PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FGR.PA vs. DG.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FGR.PA and DG.PA is 0.60, 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.


-0.50.00.51.00.6

Performance

FGR.PA vs. DG.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eiffage SA (FGR.PA) and VINCI SA (DG.PA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.84%
-4.14%
FGR.PA
DG.PA

Key characteristics

Sharpe Ratio

FGR.PA:

-0.21

DG.PA:

-0.20

Sortino Ratio

FGR.PA:

-0.14

DG.PA:

-0.14

Omega Ratio

FGR.PA:

0.98

DG.PA:

0.98

Calmar Ratio

FGR.PA:

-0.21

DG.PA:

-0.25

Martin Ratio

FGR.PA:

-0.34

DG.PA:

-0.41

Ulcer Index

FGR.PA:

12.53%

DG.PA:

9.47%

Daily Std Dev

FGR.PA:

20.33%

DG.PA:

19.26%

Max Drawdown

FGR.PA:

-85.99%

DG.PA:

-67.98%

Current Drawdown

FGR.PA:

-12.57%

DG.PA:

-5.99%

Fundamentals

Market Cap

FGR.PA:

€8.61B

DG.PA:

€61.24B

EPS

FGR.PA:

€10.47

DG.PA:

€8.43

PE Ratio

FGR.PA:

8.61

DG.PA:

12.88

PEG Ratio

FGR.PA:

0.00

DG.PA:

3.70

Total Revenue (TTM)

FGR.PA:

€11.41B

DG.PA:

€34.41B

Gross Profit (TTM)

FGR.PA:

€1.27B

DG.PA:

€4.56B

EBITDA (TTM)

FGR.PA:

€1.75B

DG.PA:

€5.55B

Returns By Period

In the year-to-date period, FGR.PA achieves a 6.40% return, which is significantly lower than DG.PA's 8.83% return. Over the past 10 years, FGR.PA has underperformed DG.PA with an annualized return of 8.73%, while DG.PA has yielded a comparatively higher 10.73% annualized return.


FGR.PA

YTD

6.40%

1M

5.70%

6M

-3.51%

1Y

-4.47%

5Y*

-1.16%

10Y*

8.73%

DG.PA

YTD

8.83%

1M

5.54%

6M

2.59%

1Y

-2.13%

5Y*

4.05%

10Y*

10.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FGR.PA vs. DG.PA — Risk-Adjusted Performance Rank

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

FGR.PA
The Risk-Adjusted Performance Rank of FGR.PA is 3333
Overall Rank
The Sharpe Ratio Rank of FGR.PA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FGR.PA is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FGR.PA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FGR.PA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FGR.PA is 4040
Martin Ratio Rank

DG.PA
The Risk-Adjusted Performance Rank of DG.PA is 3333
Overall Rank
The Sharpe Ratio Rank of DG.PA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DG.PA is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DG.PA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DG.PA is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DG.PA is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGR.PA vs. DG.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eiffage SA (FGR.PA) 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.


Sharpe ratio
The chart of Sharpe ratio for FGR.PA, currently valued at -0.34, compared to the broader market-2.000.002.00-0.34-0.34
The chart of Sortino ratio for FGR.PA, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.006.00-0.32-0.33
The chart of Omega ratio for FGR.PA, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.96
The chart of Calmar ratio for FGR.PA, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31-0.37
The chart of Martin ratio for FGR.PA, currently valued at -0.54, compared to the broader market-10.000.0010.0020.0030.00-0.54-0.66
FGR.PA
DG.PA

The current FGR.PA Sharpe Ratio is -0.21, which is comparable to the DG.PA Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of FGR.PA and DG.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.34
-0.34
FGR.PA
DG.PA

Dividends

FGR.PA vs. DG.PA - Dividend Comparison

FGR.PA's dividend yield for the trailing twelve months is around 4.55%, more than DG.PA's 4.15% yield.


TTM20242023202220212020201920182017201620152014
FGR.PA
Eiffage SA
4.55%4.84%3.71%3.37%3.32%0.00%2.35%2.74%1.64%2.26%2.02%2.85%
DG.PA
VINCI SA
4.15%4.51%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%3.89%

Drawdowns

FGR.PA vs. DG.PA - Drawdown Comparison

The maximum FGR.PA drawdown since its inception was -85.99%, 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 FGR.PA and DG.PA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-16.15%
-9.84%
FGR.PA
DG.PA

Volatility

FGR.PA vs. DG.PA - Volatility Comparison

Eiffage SA (FGR.PA) and VINCI SA (DG.PA) have volatilities of 5.25% and 5.02%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
5.25%
5.02%
FGR.PA
DG.PA

Financials

FGR.PA vs. DG.PA - Financials Comparison

This section allows you to compare key financial metrics between Eiffage SA 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab