FDJ.PA vs. ^FCHI

Last updated Jun 5, 2026

FDJ.PA (La Francaise Des Jeux Sa) is a stock, while ^FCHI (CAC 40) is an index. At a 0.39 correlation, their price movements are largely independent.

Performance

FDJ.PA vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in La Francaise Des Jeux Sa (FDJ.PA) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FDJ.PA

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^FCHI

• 1D: 1.15%
• 1M: 2.26%
• YTD: 1.16%
• 6M: 1.51%
• 1Y: 5.63%
• 3Y*: 4.61%
• 5Y*: 4.82%
• 10Y*: 6.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDJ.PA vs. ^FCHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FDJ.PA La Francaise Des Jeux Sa	0.00%	-14.13%	19.36%	-9.41%	-0.01%	5.99%	59.46%	4.96%
^FCHI CAC 40	1.16%	10.42%	-2.15%	16.52%	-9.50%	28.85%	-7.14%	1.65%

Correlation

The correlation between FDJ.PA and ^FCHI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (All Time) Calculated using the full available price history since Nov 22, 2019	0.39

Return for Risk

FDJ.PA vs. ^FCHI — Risk / Return Rank

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

^FCHI

^FCHI Risk / Return Rank: 28
^FCHI Sharpe Ratio Rank: 29
^FCHI Sortino Ratio Rank: 26
^FCHI Omega Ratio Rank: 28
^FCHI Calmar Ratio Rank: 27
^FCHI Martin Ratio Rank: 30

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.

FDJ.PA vs. ^FCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for La Francaise Des Jeux Sa (FDJ.PA) and CAC 40 (^FCHI). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FDJ.PA	^FCHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.39	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.21	—

Drawdowns

Drawdown Indicators

	FDJ.PA	^FCHI	Difference
Max Drawdown Largest peak-to-trough decline	—	-65.29%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.56%	—
Current Drawdown Current decline from peak	—	-4.37%	—
Average Drawdown Average peak-to-trough decline	—	-23.50%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.80%	—

Volatility

Volatility by Period

	FDJ.PA	^FCHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.20%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.42%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.71%	—

Frequently Asked Questions

Can I hold both FDJ.PA and ^FCHI in my portfolio?

FDJ.PA and ^FCHI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.