FII.PA vs. IDR.MC
FII.PA (Lisi S.A) and IDR.MC (Indra A) are both stocks. FII.PA operates in Aerospace & Defense (Industrials), while IDR.MC operates in Information Technology Services (Technology). Over the past 10 years, FII.PA returned 11.89%/yr vs 19.36%/yr for IDR.MC. At a 0.16 correlation, their price movements are largely independent.
Performance
FII.PA vs. IDR.MC - 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 higher than IDR.MC's 12.07% return. Over the past 10 years, FII.PA has underperformed IDR.MC with an annualized return of 11.89%, while IDR.MC has yielded a comparatively higher 19.36% annualized 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%
IDR.MC
- 1D
- 1.45%
- 1M
- 3.94%
- YTD
- 12.07%
- 6M
- 15.21%
- 1Y
- 57.56%
- 3Y*
- 69.82%
- 5Y*
- 51.82%
- 10Y*
- 19.36%
FII.PA vs. IDR.MC - Yearly Performance Comparison
Correlation
The correlation between FII.PA and IDR.MC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 1997 | 0.16 |
The correlation between FII.PA and IDR.MC shifts across timeframes, from 0.16 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FII.PA vs. IDR.MC — Risk / Return Rank
FII.PA
IDR.MC
FII.PA vs. IDR.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lisi S.A (FII.PA) and Indra A (IDR.MC). 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 | IDR.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.24 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 1.88 | +2.15 |
| Martin ratioReturn relative to average drawdown | 11.98 | 4.74 | +7.25 |
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 | IDR.MC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.18 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.45 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.55 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.36 | +0.07 |
Drawdowns
FII.PA vs. IDR.MC - Drawdown Comparison
The maximum FII.PA drawdown since its inception was -78.16%, which is greater than IDR.MC's maximum drawdown of -68.69%. Use the drawdown chart below to compare losses from any high point for FII.PA and IDR.MC.
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Drawdown Indicators
| FII.PA | IDR.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.16% | -68.69% | -9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -30.23% | +7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -28.50% | -30.23% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -41.75% | -30.68% | -11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -70.02% | -63.01% | -7.01% |
Current DrawdownCurrent decline from peak | -7.03% | -15.66% | +8.63% |
Average DrawdownAverage peak-to-trough decline | -30.28% | -28.34% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 12.04% | -4.36% |
Volatility
FII.PA vs. IDR.MC - Volatility Comparison
The current volatility for Lisi S.A (FII.PA) is 8.46%, while Indra A (IDR.MC) has a volatility of 10.99%. This indicates that FII.PA experiences smaller price fluctuations and is considered to be less risky than IDR.MC 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 | IDR.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 10.99% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 29.56% | 39.66% | -10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.17% | 48.25% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.03% | 35.17% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.47% | 34.50% | +3.97% |
Dividends
FII.PA vs. IDR.MC - Dividend Comparison
FII.PA's dividend yield for the trailing twelve months is around 0.71%, more than IDR.MC's 0.46% yield.
Financials
FII.PA vs. IDR.MC - Financials Comparison
This section allows you to compare key financial metrics between Lisi S.A and Indra 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FII.PA and IDR.MC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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