EL.PA vs. PAEEM.PA
EL.PA (EssilorLuxottica Société anonyme) is a stock, while PAEEM.PA (Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM ex-Egypt ESG Broad CTB Select Index. Over the past 5 years, EL.PA returned 4.45%/yr vs 7.56%/yr for PAEEM.PA. At a 0.32 correlation, their price movements are largely independent.
Performance
EL.PA vs. PAEEM.PA - Performance Comparison
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Returns By Period
In the year-to-date period, EL.PA achieves a -36.19% return, which is significantly lower than PAEEM.PA's 20.72% return.
EL.PA
- 1D
- 0.93%
- 1M
- -3.05%
- 6M
- -35.30%
- YTD
- -36.19%
- 1Y
- -29.36%
- 3Y*
- 0.72%
- 5Y*
- 4.45%
- 10Y*
- 5.10%
- ALL TIME*
- 9.28%
PAEEM.PA
- 1D
- 1.61%
- 1M
- -8.12%
- 6M
- 14.04%
- YTD
- 20.72%
- 1Y
- 34.46%
- 3Y*
- 18.88%
- 5Y*
- 7.56%
- 10Y*
- —
- ALL TIME*
- 7.87%
EL.PA vs. PAEEM.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EL.PA EssilorLuxottica Société anonyme | -36.19% | 16.39% | 35.23% | 9.30% | -8.12% | 47.94% | -5.23% | 29.23% |
PAEEM.PA Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc | 20.72% | 22.47% | 13.04% | 3.26% | -15.31% | 4.42% | 8.27% | 4.74% |
Correlation
The correlation between EL.PA and PAEEM.PA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2019 | 0.32 |
The correlation between EL.PA and PAEEM.PA shifts across timeframes, from 0.15 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EL.PA vs. PAEEM.PA — Risk / Return Rank
EL.PA
PAEEM.PA
EL.PA vs. PAEEM.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.PA) and Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.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.
| EL.PA | PAEEM.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.30 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 2.98 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.06 | 9.35 | -10.41 |
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Drawdowns
EL.PA vs. PAEEM.PA - Drawdown Comparison
The maximum EL.PA drawdown since its inception was -47.81%, which is greater than PAEEM.PA's maximum drawdown of -31.94%. Use the drawdown chart below to compare losses from any high point for EL.PA and PAEEM.PA.
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Drawdown Indicators
| EL.PA | PAEEM.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -31.94% | -15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -47.81% | -11.39% | -36.42% |
Max Drawdown (3Y)Largest decline over 3 years | -47.81% | -18.68% | -29.13% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -22.76% | -25.05% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | — | — |
Current DrawdownCurrent decline from peak | -46.30% | -9.96% | -36.34% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -10.62% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.66% | 3.66% | +24.00% |
Volatility
EL.PA vs. PAEEM.PA - Volatility Comparison
EssilorLuxottica Société anonyme (EL.PA) has a higher volatility of 9.79% compared to Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) at 9.04%. This indicates that EL.PA's price experiences larger fluctuations and is considered to be riskier than PAEEM.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL.PA | PAEEM.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 9.04% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 18.05% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.10% | 20.37% | +10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.92% | 17.55% | +8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 19.49% | +5.59% |
Dividends
EL.PA vs. PAEEM.PA - Dividend Comparison
EL.PA's dividend yield for the trailing twelve months is around 2.38%, while PAEEM.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL.PA EssilorLuxottica Société anonyme | 2.38% | 1.46% | 1.68% | 1.82% | 1.48% | 0.59% | 0.90% | 1.50% | 1.39% | 1.30% | 1.03% | 0.89% |
PAEEM.PA Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL.PA and PAEEM.PA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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