EL.PA vs. CDI.PA
Compare and contrast key facts about EssilorLuxottica Société anonyme (EL.PA) and Christian Dior SE (CDI.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EL.PA or CDI.PA.
Performance
EL.PA vs. CDI.PA - Performance Comparison
Returns By Period
In the year-to-date period, EL.PA achieves a 28.95% return, which is significantly higher than CDI.PA's -21.19% return. Over the past 10 years, EL.PA has underperformed CDI.PA with an annualized return of 11.34%, while CDI.PA has yielded a comparatively higher 16.86% annualized return.
EL.PA
28.95%
5.86%
9.54%
30.55%
11.93%
11.34%
CDI.PA
-21.19%
-6.44%
-25.51%
-18.17%
5.00%
16.86%
Fundamentals
| EL.PA | CDI.PA | |
|---|---|---|
| Market Cap | €104.96B | €99.77B |
| EPS | €5.04 | €32.20 |
| PE Ratio | 45.56 | 17.14 |
| PEG Ratio | 2.43 | 0.00 |
| Total Revenue (TTM) | €25.83B | €85.59B |
| Gross Profit (TTM) | €16.25B | €58.65B |
| EBITDA (TTM) | €5.87B | €25.30B |
Key characteristics
| EL.PA | CDI.PA | |
|---|---|---|
| Sharpe Ratio | 1.70 | -0.67 |
| Sortino Ratio | 2.49 | -0.93 |
| Omega Ratio | 1.32 | 0.89 |
| Calmar Ratio | 3.22 | -0.50 |
| Martin Ratio | 11.70 | -1.05 |
| Ulcer Index | 2.64% | 17.46% |
| Daily Std Dev | 18.13% | 27.26% |
| Max Drawdown | -42.78% | -69.37% |
| Current Drawdown | -0.61% | -34.55% |
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Correlation
The correlation between EL.PA and CDI.PA is 0.41, 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.
Risk-Adjusted Performance
EL.PA vs. CDI.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.PA) and Christian Dior SE (CDI.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.
Dividends
EL.PA vs. CDI.PA - Dividend Comparison
EL.PA's dividend yield for the trailing twelve months is around 1.72%, less than CDI.PA's 2.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL.PA EssilorLuxottica Société anonyme | 1.72% | 1.78% | 1.48% | 0.58% | 0.90% | 1.50% | 1.39% | 1.30% | 1.03% | 0.89% | 1.01% | 1.14% |
CDI.PA Christian Dior SE | 2.36% | 1.77% | 1.76% | 0.96% | 1.01% | 1.36% | 1.62% | 0.99% | 1.78% | 2.04% | 1.93% | 2.11% |
Drawdowns
EL.PA vs. CDI.PA - Drawdown Comparison
The maximum EL.PA drawdown since its inception was -42.78%, smaller than the maximum CDI.PA drawdown of -69.37%. Use the drawdown chart below to compare losses from any high point for EL.PA and CDI.PA. For additional features, visit the drawdowns tool.
Volatility
EL.PA vs. CDI.PA - Volatility Comparison
The current volatility for EssilorLuxottica Société anonyme (EL.PA) is 5.69%, while Christian Dior SE (CDI.PA) has a volatility of 9.74%. This indicates that EL.PA experiences smaller price fluctuations and is considered to be less risky than CDI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EL.PA vs. CDI.PA - Financials Comparison
This section allows you to compare key financial metrics between EssilorLuxottica Société anonyme and Christian Dior SE. 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