EL.PA vs. ESE.PA
Compare and contrast key facts about EssilorLuxottica Société anonyme (EL.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA).
ESE.PA is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500 Index. It was launched on Sep 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EL.PA or ESE.PA.
Performance
EL.PA vs. ESE.PA - Performance Comparison
Returns By Period
In the year-to-date period, EL.PA achieves a 28.95% return, which is significantly lower than ESE.PA's 30.94% return. Over the past 10 years, EL.PA has underperformed ESE.PA with an annualized return of 11.34%, while ESE.PA has yielded a comparatively higher 14.92% annualized return.
EL.PA
28.95%
5.86%
9.54%
30.55%
11.93%
11.34%
ESE.PA
30.94%
3.56%
14.42%
36.28%
16.05%
14.92%
Key characteristics
| EL.PA | ESE.PA | |
|---|---|---|
| Sharpe Ratio | 1.70 | 2.89 |
| Sortino Ratio | 2.49 | 3.91 |
| Omega Ratio | 1.32 | 1.59 |
| Calmar Ratio | 3.22 | 4.16 |
| Martin Ratio | 11.70 | 18.68 |
| Ulcer Index | 2.64% | 1.86% |
| Daily Std Dev | 18.13% | 11.98% |
| Max Drawdown | -42.78% | -36.74% |
| Current Drawdown | -0.61% | -1.47% |
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Correlation
The correlation between EL.PA and ESE.PA is 0.45, 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. ESE.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.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. ESE.PA - Dividend Comparison
EL.PA's dividend yield for the trailing twelve months is around 1.72%, while ESE.PA has not paid dividends to shareholders.
| 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% |
ESE.PA BNP Paribas Easy S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EL.PA vs. ESE.PA - Drawdown Comparison
The maximum EL.PA drawdown since its inception was -42.78%, which is greater than ESE.PA's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for EL.PA and ESE.PA. For additional features, visit the drawdowns tool.
Volatility
EL.PA vs. ESE.PA - Volatility Comparison
EssilorLuxottica Société anonyme (EL.PA) has a higher volatility of 5.69% compared to BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) at 3.88%. This indicates that EL.PA's price experiences larger fluctuations and is considered to be riskier than ESE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.