FII.PA vs. EXENS.PA
FII.PA (Lisi S.A) and EXENS.PA (Exosens) are both stocks. Both are in the Industrials sector — FII.PA in Aerospace & Defense, EXENS.PA in Electrical Equipment & Parts. Over the past year, FII.PA returned 94.02% vs 40.49% for EXENS.PA. At a 0.27 correlation, their price movements are largely independent.
Performance
FII.PA vs. EXENS.PA - Performance Comparison
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Returns By Period
In the year-to-date period, FII.PA achieves a 22.95% return, which is significantly lower than EXENS.PA's 29.90% return.
FII.PA
- 1D
- 0.93%
- 1M
- 4.18%
- YTD
- 22.95%
- 6M
- 27.52%
- 1Y
- 94.02%
- 3Y*
- 39.23%
- 5Y*
- 18.66%
- 10Y*
- 11.89%
EXENS.PA
- 1D
- 1.38%
- 1M
- -3.47%
- YTD
- 29.90%
- 6M
- 35.35%
- 1Y
- 40.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FII.PA vs. EXENS.PA - Yearly Performance Comparison
Correlation
The correlation between FII.PA and EXENS.PA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2024 | 0.27 |
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Return for Risk
FII.PA vs. EXENS.PA — Risk / Return Rank
FII.PA
EXENS.PA
FII.PA vs. EXENS.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lisi S.A (FII.PA) and Exosens (EXENS.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.
| FII.PA | EXENS.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 1.79 | +2.24 |
| Martin ratioReturn relative to average drawdown | 11.98 | 4.01 | +7.98 |
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
| FII.PA | EXENS.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 0.85 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.42 | -0.99 |
Drawdowns
FII.PA vs. EXENS.PA - Drawdown Comparison
The maximum FII.PA drawdown since its inception was -78.16%, which is greater than EXENS.PA's maximum drawdown of -25.04%. Use the drawdown chart below to compare losses from any high point for FII.PA and EXENS.PA.
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Drawdown Indicators
| FII.PA | EXENS.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.16% | -25.04% | -53.12% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -22.36% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -28.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.02% | — | — |
Current DrawdownCurrent decline from peak | -7.03% | -13.66% | +6.63% |
Average DrawdownAverage peak-to-trough decline | -30.28% | -8.34% | -21.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 9.71% | -2.03% |
Volatility
FII.PA vs. EXENS.PA - Volatility Comparison
The current volatility for Lisi S.A (FII.PA) is 8.46%, while Exosens (EXENS.PA) has a volatility of 14.77%. This indicates that FII.PA experiences smaller price fluctuations and is considered to be less risky than EXENS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FII.PA | EXENS.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 14.77% | -6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 29.56% | 34.92% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.17% | 47.17% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.03% | 47.08% | -13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.47% | 47.08% | -8.61% |
Dividends
FII.PA vs. EXENS.PA - Dividend Comparison
FII.PA's dividend yield for the trailing twelve months is around 0.71%, more than EXENS.PA's 0.48% yield.
Financials
FII.PA vs. EXENS.PA - Financials Comparison
This section allows you to compare key financial metrics between Lisi S.A and Exosens. 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
Frequently Asked Questions
FII.PA and EXENS.PA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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