ENX.PA vs. SOP.PA
ENX.PA (Euronext N.V.) and SOP.PA (Sopra Steria Group SA) are both stocks. ENX.PA operates in Financial Data & Stock Exchanges (Financial Services), while SOP.PA operates in Information Technology Services (Technology). Over the past 10 years, ENX.PA returned 19.95%/yr vs 5.18%/yr for SOP.PA. At a 0.27 correlation, their price movements are largely independent.
Performance
ENX.PA vs. SOP.PA - Performance Comparison
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Returns By Period
In the year-to-date period, ENX.PA achieves a 12.87% return, which is significantly higher than SOP.PA's 3.19% return. Over the past 10 years, ENX.PA has outperformed SOP.PA with an annualized return of 19.95%, while SOP.PA has yielded a comparatively lower 5.18% annualized return.
ENX.PA
- 1D
- 0.43%
- 1M
- 4.16%
- YTD
- 12.87%
- 6M
- 13.67%
- 1Y
- -1.31%
- 3Y*
- 33.78%
- 5Y*
- 12.74%
- 10Y*
- 19.95%
SOP.PA
- 1D
- 1.05%
- 1M
- 15.60%
- YTD
- 3.19%
- 6M
- 19.41%
- 1Y
- -18.11%
- 3Y*
- -1.33%
- 5Y*
- 2.99%
- 10Y*
- 5.18%
ENX.PA vs. SOP.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENX.PA Euronext N.V. | 12.87% | 20.57% | 41.60% | 17.59% | -22.31% | 23.53% | 26.75% | 48.31% | 0.44% | 36.64% |
SOP.PA Sopra Steria Group SA | 3.19% | -7.33% | -11.72% | 43.60% | -8.61% | 20.72% | -7.87% | 81.19% | -47.51% | 46.82% |
Correlation
The correlation between ENX.PA and SOP.PA is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2014 | 0.27 |
The correlation between ENX.PA and SOP.PA shifts across timeframes, from 0.10 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ENX.PA vs. SOP.PA — Risk / Return Rank
ENX.PA
SOP.PA
ENX.PA vs. SOP.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Euronext N.V. (ENX.PA) and Sopra Steria Group SA (SOP.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.
| ENX.PA | SOP.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.94 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.00 | -0.41 | +0.41 |
| Martin ratioReturn relative to average drawdown | 0.00 | -0.63 | +0.63 |
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
| ENX.PA | SOP.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.00 | -0.49 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.09 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.15 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.22 | +0.65 |
Drawdowns
ENX.PA vs. SOP.PA - Drawdown Comparison
The maximum ENX.PA drawdown since its inception was -40.09%, smaller than the maximum SOP.PA drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for ENX.PA and SOP.PA.
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Drawdown Indicators
| ENX.PA | SOP.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.09% | -66.41% | +26.32% |
Max Drawdown (1Y)Largest decline over 1 year | -25.70% | -46.82% | +21.12% |
Max Drawdown (3Y)Largest decline over 3 years | -25.70% | -50.83% | +25.13% |
Max Drawdown (5Y)Largest decline over 5 years | -40.09% | -50.83% | +10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -58.49% | +18.40% |
Current DrawdownCurrent decline from peak | -5.76% | -29.96% | +24.20% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -22.19% | +10.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.35% | 31.03% | -17.68% |
Volatility
ENX.PA vs. SOP.PA - Volatility Comparison
The current volatility for Euronext N.V. (ENX.PA) is 8.64%, while Sopra Steria Group SA (SOP.PA) has a volatility of 10.35%. This indicates that ENX.PA experiences smaller price fluctuations and is considered to be less risky than SOP.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENX.PA | SOP.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 10.35% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 34.29% | -17.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.10% | 39.10% | -18.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 32.79% | -11.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.62% | 34.95% | -10.33% |
Dividends
ENX.PA vs. SOP.PA - Dividend Comparison
ENX.PA's dividend yield for the trailing twelve months is around 2.25%, less than SOP.PA's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENX.PA Euronext N.V. | 2.25% | 2.27% | 2.29% | 2.82% | 2.79% | 1.61% | 1.93% | 2.32% | 3.77% | 3.00% | 3.46% | 1.95% |
SOP.PA Sopra Steria Group SA | 3.44% | 3.01% | 2.72% | 2.17% | 2.27% | 1.27% | 0.00% | 1.29% | 2.98% | 1.41% | 1.58% | 1.75% |
Financials
ENX.PA vs. SOP.PA - Financials Comparison
This section allows you to compare key financial metrics between Euronext N.V. and Sopra Steria Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ENX.PA and SOP.PA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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