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ERA.PA vs. FDJ.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ERA.PA vs. FDJ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eramet SA (ERA.PA) and La Francaise Des Jeux Sa (FDJ.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ERA.PA

1D
0.75%
1M
-7.95%
YTD
-6.59%
6M
5.28%
1Y
9.85%
3Y*
-15.72%
5Y*
-0.26%
10Y*
5.93%

FDJ.PA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERA.PA vs. FDJ.PA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ERA.PA
Eramet SA
-6.59%6.77%-23.18%-11.19%18.57%67.64%-6.37%9.09%
FDJ.PA
La Francaise Des Jeux Sa
0.00%-14.13%19.36%-9.41%-0.01%5.99%59.46%4.96%

Correlation

The correlation between ERA.PA and FDJ.PA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2019

0.15

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Return for Risk

ERA.PA vs. FDJ.PA — Risk / Return Rank

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

ERA.PA
ERA.PA Risk / Return Rank: 4646
Overall Rank
ERA.PA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ERA.PA Sortino Ratio Rank: 4545
Sortino Ratio Rank
ERA.PA Omega Ratio Rank: 4646
Omega Ratio Rank
ERA.PA Calmar Ratio Rank: 4646
Calmar Ratio Rank
ERA.PA Martin Ratio Rank: 4646
Martin Ratio Rank

FDJ.PA
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.

ERA.PA vs. FDJ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eramet SA (ERA.PA) and La Francaise Des Jeux Sa (FDJ.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.


ERA.PAFDJ.PADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.21

Martin ratioReturn relative to average drawdown

0.42

ERA.PA vs. FDJ.PA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ERA.PAFDJ.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

Drawdowns

ERA.PA vs. FDJ.PA - Drawdown Comparison


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Drawdown Indicators


ERA.PAFDJ.PADifference

Max Drawdown

Largest peak-to-trough decline

-97.39%

Max Drawdown (1Y)

Largest decline over 1 year

-47.01%

Max Drawdown (3Y)

Largest decline over 3 years

-63.54%

Max Drawdown (5Y)

Largest decline over 5 years

-72.09%

Max Drawdown (10Y)

Largest decline over 10 years

-86.67%

Current Drawdown

Current decline from peak

-90.15%

Average Drawdown

Average peak-to-trough decline

-58.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.55%

Volatility

ERA.PA vs. FDJ.PA - Volatility Comparison


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Volatility by Period


ERA.PAFDJ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.01%

Volatility (6M)

Calculated over the trailing 6-month period

49.97%

Volatility (1Y)

Calculated over the trailing 1-year period

55.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.68%

Dividends

ERA.PA vs. FDJ.PA - Dividend Comparison

Neither ERA.PA nor FDJ.PA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ERA.PA
Eramet SA
0.00%0.26%2.77%4.90%2.98%0.00%0.00%1.31%3.81%
FDJ.PA
La Francaise Des Jeux Sa
0.00%6.41%4.78%4.17%3.30%2.31%1.20%0.00%0.00%

Financials

ERA.PA vs. FDJ.PA - Financials Comparison

This section allows you to compare key financial metrics between Eramet SA and La Francaise Des Jeux 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

Frequently Asked Questions


ERA.PA and FDJ.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.

Portfolio Optimizer

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