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FIX vs. SCR.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIX vs. SCR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and SCOR SE (SCR.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FIX achieves a 101.37% return, which is significantly higher than SCR.PA's 13.13% return. Over the past 10 years, FIX has outperformed SCR.PA with an annualized return of 51.27%, while SCR.PA has yielded a comparatively lower 7.32% annualized return.


FIX

1D
1.85%
1M
-8.03%
YTD
101.37%
6M
94.15%
1Y
281.93%
3Y*
128.82%
5Y*
86.97%
10Y*
51.27%

SCR.PA

1D
0.22%
1M
-2.39%
YTD
13.13%
6M
19.95%
1Y
17.08%
3Y*
17.81%
5Y*
9.03%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIX vs. SCR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIX
Comfort Systems USA, Inc.
101.37%120.86%106.89%79.62%16.98%88.98%6.73%15.07%0.73%32.13%
SCR.PA
SCOR SE
13.13%47.53%-10.68%34.54%-21.25%3.53%-23.15%-2.46%17.48%22.16%

Correlation

The correlation between FIX and SCR.PA is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

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

0.10

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.22

The correlation between FIX and SCR.PA shifts across timeframes, from 0.09 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIX vs. SCR.PA — Risk / Return Rank

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

FIX
FIX Risk / Return Rank: 9999
Overall Rank
FIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FIX Omega Ratio Rank: 9797
Omega Ratio Rank
FIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FIX Martin Ratio Rank: 9999
Martin Ratio Rank

SCR.PA
SCR.PA Risk / Return Rank: 6161
Overall Rank
SCR.PA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCR.PA Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCR.PA Omega Ratio Rank: 6060
Omega Ratio Rank
SCR.PA Calmar Ratio Rank: 6262
Calmar Ratio Rank
SCR.PA Martin Ratio Rank: 6262
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.

FIX vs. SCR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) and SCOR SE (SCR.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.

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.


FIXSCR.PADifference
Sharpe ratioReturn per unit of total volatility

+4.50

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.66

1.14

+0.52

Calmar ratioReturn relative to maximum drawdown

17.58

0.81

+16.77

Martin ratioReturn relative to average drawdown

59.47

2.06

+57.41

FIX vs. SCR.PA - Sharpe Ratio Comparison

The current FIX Sharpe Ratio is 5.13, which is higher than the SCR.PA Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FIX and SCR.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIX vs. SCR.PA - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than SCR.PA's maximum drawdown of -67.14%. Use the drawdown chart below to compare losses from any high point for FIX and SCR.PA.


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Drawdown Indicators


FIXSCR.PADifference

Max Drawdown

Largest peak-to-trough decline

-93.36%

-67.14%

-26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.78%

-20.00%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-46.05%

-43.62%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-46.05%

-59.54%

+13.49%

Max Drawdown (10Y)

Largest decline over 10 years

-49.68%

-67.14%

+17.46%

Current Drawdown

Current decline from peak

-8.03%

-6.26%

-1.77%

Average Drawdown

Average peak-to-trough decline

-38.06%

-16.63%

-21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

7.93%

-3.27%

Volatility

FIX vs. SCR.PA - Volatility Comparison

Comfort Systems USA, Inc. (FIX) has a higher volatility of 15.34% compared to SCOR SE (SCR.PA) at 6.21%. This indicates that FIX's price experiences larger fluctuations and is considered to be riskier than SCR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIXSCR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

6.21%

+9.13%

Volatility (6M)

Calculated over the trailing 6-month period

38.30%

17.29%

+21.01%

Volatility (1Y)

Calculated over the trailing 1-year period

54.05%

25.73%

+28.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.66%

35.38%

+9.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.44%

34.73%

+7.71%

Dividends

FIX vs. SCR.PA - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.14%, less than SCR.PA's 6.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FIX
Comfort Systems USA, Inc.
0.14%0.21%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%
SCR.PA
SCOR SE
6.12%6.26%7.61%5.29%8.38%6.56%0.00%4.68%4.19%4.92%4.57%4.06%

Financials

FIX vs. SCR.PA - Financials Comparison

This section allows you to compare key financial metrics between Comfort Systems USA, Inc. and SCOR SE. 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


Please note, different currencies. FIX values in USD, SCR.PA values in EUR

Frequently Asked Questions


FIX and SCR.PA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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