FR.PA vs. 1FRVIA.MI
FR.PA (Valeo SA) and 1FRVIA.MI (Forvia SE) are both stocks. Both operate in the Auto Parts industry within the Consumer Cyclical sector. Over the past 5 years, FR.PA returned -8.42%/yr vs -22.98%/yr for 1FRVIA.MI. A 0.76 correlation means they provide meaningful diversification when combined.
Performance
FR.PA vs. 1FRVIA.MI - Performance Comparison
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Returns By Period
In the year-to-date period, FR.PA achieves a 38.36% return, which is significantly higher than 1FRVIA.MI's -18.91% return.
FR.PA
- 1D
- -6.49%
- 1M
- 50.66%
- YTD
- 38.36%
- 6M
- 41.77%
- 1Y
- 82.85%
- 3Y*
- -3.02%
- 5Y*
- -8.42%
- 10Y*
- -7.63%
1FRVIA.MI
- 1D
- -3.27%
- 1M
- 11.52%
- YTD
- -18.91%
- 6M
- -12.00%
- 1Y
- 40.63%
- 3Y*
- -18.48%
- 5Y*
- -22.98%
- 10Y*
- —
FR.PA vs. 1FRVIA.MI - Yearly Performance Comparison
Correlation
The correlation between FR.PA and 1FRVIA.MI is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2021 | 0.76 |
The correlation between FR.PA and 1FRVIA.MI has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
FR.PA vs. 1FRVIA.MI — Risk / Return Rank
FR.PA
1FRVIA.MI
FR.PA vs. 1FRVIA.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valeo SA (FR.PA) and Forvia SE (1FRVIA.MI). 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.
| FR.PA | 1FRVIA.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 1.04 | +1.94 |
| Martin ratioReturn relative to average drawdown | 7.89 | 2.46 | +5.43 |
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
| FR.PA | 1FRVIA.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 0.92 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.43 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | -0.41 | +0.56 |
Drawdowns
FR.PA vs. 1FRVIA.MI - Drawdown Comparison
The maximum FR.PA drawdown since its inception was -88.08%, roughly equal to the maximum 1FRVIA.MI drawdown of -88.01%. Use the drawdown chart below to compare losses from any high point for FR.PA and 1FRVIA.MI.
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Drawdown Indicators
| FR.PA | 1FRVIA.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.08% | -88.01% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -27.41% | -39.24% | +11.83% |
Max Drawdown (3Y)Largest decline over 3 years | -67.64% | -78.20% | +10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -75.12% | -87.58% | +12.46% |
Max Drawdown (10Y)Largest decline over 10 years | -87.87% | — | — |
Current DrawdownCurrent decline from peak | -69.93% | -74.72% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -41.75% | -58.35% | +16.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 16.50% | -6.11% |
Volatility
FR.PA vs. 1FRVIA.MI - Volatility Comparison
Valeo SA (FR.PA) has a higher volatility of 21.67% compared to Forvia SE (1FRVIA.MI) at 11.32%. This indicates that FR.PA's price experiences larger fluctuations and is considered to be riskier than 1FRVIA.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FR.PA | 1FRVIA.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.67% | 11.32% | +10.35% |
Volatility (6M)Calculated over the trailing 6-month period | 36.45% | 29.43% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.28% | 44.44% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.83% | 53.13% | -7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.28% | 52.71% | -8.43% |
Dividends
FR.PA vs. 1FRVIA.MI - Dividend Comparison
FR.PA's dividend yield for the trailing twelve months is around 2.83%, while 1FRVIA.MI has not paid dividends to shareholders.
Financials
FR.PA vs. 1FRVIA.MI - Financials Comparison
This section allows you to compare key financial metrics between Valeo SA and Forvia 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FR.PA and 1FRVIA.MI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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