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FCC.MC vs. A3M.MC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FCC.MC vs. A3M.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fomento de Construcciones y Contratas, S.A. (FCC.MC) and Atresmedia Corporación de Medios de Comunicación S.A (A3M.MC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FCC.MC having a 5.63% return and A3M.MC slightly higher at 5.74%. Over the past 10 years, FCC.MC has outperformed A3M.MC with an annualized return of 10.50%, while A3M.MC has yielded a comparatively lower -1.06% annualized return.


FCC.MC

1D
-0.68%
1M
3.74%
YTD
5.63%
6M
1.75%
1Y
-2.29%
3Y*
24.49%
5Y*
12.87%
10Y*
10.50%

A3M.MC

1D
1.78%
1M
0.00%
YTD
5.74%
6M
3.72%
1Y
-6.63%
3Y*
22.98%
5Y*
14.34%
10Y*
-1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCC.MC vs. A3M.MC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCC.MC
Fomento de Construcciones y Contratas, S.A.
5.63%28.19%-11.26%70.94%-17.74%30.10%-16.61%-3.98%35.64%14.24%
A3M.MC
Atresmedia Corporación de Medios de Comunicación S.A
5.74%22.65%31.27%22.74%5.49%20.79%-17.29%-13.03%-46.45%-9.59%

Correlation

The correlation between FCC.MC and A3M.MC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.25

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

0.30

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

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2003

0.31

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Return for Risk

FCC.MC vs. A3M.MC — Risk / Return Rank

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

FCC.MC
FCC.MC Risk / Return Rank: 3535
Overall Rank
FCC.MC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FCC.MC Sortino Ratio Rank: 3131
Sortino Ratio Rank
FCC.MC Omega Ratio Rank: 3030
Omega Ratio Rank
FCC.MC Calmar Ratio Rank: 3838
Calmar Ratio Rank
FCC.MC Martin Ratio Rank: 3939
Martin Ratio Rank

A3M.MC
A3M.MC Risk / Return Rank: 2929
Overall Rank
A3M.MC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
A3M.MC Sortino Ratio Rank: 2525
Sortino Ratio Rank
A3M.MC Omega Ratio Rank: 2525
Omega Ratio Rank
A3M.MC Calmar Ratio Rank: 3131
Calmar Ratio Rank
A3M.MC Martin Ratio Rank: 3232
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.

FCC.MC vs. A3M.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fomento de Construcciones y Contratas, S.A. (FCC.MC) and Atresmedia Corporación de Medios de Comunicación S.A (A3M.MC). 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.


FCC.MCA3M.MCDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.00

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.08

-0.33

+0.25

Martin ratioReturn relative to average drawdown

-0.13

-0.56

+0.44

FCC.MC vs. A3M.MC - Sharpe Ratio Comparison

The current FCC.MC Sharpe Ratio is -0.07, which is higher than the A3M.MC Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FCC.MC and A3M.MC, 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


FCC.MCA3M.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.27

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.66

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.04

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.11

+0.08

Drawdowns

FCC.MC vs. A3M.MC - Drawdown Comparison

The maximum FCC.MC drawdown since its inception was -87.82%, roughly equal to the maximum A3M.MC drawdown of -84.90%. Use the drawdown chart below to compare losses from any high point for FCC.MC and A3M.MC.


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Drawdown Indicators


FCC.MCA3M.MCDifference

Max Drawdown

Largest peak-to-trough decline

-87.82%

-84.90%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.24%

-16.70%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-18.07%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-33.81%

+2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

-77.60%

+32.65%

Current Drawdown

Current decline from peak

-47.45%

-35.66%

-11.79%

Average Drawdown

Average peak-to-trough decline

-48.20%

-48.03%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.78%

9.82%

+1.96%

Volatility

FCC.MC vs. A3M.MC - Volatility Comparison

Fomento de Construcciones y Contratas, S.A. (FCC.MC) and Atresmedia Corporación de Medios de Comunicación S.A (A3M.MC) have volatilities of 3.78% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCC.MCA3M.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

3.95%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

14.12%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

20.13%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.19%

21.31%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.01%

29.38%

-1.37%

Dividends

FCC.MC vs. A3M.MC - Dividend Comparison

FCC.MC's dividend yield for the trailing twelve months is around 3.48%, less than A3M.MC's 10.20% yield.


PositionTTM20252024202320222021202020192018201720162015
A3M.MC
Atresmedia Corporación de Medios de Comunicación S.A
10.20%10.79%8.34%9.02%10.66%4.37%0.00%10.47%9.28%8.57%3.12%2.29%
FCC.MC
Fomento de Construcciones y Contratas, S.A.
3.48%3.68%4.23%2.78%3.67%2.92%3.68%2.97%0.00%0.00%0.00%0.00%

Financials

FCC.MC vs. A3M.MC - Financials Comparison

This section allows you to compare key financial metrics between Fomento de Construcciones y Contratas, S.A. and Atresmedia Corporación de Medios de Comunicación S.A. 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


FCC.MC and A3M.MC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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