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EL.PA vs. AIQUY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EL.PA vs. AIQUY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in EssilorLuxottica Société anonyme (EL.PA) and Air Liquide SA ADR (AIQUY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EL.PA achieves a -33.15% return, which is significantly lower than AIQUY's 15.97% return. Over the past 10 years, EL.PA has underperformed AIQUY with an annualized return of 5.64%, while AIQUY has yielded a comparatively higher 14.11% annualized return.


EL.PA

1D
3.83%
1M
2.77%
YTD
-33.15%
6M
-40.50%
1Y
-26.03%
3Y*
3.79%
5Y*
6.12%
10Y*
5.64%

AIQUY

1D
0.96%
1M
3.32%
YTD
15.97%
6M
13.88%
1Y
0.94%
3Y*
10.09%
5Y*
11.35%
10Y*
14.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL.PA vs. AIQUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL.PA
EssilorLuxottica Société anonyme
-33.15%16.39%32.32%9.25%-8.12%47.92%-5.23%25.31%-2.60%8.42%
AIQUY
Air Liquide SA ADR
15.97%4.47%-1.26%36.02%-3.36%16.22%10.18%31.00%5.25%14.44%

Correlation

The correlation between EL.PA and AIQUY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.40

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Return for Risk

EL.PA vs. AIQUY — Risk / Return Rank

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

EL.PA
EL.PA Risk / Return Rank: 1313
Overall Rank
EL.PA Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EL.PA Sortino Ratio Rank: 88
Sortino Ratio Rank
EL.PA Omega Ratio Rank: 1010
Omega Ratio Rank
EL.PA Calmar Ratio Rank: 2222
Calmar Ratio Rank
EL.PA Martin Ratio Rank: 1717
Martin Ratio Rank

AIQUY
AIQUY Risk / Return Rank: 4343
Overall Rank
AIQUY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AIQUY Sortino Ratio Rank: 3939
Sortino Ratio Rank
AIQUY Omega Ratio Rank: 3838
Omega Ratio Rank
AIQUY Calmar Ratio Rank: 4545
Calmar Ratio Rank
AIQUY Martin Ratio Rank: 4646
Martin Ratio Rank
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.

EL.PA vs. AIQUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.PA) and Air Liquide SA ADR (AIQUY). 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.


EL.PAAIQUYDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

0.85

1.03

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.55

0.06

-0.61

Martin ratioReturn relative to average drawdown

-1.15

0.12

-1.27

EL.PA vs. AIQUY - Sharpe Ratio Comparison

The current EL.PA Sharpe Ratio is -0.86, which is lower than the AIQUY Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of EL.PA and AIQUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EL.PAAIQUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

0.05

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.60

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.68

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.09

Drawdowns

EL.PA vs. AIQUY - Drawdown Comparison

The maximum EL.PA drawdown since its inception was -47.05%, which is greater than AIQUY's maximum drawdown of -41.08%. Use the drawdown chart below to compare losses from any high point for EL.PA and AIQUY.


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Drawdown Indicators


EL.PAAIQUYDifference

Max Drawdown

Largest peak-to-trough decline

-47.05%

-41.08%

-5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-47.05%

-15.95%

-31.10%

Max Drawdown (3Y)

Largest decline over 3 years

-47.05%

-16.61%

-30.44%

Max Drawdown (5Y)

Largest decline over 5 years

-47.05%

-23.34%

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-47.05%

-31.34%

-15.71%

Current Drawdown

Current decline from peak

-43.74%

-1.67%

-42.07%

Average Drawdown

Average peak-to-trough decline

-9.68%

-7.48%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.60%

7.89%

+14.71%

Volatility

EL.PA vs. AIQUY - Volatility Comparison

EssilorLuxottica Société anonyme (EL.PA) has a higher volatility of 7.43% compared to Air Liquide SA ADR (AIQUY) at 5.94%. This indicates that EL.PA's price experiences larger fluctuations and is considered to be riskier than AIQUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL.PAAIQUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

5.94%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.06%

14.84%

+7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

29.89%

18.00%

+11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.50%

19.05%

+6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

20.79%

+4.10%

Dividends

EL.PA vs. AIQUY - Dividend Comparison

EL.PA's dividend yield for the trailing twelve months is around 2.27%, more than AIQUY's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
AIQUY
Air Liquide SA ADR
2.07%1.93%1.92%1.62%2.09%1.91%1.80%1.96%2.62%4.22%7.72%2.52%
EL.PA
EssilorLuxottica Société anonyme
2.27%1.46%1.68%1.78%1.48%0.58%0.90%1.50%1.39%1.30%1.03%0.89%

Financials

EL.PA vs. AIQUY - Financials Comparison

This section allows you to compare key financial metrics between EssilorLuxottica Société anonyme and Air Liquide SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. EL.PA values in EUR, AIQUY values in USD

Frequently Asked Questions


EL.PA and AIQUY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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