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FDJ.PA vs. LRLCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FDJ.PA vs. LRLCY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in La Francaise Des Jeux Sa (FDJ.PA) and L'Oréal S.A. (LRLCY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


FDJ.PA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

LRLCY

1D
0.69%
1M
9.84%
YTD
9.43%
6M
6.95%
1Y
6.30%
3Y*
0.51%
5Y*
1.94%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDJ.PA vs. LRLCY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDJ.PA
La Francaise Des Jeux Sa
0.00%-19.29%19.36%-9.41%-0.01%5.99%63.43%3.61%
LRLCY
L'Oréal S.A.
9.43%9.13%-23.34%37.16%-19.55%36.23%20.30%1.54%

Correlation

The correlation between FDJ.PA and LRLCY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2019

0.25

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Return for Risk

FDJ.PA vs. LRLCY — Risk / Return Rank

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

FDJ.PA

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


LRLCY
LRLCY Risk / Return Rank: 4848
Overall Rank
LRLCY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LRLCY Sortino Ratio Rank: 4444
Sortino Ratio Rank
LRLCY Omega Ratio Rank: 4444
Omega Ratio Rank
LRLCY Calmar Ratio Rank: 5151
Calmar Ratio Rank
LRLCY Martin Ratio Rank: 5252
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.

FDJ.PA vs. LRLCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for La Francaise Des Jeux Sa (FDJ.PA) and L'Oréal S.A. (LRLCY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDJ.PALRLCYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.41

Martin ratioReturn relative to average drawdown

0.81

FDJ.PA vs. LRLCY - Sharpe Ratio Comparison


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Drawdowns

FDJ.PA vs. LRLCY - Drawdown Comparison


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Drawdown Indicators


FDJ.PALRLCYDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

Max Drawdown (3Y)

Largest decline over 3 years

-29.88%

Max Drawdown (5Y)

Largest decline over 5 years

-29.88%

Max Drawdown (10Y)

Largest decline over 10 years

-29.88%

Current Drawdown

Current decline from peak

-11.23%

Average Drawdown

Average peak-to-trough decline

-11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.81%

Volatility

FDJ.PA vs. LRLCY - Volatility Comparison


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Volatility by Period


FDJ.PALRLCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

Volatility (1Y)

Calculated over the trailing 1-year period

26.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

Dividends

FDJ.PA vs. LRLCY - Dividend Comparison

FDJ.PA has not paid dividends to shareholders, while LRLCY's dividend yield for the trailing twelve months is around 1.81%.


PositionTTM20252024202320222021202020192018201720162015
FDJ.PA
La Francaise Des Jeux Sa
0.00%0.00%4.78%4.17%3.30%2.31%2.91%0.00%0.00%0.00%0.00%0.00%
LRLCY
L'Oréal S.A.
1.81%1.79%2.02%1.29%1.53%1.00%1.14%1.48%1.91%3.34%3.87%1.87%

Financials

FDJ.PA vs. LRLCY - Financials Comparison

This section allows you to compare key financial metrics between La Francaise Des Jeux Sa and L'Oréal 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


FDJ.PA and LRLCY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FDJ.PA and LRLCY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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