ERF.PA vs. MT.AS
ERF.PA (Eurofins Scientific SE) and MT.AS (ArcelorMittal SA) are both stocks. ERF.PA operates in Diagnostics & Research (Healthcare), while MT.AS operates in Steel (Basic Materials). Over the past 10 years, ERF.PA returned 7.01%/yr vs 17.18%/yr for MT.AS. At a 0.18 correlation, their price movements are largely independent.
Performance
ERF.PA vs. MT.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ERF.PA achieves a 0.18% return, which is significantly lower than MT.AS's 57.46% return. Over the past 10 years, ERF.PA has underperformed MT.AS with an annualized return of 7.01%, while MT.AS has yielded a comparatively higher 17.18% annualized return.
ERF.PA
- 1D
- 0.72%
- 1M
- 6.77%
- YTD
- 0.18%
- 6M
- 6.71%
- 1Y
- 8.23%
- 3Y*
- 1.83%
- 5Y*
- -4.66%
- 10Y*
- 7.01%
MT.AS
- 1D
- -0.10%
- 1M
- 29.04%
- YTD
- 57.46%
- 6M
- 68.17%
- 1Y
- 134.50%
- 3Y*
- 37.21%
- 5Y*
- 19.60%
- 10Y*
- 17.18%
ERF.PA vs. MT.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERF.PA Eurofins Scientific SE | 0.18% | 27.97% | -15.45% | -10.51% | -37.53% | 59.66% | 38.87% | 52.70% | -35.46% | 25.83% |
MT.AS ArcelorMittal SA | 57.46% | 77.04% | -10.92% | 6.41% | -11.46% | 50.26% | 20.70% | -12.91% | -32.94% | 28.82% |
Correlation
The correlation between ERF.PA and MT.AS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 1997 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ERF.PA vs. MT.AS — Risk / Return Rank
ERF.PA
MT.AS
ERF.PA vs. MT.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eurofins Scientific SE (ERF.PA) and ArcelorMittal SA (MT.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.
| ERF.PA | MT.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.50 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 5.05 | -4.65 |
| Martin ratioReturn relative to average drawdown | 0.78 | 17.78 | -17.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ERF.PA | MT.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 3.33 | -3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.52 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.40 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.04 | +0.46 |
Drawdowns
ERF.PA vs. MT.AS - Drawdown Comparison
The maximum ERF.PA drawdown since its inception was -86.35%, smaller than the maximum MT.AS drawdown of -96.62%. Use the drawdown chart below to compare losses from any high point for ERF.PA and MT.AS.
Loading charts...
Drawdown Indicators
| ERF.PA | MT.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.35% | -96.62% | +10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -26.19% | +5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -29.34% | -31.92% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -63.93% | -39.64% | -24.29% |
Max Drawdown (10Y)Largest decline over 10 years | -63.93% | -78.69% | +14.76% |
Current DrawdownCurrent decline from peak | -47.86% | -45.72% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -31.66% | -65.90% | +34.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 7.48% | +3.00% |
Volatility
ERF.PA vs. MT.AS - Volatility Comparison
The current volatility for Eurofins Scientific SE (ERF.PA) is 5.37%, while ArcelorMittal SA (MT.AS) has a volatility of 14.16%. This indicates that ERF.PA experiences smaller price fluctuations and is considered to be less risky than MT.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ERF.PA | MT.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 14.16% | -8.79% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 33.38% | -11.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.87% | 39.75% | -12.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.57% | 37.15% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 42.03% | -10.22% |
Dividends
ERF.PA vs. MT.AS - Dividend Comparison
ERF.PA's dividend yield for the trailing twelve months is around 1.17%, more than MT.AS's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERF.PA Eurofins Scientific SE | 1.17% | 0.96% | 1.01% | 1.70% | 1.49% | 0.62% | 0.00% | 0.58% | 0.74% | 0.39% | 0.36% | 0.41% |
MT.AS ArcelorMittal SA | 0.80% | 1.24% | 2.07% | 1.58% | 1.47% | 0.74% | 0.00% | 0.97% | 0.39% | 0.00% | 0.00% | 3.86% |
Financials
ERF.PA vs. MT.AS - Financials Comparison
This section allows you to compare key financial metrics between Eurofins Scientific SE and ArcelorMittal 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
ERF.PA and MT.AS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ERF.PA and MT.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer