EXO.AS vs. MF.PA
Compare and contrast key facts about Exor N.V. (EXO.AS) and Wendel (MF.PA).
Performance
EXO.AS vs. MF.PA - Performance Comparison
Loading graphics...
EXO.AS vs. MF.PA - Yearly Performance Comparison
Returns By Period
In the year-to-date period, EXO.AS achieves a -7.66% return, which is significantly lower than MF.PA's -3.71% return.
EXO.AS
- 1D
- 1.90%
- 1M
- -7.47%
- YTD
- -7.66%
- 6M
- -20.07%
- 1Y
- -19.99%
- 3Y*
- -3.59%
- 5Y*
- —
- 10Y*
- —
MF.PA
- 1D
- 2.86%
- 1M
- -9.34%
- YTD
- -3.71%
- 6M
- -0.74%
- 1Y
- -4.97%
- 3Y*
- -1.95%
- 5Y*
- -1.91%
- 10Y*
- 1.46%
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
EXO.AS vs. MF.PA — Risk / Return Rank
EXO.AS
MF.PA
EXO.AS vs. MF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EXO.AS) and Wendel (MF.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.
| EXO.AS | MF.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.81 | -0.20 | -0.61 |
Sortino ratioReturn per unit of downside risk | -0.97 | -0.10 | -0.87 |
Omega ratioGain probability vs. loss probability | 0.87 | 0.99 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 0.12 | -0.51 |
Martin ratioReturn relative to average drawdown | -0.77 | 0.22 | -0.99 |
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 graphics...
Sharpe Ratios by Period
| EXO.AS | MF.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | -0.20 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.08 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.29 | -0.25 |
Correlation
The correlation between EXO.AS and MF.PA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EXO.AS vs. MF.PA - Dividend Comparison
EXO.AS's dividend yield for the trailing twelve months is around 0.73%, less than MF.PA's 7.83% yield.
Drawdowns
EXO.AS vs. MF.PA - Drawdown Comparison
The maximum EXO.AS drawdown since its inception was -39.28%, smaller than the maximum MF.PA drawdown of -88.69%. Use the drawdown chart below to compare losses from any high point for EXO.AS and MF.PA.
Loading graphics...
Drawdown Indicators
| EXO.AS | MF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.28% | -88.69% | +49.41% |
Max Drawdown (1Y)Largest decline over 1 year | -30.69% | -18.93% | -11.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.93% | — |
Current DrawdownCurrent decline from peak | -35.87% | -30.05% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -24.68% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.37% | 10.57% | +4.80% |
Volatility
EXO.AS vs. MF.PA - Volatility Comparison
Exor N.V. (EXO.AS) has a higher volatility of 9.13% compared to Wendel (MF.PA) at 8.56%. This indicates that EXO.AS's price experiences larger fluctuations and is considered to be riskier than MF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EXO.AS | MF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 8.56% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.30% | 18.00% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.57% | 25.00% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 23.43% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 25.34% | -3.67% |
Financials
EXO.AS vs. MF.PA - Financials Comparison
This section allows you to compare key financial metrics between Exor N.V. and Wendel. 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