ERF.PA vs. STMPA.PA
ERF.PA (Eurofins Scientific SE) and STMPA.PA (STMicroelectronics N.V.) are both stocks. ERF.PA operates in Diagnostics & Research (Healthcare), while STMPA.PA operates in Semiconductors (Technology). Over the past 10 years, ERF.PA returned 7.01%/yr vs 30.37%/yr for STMPA.PA. At a 0.24 correlation, their price movements are largely independent.
Performance
ERF.PA vs. STMPA.PA - Performance Comparison
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Returns By Period
In the year-to-date period, ERF.PA achieves a 0.18% return, which is significantly lower than STMPA.PA's 205.97% return. Over the past 10 years, ERF.PA has underperformed STMPA.PA with an annualized return of 7.01%, while STMPA.PA has yielded a comparatively higher 30.37% 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%
STMPA.PA
- 1D
- 0.31%
- 1M
- 45.71%
- YTD
- 205.97%
- 6M
- 222.84%
- 1Y
- 208.77%
- 3Y*
- 18.73%
- 5Y*
- 18.39%
- 10Y*
- 30.37%
ERF.PA vs. STMPA.PA - 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% |
STMPA.PA STMicroelectronics N.V. | 205.97% | -6.47% | -45.87% | 37.73% | -23.50% | 43.89% | 27.10% | 94.08% | -30.69% | 70.97% |
Correlation
The correlation between ERF.PA and STMPA.PA is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 1997 | 0.24 |
The correlation between ERF.PA and STMPA.PA shifts across timeframes, from 0.08 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ERF.PA vs. STMPA.PA — Risk / Return Rank
ERF.PA
STMPA.PA
ERF.PA vs. STMPA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eurofins Scientific SE (ERF.PA) and STMicroelectronics N.V. (STMPA.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.
| ERF.PA | STMPA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.61 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 6.09 | -5.69 |
| Martin ratioReturn relative to average drawdown | 0.78 | 13.28 | -12.50 |
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
| ERF.PA | STMPA.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 4.10 | -3.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.46 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.74 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.27 | +0.23 |
Drawdowns
ERF.PA vs. STMPA.PA - Drawdown Comparison
The maximum ERF.PA drawdown since its inception was -86.35%, smaller than the maximum STMPA.PA drawdown of -95.75%. Use the drawdown chart below to compare losses from any high point for ERF.PA and STMPA.PA.
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Drawdown Indicators
| ERF.PA | STMPA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.35% | -95.75% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -33.59% | +13.21% |
Max Drawdown (3Y)Largest decline over 3 years | -29.34% | -66.46% | +37.12% |
Max Drawdown (5Y)Largest decline over 5 years | -63.93% | -66.46% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -63.93% | -66.46% | +2.53% |
Current DrawdownCurrent decline from peak | -47.86% | 0.00% | -47.86% |
Average DrawdownAverage peak-to-trough decline | -31.66% | -59.07% | +27.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 15.50% | -5.02% |
Volatility
ERF.PA vs. STMPA.PA - Volatility Comparison
The current volatility for Eurofins Scientific SE (ERF.PA) is 5.37%, while STMicroelectronics N.V. (STMPA.PA) has a volatility of 20.71%. This indicates that ERF.PA experiences smaller price fluctuations and is considered to be less risky than STMPA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ERF.PA | STMPA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 20.71% | -15.34% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 36.25% | -14.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.87% | 50.05% | -23.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.57% | 39.68% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 40.16% | -8.35% |
Dividends
ERF.PA vs. STMPA.PA - Dividend Comparison
ERF.PA's dividend yield for the trailing twelve months is around 1.17%, more than STMPA.PA's 0.39% 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% |
STMPA.PA STMicroelectronics N.V. | 0.39% | 1.20% | 1.08% | 0.42% | 0.60% | 0.38% | 0.46% | 0.77% | 1.41% | 1.00% | 2.02% | 5.01% |
Financials
ERF.PA vs. STMPA.PA - Financials Comparison
This section allows you to compare key financial metrics between Eurofins Scientific SE and STMicroelectronics N.V.. 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 STMPA.PA have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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