FDJ.PA vs. ^FCHI

Last updated Apr 2, 2026

Compare and contrast key facts about La Francaise Des Jeux Sa (FDJ.PA) and CAC 40 (^FCHI).

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.

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	-2.06%	10.42%	-2.15%	16.52%	-9.50%	28.85%	-7.14%	1.65%

Returns By Period

FDJ.PA

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

^FCHI

• 1D: 2.10%
• 1M: -4.92%
• YTD: -2.06%
• 6M: 0.18%
• 1Y: 1.33%
• 3Y*: 2.91%
• 5Y*: 5.51%
• 10Y*: 6.33%

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

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: 26
^FCHI Sharpe Ratio Rank: 18
^FCHI Sortino Ratio Rank: 18
^FCHI Omega Ratio Rank: 18
^FCHI Calmar Ratio Rank: 38
^FCHI Martin Ratio Rank: 39

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	—	0.08	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.34	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.21	—

Correlation

The correlation between FDJ.PA and ^FCHI is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

Drawdown Indicators

	FDJ.PA	^FCHI	Difference
Max Drawdown Largest peak-to-trough decline	—	-65.29%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.67%	—
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	—	-7.42%	—
Average Drawdown Average peak-to-trough decline	—	-23.58%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.19%	—

Volatility

Volatility by Period

	FDJ.PA	^FCHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.18%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.67%	—