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ETL.PA vs. ETCMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ETL.PA vs. ETCMY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eutelsat Communications SA (ETL.PA) and Eutelsat Communications SA ADR (ETCMY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ETL.PA is traded in EUR, while ETCMY is traded in USD. To make them comparable, the ETCMY values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ETL.PA having a 94.72% return and ETCMY slightly lower at 91.89%. Over the past 10 years, ETL.PA has outperformed ETCMY with an annualized return of -7.67%, while ETCMY has yielded a comparatively lower -9.80% annualized return.


ETL.PA

1D
1.87%
1M
12.31%
YTD
94.72%
6M
61.26%
1Y
22.35%
3Y*
-10.76%
5Y*
-13.08%
10Y*
-7.67%

ETCMY

1D
-0.98%
1M
20.42%
YTD
91.89%
6M
11.17%
1Y
-3.56%
3Y*
-17.98%
5Y*
-18.18%
10Y*
-9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETL.PA vs. ETCMY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETL.PA
Eutelsat Communications SA
94.72%-3.45%-46.64%-38.94%-28.12%24.58%-29.96%-8.65%-4.30%11.56%
ETCMY
Eutelsat Communications SA ADR
91.89%-10.52%-51.53%-42.21%-29.73%23.12%-28.61%-3.49%-5.82%10.10%

Correlation

The correlation between ETL.PA and ETCMY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

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

0.42

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

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2013

0.40

The correlation between ETL.PA and ETCMY shifts across timeframes, from 0.35 (10 years) to 0.55 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ETL.PA vs. ETCMY — Risk / Return Rank

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

ETL.PA
ETL.PA Risk / Return Rank: 5353
Overall Rank
ETL.PA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ETL.PA Sortino Ratio Rank: 5656
Sortino Ratio Rank
ETL.PA Omega Ratio Rank: 5454
Omega Ratio Rank
ETL.PA Calmar Ratio Rank: 5353
Calmar Ratio Rank
ETL.PA Martin Ratio Rank: 5252
Martin Ratio Rank

ETCMY
ETCMY Risk / Return Rank: 4242
Overall Rank
ETCMY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ETCMY Sortino Ratio Rank: 4545
Sortino Ratio Rank
ETCMY Omega Ratio Rank: 4545
Omega Ratio Rank
ETCMY Calmar Ratio Rank: 4040
Calmar Ratio Rank
ETCMY Martin Ratio Rank: 4040
Martin Ratio Rank
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.

ETL.PA vs. ETCMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eutelsat Communications SA (ETL.PA) and Eutelsat Communications SA ADR (ETCMY). 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.


ETL.PAETCMYDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.05

Calmar ratioReturn relative to maximum drawdown

0.47

-0.06

+0.53

Martin ratioReturn relative to average drawdown

0.96

-0.10

+1.06

ETL.PA vs. ETCMY - Sharpe Ratio Comparison

The current ETL.PA Sharpe Ratio is 0.28, which is higher than the ETCMY Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of ETL.PA and ETCMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ETL.PAETCMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.04

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

-0.12

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.13

+0.12

Drawdowns

ETL.PA vs. ETCMY - Drawdown Comparison

The maximum ETL.PA drawdown since its inception was -93.50%, roughly equal to the maximum ETCMY drawdown of -93.09%. Use the drawdown chart below to compare losses from any high point for ETL.PA and ETCMY.


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Drawdown Indicators


ETL.PAETCMYDifference

Max Drawdown

Largest peak-to-trough decline

-93.50%

-93.09%

-0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-47.04%

-58.57%

+11.53%

Max Drawdown (3Y)

Largest decline over 3 years

-81.14%

-80.52%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-89.53%

-89.65%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-92.45%

-92.16%

-0.29%

Current Drawdown

Current decline from peak

-76.44%

-81.43%

+4.99%

Average Drawdown

Average peak-to-trough decline

-31.09%

-43.77%

+12.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.06%

35.06%

-12.00%

Volatility

ETL.PA vs. ETCMY - Volatility Comparison

The current volatility for Eutelsat Communications SA (ETL.PA) is 31.36%, while Eutelsat Communications SA ADR (ETCMY) has a volatility of 35.62%. This indicates that ETL.PA experiences smaller price fluctuations and is considered to be less risky than ETCMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETL.PAETCMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.36%

35.62%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

51.98%

60.78%

-8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

78.89%

83.71%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.09%

101.11%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.80%

78.97%

-10.17%

Dividends

ETL.PA vs. ETCMY - Dividend Comparison

Neither ETL.PA nor ETCMY has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ETCMY
Eutelsat Communications SA ADR
0.00%0.00%0.00%0.00%12.36%8.66%8.93%8.51%7.60%6.21%6.06%3.86%
ETL.PA
Eutelsat Communications SA
0.00%0.00%0.00%0.00%13.36%8.66%9.61%8.76%7.38%6.27%5.98%3.95%

Financials

ETL.PA vs. ETCMY - Financials Comparison

This section allows you to compare key financial metrics between Eutelsat Communications SA and Eutelsat Communications SA ADR. 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. ETL.PA values in EUR, ETCMY values in USD

Frequently Asked Questions


ETL.PA and ETCMY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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