EDEN.PA vs. ^FCHI
EDEN.PA (Edenred SA) is a stock, while ^FCHI (CAC 40) is an index. Over the past 10 years, EDEN.PA returned 5.14%/yr vs 6.42%/yr for ^FCHI. At a 0.48 correlation, their price movements are largely independent.
Performance
EDEN.PA vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, EDEN.PA achieves a 19.04% return, which is significantly higher than ^FCHI's 1.16% return. Over the past 10 years, EDEN.PA has underperformed ^FCHI with an annualized return of 5.14%, while ^FCHI has yielded a comparatively higher 6.42% annualized return.
EDEN.PA
- 1D
- -0.40%
- 1M
- 5.14%
- YTD
- 19.04%
- 6M
- 18.94%
- 1Y
- -12.15%
- 3Y*
- -26.08%
- 5Y*
- -11.06%
- 10Y*
- 5.14%
^FCHI
- 1D
- 1.15%
- 1M
- -0.66%
- YTD
- 1.16%
- 6M
- 1.60%
- 1Y
- 5.83%
- 3Y*
- 4.61%
- 5Y*
- 4.82%
- 10Y*
- 6.42%
EDEN.PA vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDEN.PA Edenred SA | 19.04% | -37.63% | -39.93% | 8.19% | 27.92% | -11.14% | 2.60% | 46.62% | 36.89% | 30.07% |
^FCHI CAC 40 | 1.16% | 10.42% | -2.15% | 16.52% | -9.50% | 28.85% | -7.14% | 26.37% | -10.95% | 9.26% |
Correlation
The correlation between EDEN.PA and ^FCHI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2010 | 0.48 |
Over the past year, the correlation between EDEN.PA and ^FCHI has dropped to 0.24 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
EDEN.PA vs. ^FCHI — Risk / Return Rank
EDEN.PA
^FCHI
EDEN.PA vs. ^FCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edenred SA (EDEN.PA) and CAC 40 (^FCHI). 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.
| EDEN.PA | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.08 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 0.50 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.49 | 1.47 | -1.96 |
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
| EDEN.PA | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.39 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.29 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.36 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.21 | -0.04 |
Drawdowns
EDEN.PA vs. ^FCHI - Drawdown Comparison
The maximum EDEN.PA drawdown since its inception was -73.38%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for EDEN.PA and ^FCHI.
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Drawdown Indicators
| EDEN.PA | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.38% | -65.29% | -8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -43.79% | -11.08% | -32.71% |
Max Drawdown (3Y)Largest decline over 3 years | -73.38% | -16.71% | -56.67% |
Max Drawdown (5Y)Largest decline over 5 years | -73.38% | -23.04% | -50.34% |
Max Drawdown (10Y)Largest decline over 10 years | -73.38% | -38.56% | -34.82% |
Current DrawdownCurrent decline from peak | -61.05% | -4.37% | -56.68% |
Average DrawdownAverage peak-to-trough decline | -16.28% | -23.50% | +7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.97% | 3.80% | +21.17% |
Volatility
EDEN.PA vs. ^FCHI - Volatility Comparison
Edenred SA (EDEN.PA) has a higher volatility of 7.43% compared to CAC 40 (^FCHI) at 4.33%. This indicates that EDEN.PA's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDEN.PA | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 4.33% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 30.99% | 11.19% | +19.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.43% | 14.20% | +29.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.34% | 16.42% | +15.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.43% | 17.71% | +12.72% |
Frequently Asked Questions
EDEN.PA and ^FCHI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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