EN.PA vs. VUSA.AS
Compare and contrast key facts about Bouygues SA (EN.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500. It was launched on May 14, 2019.
Performance
EN.PA vs. VUSA.AS - Performance Comparison
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EN.PA vs. VUSA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EN.PA Bouygues SA | 15.04% | 63.79% | -11.77% | 28.77% | -5.69% | -1.78% | -6.45% | 27.02% | -24.60% | 32.65% |
VUSA.AS Vanguard S&P 500 UCITS ETF | -2.86% | 3.90% | 33.86% | 22.12% | -14.18% | 40.36% | 7.72% | 32.99% | -0.37% | 6.68% |
Returns By Period
In the year-to-date period, EN.PA achieves a 15.04% return, which is significantly higher than VUSA.AS's -2.86% return. Over the past 10 years, EN.PA has underperformed VUSA.AS with an annualized return of 9.19%, while VUSA.AS has yielded a comparatively higher 13.66% 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%
VUSA.AS
- 1D
- 1.64%
- 1M
- -3.04%
- YTD
- -2.86%
- 6M
- 0.02%
- 1Y
- 10.01%
- 3Y*
- 16.06%
- 5Y*
- 12.10%
- 10Y*
- 13.66%
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Return for Risk
EN.PA vs. VUSA.AS — Risk / Return Rank
EN.PA
VUSA.AS
EN.PA vs. VUSA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bouygues SA (EN.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.PA | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 0.58 | +1.51 |
Sortino ratioReturn per unit of downside risk | 2.72 | 0.89 | +1.83 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.13 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 5.09 | 3.06 | +2.03 |
Martin ratioReturn relative to average drawdown | 13.69 | 10.55 | +3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EN.PA | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 0.58 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.79 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.84 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.87 | -0.57 |
Correlation
The correlation between EN.PA and VUSA.AS is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EN.PA vs. VUSA.AS - Dividend Comparison
EN.PA's dividend yield for the trailing twelve months is around 3.92%, more than VUSA.AS's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.99% | 0.97% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% |
Drawdowns
EN.PA vs. VUSA.AS - Drawdown Comparison
The maximum EN.PA drawdown since its inception was -81.68%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for EN.PA and VUSA.AS.
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Drawdown Indicators
| EN.PA | VUSA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.68% | -33.64% | -48.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -13.39% | +3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -23.24% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -44.57% | -33.64% | -10.93% |
Current DrawdownCurrent decline from peak | -3.22% | -5.24% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -32.44% | -4.11% | -28.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 2.07% | +1.67% |
Volatility
EN.PA vs. VUSA.AS - Volatility Comparison
Bouygues SA (EN.PA) has a higher volatility of 6.64% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.69%. This indicates that EN.PA's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EN.PA | VUSA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 3.69% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.29% | 8.49% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 17.03% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.53% | 15.14% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.61% | 16.05% | +9.56% |