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EN.PA vs. DG.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

EN.PA vs. DG.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bouygues SA (EN.PA) and VINCI SA (DG.PA). The values are adjusted to include any dividend payments, if applicable.

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EN.PA vs. DG.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EN.PA
Bouygues SA
15.04%63.79%-11.77%28.77%-5.69%-1.78%-6.45%27.02%-24.60%32.65%
DG.PA
VINCI SA
10.45%25.31%-8.64%26.50%3.96%17.59%-15.20%41.57%-12.79%35.21%

Returns By Period

In the year-to-date period, EN.PA achieves a 15.04% return, which is significantly higher than DG.PA's 10.45% return. Over the past 10 years, EN.PA has underperformed DG.PA with an annualized return of 9.19%, while DG.PA has yielded a comparatively higher 10.95% annualized return.


EN.PA

1D
3.26%
1M
-1.96%
YTD
15.04%
6M
33.00%
1Y
45.49%
3Y*
24.52%
5Y*
14.32%
10Y*
9.19%

DG.PA

1D
3.31%
1M
-4.19%
YTD
10.45%
6M
13.00%
1Y
17.49%
3Y*
12.18%
5Y*
12.09%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EN.PA vs. DG.PA — Risk / Return Rank

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

EN.PA
EN.PA Risk / Return Rank: 9191
Overall Rank
EN.PA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EN.PA Sortino Ratio Rank: 8888
Sortino Ratio Rank
EN.PA Omega Ratio Rank: 8989
Omega Ratio Rank
EN.PA Calmar Ratio Rank: 9393
Calmar Ratio Rank
EN.PA Martin Ratio Rank: 9393
Martin Ratio Rank

DG.PA
DG.PA Risk / Return Rank: 6565
Overall Rank
DG.PA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DG.PA Sortino Ratio Rank: 5858
Sortino Ratio Rank
DG.PA Omega Ratio Rank: 6060
Omega Ratio Rank
DG.PA Calmar Ratio Rank: 7474
Calmar Ratio Rank
DG.PA Martin Ratio Rank: 6969
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.

EN.PA vs. DG.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bouygues SA (EN.PA) and VINCI SA (DG.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.


EN.PADG.PADifference

Sharpe ratio

Return per unit of total volatility

2.09

0.74

+1.35

Sortino ratio

Return per unit of downside risk

2.72

1.14

+1.58

Omega ratio

Gain probability vs. loss probability

1.39

1.16

+0.23

Calmar ratio

Return relative to maximum drawdown

5.09

1.77

+3.32

Martin ratio

Return relative to average drawdown

13.69

3.54

+10.15

EN.PA vs. DG.PA - Sharpe Ratio Comparison

The current EN.PA Sharpe Ratio is 2.09, which is higher than the DG.PA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EN.PA and DG.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EN.PADG.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.74

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.56

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.42

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.40

-0.10

Correlation

The correlation between EN.PA and DG.PA is 0.44, 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.


Dividends

EN.PA vs. DG.PA - Dividend Comparison

EN.PA's dividend yield for the trailing twelve months is around 3.92%, more than DG.PA's 3.58% yield.


TTM20252024202320222021202020192018201720162015
EN.PA
Bouygues SA
3.92%4.51%6.66%5.28%6.42%5.40%5.05%4.49%5.42%3.69%4.70%4.38%
DG.PA
VINCI SA
3.58%3.96%4.51%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%

Drawdowns

EN.PA vs. DG.PA - Drawdown Comparison

The maximum EN.PA drawdown since its inception was -81.68%, which is greater than DG.PA's maximum drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for EN.PA and DG.PA.


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Drawdown Indicators


EN.PADG.PADifference

Max Drawdown

Largest peak-to-trough decline

-81.68%

-67.98%

-13.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-12.93%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-20.34%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-44.57%

-46.60%

+2.03%

Current Drawdown

Current decline from peak

-3.22%

-6.85%

+3.63%

Average Drawdown

Average peak-to-trough decline

-32.44%

-16.41%

-16.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

6.48%

-2.74%

Volatility

EN.PA vs. DG.PA - Volatility Comparison

The current volatility for Bouygues SA (EN.PA) is 6.64%, while VINCI SA (DG.PA) has a volatility of 7.02%. This indicates that EN.PA experiences smaller price fluctuations and is considered to be less risky than DG.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EN.PADG.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

7.02%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.29%

17.00%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

23.36%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.53%

21.24%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.61%

25.54%

+0.07%

Financials

EN.PA vs. DG.PA - Financials Comparison

This section allows you to compare key financial metrics between Bouygues SA and VINCI SA. 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


Values in EUR except per share items