drawdown chart below to compare losses from any high point for ECMPA.AS and LI.PA.
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Drawdown Indicators
| ECMPA.AS | LI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.02% | -78.40% | +2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -11.08% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.26% | -13.27% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.44% | -28.92% | +2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -76.02% | -71.00% | -5.02% |
Current DrawdownCurrent decline from peak | -1.43% | -0.22% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -26.11% | -25.53% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 5.14% | +1.24% |
Volatility
ECMPA.AS vs. LI.PA - Volatility Comparison
Eurocommercial Properties N.V. (ECMPA.AS) and Klepierre SA (LI.PA) have volatilities of 4.91% and 4.72%, 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
| ECMPA.AS | LI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.72% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 13.48% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 16.30% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.90% | 25.88% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.32% | 35.65% | +9.67% |
Dividends
ECMPA.AS vs. LI.PA - Dividend Comparison
ECMPA.AS's dividend yield for the trailing twelve months is around 6.62%, more than LI.PA's 5.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECMPA.AS Eurocommercial Properties N.V. | 6.62% | 6.91% | 7.66% | 7.21% | 6.64% | 2.66% | 0.00% | 9.85% | 9.00% | 6.53% | 0.00% | 0.00% |
LI.PA Klepierre SA | 5.05% | 5.48% | 6.47% | 7.09% | 7.90% | 0.00% | 5.98% | 3.10% | 7.27% | 4.96% | 4.55% | 3.90% |
Financials
ECMPA.AS vs. LI.PA - Financials Comparison
This section allows you to compare key financial metrics between Eurocommercial Properties N.V. and Klepierre 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ECMPA.AS and LI.PA have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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