FER.MC vs. DG.PA
Compare and contrast key facts about Ferrovial (FER.MC) and VINCI SA (DG.PA).
Performance
FER.MC vs. DG.PA - Performance Comparison
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FER.MC vs. DG.PA - Yearly Performance Comparison
Returns By Period
In the year-to-date period, FER.MC achieves a 4.19% return, which is significantly lower than DG.PA's 10.45% return. Over the past 10 years, FER.MC has outperformed DG.PA with an annualized return of 14.56%, while DG.PA has yielded a comparatively lower 10.95% annualized return.
FER.MC
- 1D
- 4.04%
- 1M
- -7.36%
- YTD
- 4.19%
- 6M
- 18.33%
- 1Y
- 40.21%
- 3Y*
- 31.10%
- 5Y*
- 23.02%
- 10Y*
- 14.56%
DG.PA
- 1D
- 3.31%
- 1M
- -4.19%
- YTD
- 10.45%
- 6M
- 13.00%
- 1Y
- 17.49%
- 3Y*
- 12.18%
- 5Y*
- 12.09%
- 10Y*
- 10.95%
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Return for Risk
FER.MC vs. DG.PA — Risk / Return Rank
FER.MC
DG.PA
FER.MC vs. DG.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrovial (FER.MC) and VINCI SA (DG.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.
| FER.MC | DG.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 0.74 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.14 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.16 | 1.77 | +1.39 |
Martin ratioReturn relative to average drawdown | 12.24 | 3.54 | +8.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FER.MC | DG.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.74 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.56 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.42 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.07 |
Correlation
The correlation between FER.MC and DG.PA is 0.56, 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
FER.MC vs. DG.PA - Dividend Comparison
FER.MC's dividend yield for the trailing twelve months is around 1.29%, less than DG.PA's 3.58% yield.
Drawdowns
FER.MC vs. DG.PA - Drawdown Comparison
The maximum FER.MC drawdown since its inception was -75.67%, which is greater than DG.PA's maximum drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for FER.MC and DG.PA.
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Drawdown Indicators
| FER.MC | DG.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.67% | -67.98% | -7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.39% | -12.93% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -20.34% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.56% | -46.60% | +4.04% |
Current DrawdownCurrent decline from peak | -8.71% | -6.85% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -15.45% | -16.41% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 6.48% | -2.50% |
Volatility
FER.MC vs. DG.PA - Volatility Comparison
Ferrovial (FER.MC) has a higher volatility of 7.96% compared to VINCI SA (DG.PA) at 7.02%. This indicates that FER.MC's price experiences larger fluctuations and is considered to be riskier than DG.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FER.MC | DG.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 7.02% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 17.00% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.20% | 23.36% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.96% | 21.24% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 25.54% | -1.97% |
Financials
FER.MC vs. DG.PA - Financials Comparison
This section allows you to compare key financial metrics between Ferrovial and VINCI SA. 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