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FUTR.L vs. CA.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FUTR.L vs. CA.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Future plc (FUTR.L) and Carrefour SA (CA.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FUTR.L is traded in GBp, while CA.PA is traded in EUR. To make them comparable, the CA.PA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUTR.L achieves a -41.80% return, which is significantly lower than CA.PA's 17.76% return. Over the past 10 years, FUTR.L has outperformed CA.PA with an annualized return of 11.20%, while CA.PA has yielded a comparatively lower 0.67% annualized return.


FUTR.L

1D
-4.20%
1M
-10.83%
YTD
-41.80%
6M
-48.89%
1Y
-54.74%
3Y*
-25.09%
5Y*
-36.12%
10Y*
11.20%

CA.PA

1D
1.47%
1M
0.68%
YTD
17.76%
6M
23.58%
1Y
30.89%
3Y*
5.23%
5Y*
3.66%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTR.L vs. CA.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUTR.L
Future plc
-41.80%-42.99%17.05%-37.07%-66.89%120.57%19.95%203.66%30.67%108.48%
CA.PA
Carrefour SA
17.76%18.79%-16.43%7.26%4.91%11.12%0.71%-2.82%-13.94%-15.19%

Correlation

The correlation between FUTR.L and CA.PA is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.06

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

0.10

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.05

The correlation between FUTR.L and CA.PA shifts across timeframes, from -0.12 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FUTR.L vs. CA.PA — Risk / Return Rank

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

FUTR.L
FUTR.L Risk / Return Rank: 44
Overall Rank
FUTR.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FUTR.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FUTR.L Omega Ratio Rank: 33
Omega Ratio Rank
FUTR.L Calmar Ratio Rank: 88
Calmar Ratio Rank
FUTR.L Martin Ratio Rank: 33
Martin Ratio Rank

CA.PA
CA.PA Risk / Return Rank: 7676
Overall Rank
CA.PA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CA.PA Sortino Ratio Rank: 7070
Sortino Ratio Rank
CA.PA Omega Ratio Rank: 7373
Omega Ratio Rank
CA.PA Calmar Ratio Rank: 8181
Calmar Ratio Rank
CA.PA Martin Ratio Rank: 8282
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.

FUTR.L vs. CA.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Future plc (FUTR.L) and Carrefour SA (CA.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.


FUTR.LCA.PADifference
Sharpe ratioReturn per unit of total volatility

-2.57

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

0.76

1.28

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.86

3.37

-4.22

Martin ratioReturn relative to average drawdown

-1.64

8.60

-10.24

FUTR.L vs. CA.PA - Sharpe Ratio Comparison

The current FUTR.L Sharpe Ratio is -1.17, which is lower than the CA.PA Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FUTR.L and CA.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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Sharpe Ratios by Period


FUTR.LCA.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.17

1.40

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

0.15

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.03

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.03

-0.13

Drawdowns

FUTR.L vs. CA.PA - Drawdown Comparison

The maximum FUTR.L drawdown since its inception was -98.91%, which is greater than CA.PA's maximum drawdown of -64.55%. Use the drawdown chart below to compare losses from any high point for FUTR.L and CA.PA.


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Drawdown Indicators


FUTR.LCA.PADifference

Max Drawdown

Largest peak-to-trough decline

-98.91%

-64.55%

-34.36%

Max Drawdown (1Y)

Largest decline over 1 year

-63.65%

-9.05%

-54.60%

Max Drawdown (3Y)

Largest decline over 3 years

-75.10%

-31.20%

-43.90%

Max Drawdown (5Y)

Largest decline over 5 years

-92.65%

-35.21%

-57.44%

Max Drawdown (10Y)

Largest decline over 10 years

-92.65%

-45.40%

-47.25%

Current Drawdown

Current decline from peak

-95.48%

-22.96%

-72.52%

Average Drawdown

Average peak-to-trough decline

-86.12%

-33.28%

-52.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.41%

3.56%

+29.85%

Volatility

FUTR.L vs. CA.PA - Volatility Comparison

Future plc (FUTR.L) has a higher volatility of 21.73% compared to Carrefour SA (CA.PA) at 5.64%. This indicates that FUTR.L's price experiences larger fluctuations and is considered to be riskier than CA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUTR.LCA.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

21.73%

5.64%

+16.09%

Volatility (6M)

Calculated over the trailing 6-month period

43.25%

15.38%

+27.87%

Volatility (1Y)

Calculated over the trailing 1-year period

46.81%

21.74%

+25.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.48%

23.50%

+26.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.88%

25.54%

+27.34%

Dividends

FUTR.L vs. CA.PA - Dividend Comparison

FUTR.L's dividend yield for the trailing twelve months is around 5.74%, less than CA.PA's 6.09% yield.


PositionTTM20252024202320222021202020192018201720162015
CA.PA
Carrefour SA
6.09%8.08%6.34%3.38%3.32%2.98%1.64%3.08%3.09%3.88%3.06%2.55%
FUTR.L
Future plc
5.74%0.65%0.37%0.43%0.22%0.04%0.06%0.03%0.00%0.00%0.00%0.00%

Financials

FUTR.L vs. CA.PA - Financials Comparison

This section allows you to compare key financial metrics between Future plc and Carrefour 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


Please note, different currencies. FUTR.L values in GBp, CA.PA values in EUR

Frequently Asked Questions


FUTR.L and CA.PA have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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