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ENX.PA vs. LVMUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ENX.PALVMUY
YTD Return28.00%-24.24%
1Y Return38.96%-15.86%
3Y Return (Ann)4.26%-8.24%
5Y Return (Ann)10.96%8.37%
10Y Return (Ann)19.20%16.88%
Sharpe Ratio2.24-0.53
Sortino Ratio3.01-0.63
Omega Ratio1.410.93
Calmar Ratio1.45-0.43
Martin Ratio16.84-0.95
Ulcer Index2.25%17.05%
Daily Std Dev16.97%30.49%
Max Drawdown-40.09%-80.90%
Current Drawdown-5.77%-37.85%

Fundamentals


ENX.PALVMUY
Market Cap€10.13B$320.65B
EPS€4.80$5.96
PE Ratio20.4020.45
PEG Ratio1.884.93
Total Revenue (TTM)€1.19B$85.59B
Gross Profit (TTM)€930.39M$58.65B
EBITDA (TTM)€707.91M$26.24B

Correlation

-0.50.00.51.00.3

The correlation between ENX.PA and LVMUY is 0.33, 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.

Performance

ENX.PA vs. LVMUY - Performance Comparison

In the year-to-date period, ENX.PA achieves a 28.00% return, which is significantly higher than LVMUY's -24.24% return. Over the past 10 years, ENX.PA has outperformed LVMUY with an annualized return of 19.20%, while LVMUY has yielded a comparatively lower 16.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.97%
-28.80%
ENX.PA
LVMUY

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Risk-Adjusted Performance

ENX.PA vs. LVMUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronext N.V. (ENX.PA) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


ENX.PA
Sharpe ratio
The chart of Sharpe ratio for ENX.PA, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.83
Sortino ratio
The chart of Sortino ratio for ENX.PA, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for ENX.PA, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ENX.PA, currently valued at 1.08, compared to the broader market0.002.004.006.001.08
Martin ratio
The chart of Martin ratio for ENX.PA, currently valued at 12.50, compared to the broader market0.0010.0020.0030.0012.50
LVMUY
Sharpe ratio
The chart of Sharpe ratio for LVMUY, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.65
Sortino ratio
The chart of Sortino ratio for LVMUY, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.006.00-0.83
Omega ratio
The chart of Omega ratio for LVMUY, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for LVMUY, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.52
Martin ratio
The chart of Martin ratio for LVMUY, currently valued at -1.13, compared to the broader market0.0010.0020.0030.00-1.13

ENX.PA vs. LVMUY - Sharpe Ratio Comparison

The current ENX.PA Sharpe Ratio is 2.24, which is higher than the LVMUY Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of ENX.PA and LVMUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.83
-0.65
ENX.PA
LVMUY

Dividends

ENX.PA vs. LVMUY - Dividend Comparison

ENX.PA's dividend yield for the trailing twelve months is around 2.53%, more than LVMUY's 2.30% yield.


TTM20232022202120202019201820172016201520142013
ENX.PA
Euronext N.V.
2.53%2.82%2.79%1.61%1.76%2.12%3.44%2.74%3.16%1.78%0.00%0.00%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.30%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%2.17%

Drawdowns

ENX.PA vs. LVMUY - Drawdown Comparison

The maximum ENX.PA drawdown since its inception was -40.09%, smaller than the maximum LVMUY drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for ENX.PA and LVMUY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.48%
-37.85%
ENX.PA
LVMUY

Volatility

ENX.PA vs. LVMUY - Volatility Comparison

The current volatility for Euronext N.V. (ENX.PA) is 6.92%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 12.69%. This indicates that ENX.PA experiences smaller price fluctuations and is considered to be less risky than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.92%
12.69%
ENX.PA
LVMUY

Financials

ENX.PA vs. LVMUY - Financials Comparison

This section allows you to compare key financial metrics between Euronext N.V. and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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



Please note, different currencies. ENX.PA values in EUR, LVMUY values in USD