FUTR.L vs. FR.PA
FUTR.L (Future plc) and FR.PA (Valeo SA) are both stocks. FUTR.L operates in Publishing (Communication Services), while FR.PA operates in Auto Parts (Consumer Cyclical). Over the past 10 years, FUTR.L returned 11.20%/yr vs -6.06%/yr for FR.PA. At a 0.13 correlation, their price movements are largely independent.
Performance
FUTR.L vs. FR.PA - Performance Comparison
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Different Trading Currencies
FUTR.L is traded in GBp, while FR.PA is traded in EUR. To make them comparable, the FR.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 FR.PA's 46.74% return. Over the past 10 years, FUTR.L has outperformed FR.PA with an annualized return of 11.20%, while FR.PA has yielded a comparatively lower -6.06% 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%
FR.PA
- 1D
- 18.40%
- 1M
- 65.33%
- YTD
- 46.74%
- 6M
- 51.36%
- 1Y
- 97.05%
- 3Y*
- -0.33%
- 5Y*
- -7.07%
- 10Y*
- -6.06%
FUTR.L vs. FR.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUTR.L Future plc | -41.80% | -42.99% | 17.05% | -37.07% | -66.89% | 120.57% | 19.95% | 203.66% | 30.67% | 108.48% |
FR.PA Valeo SA | 46.74% | 38.08% | -33.85% | -16.70% | -32.75% | -21.68% | 9.55% | 22.11% | -57.67% | 21.25% |
Correlation
The correlation between FUTR.L and FR.PA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.13 |
The correlation between FUTR.L and FR.PA shifts across timeframes, from 0.13 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FUTR.L vs. FR.PA — Risk / Return Rank
FUTR.L
FR.PA
FUTR.L vs. FR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Future plc (FUTR.L) and Valeo SA (FR.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.L | FR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.73 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.36 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.40 | -4.26 |
| Martin ratioReturn relative to average drawdown | -1.64 | 9.01 | -10.65 |
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
| FUTR.L | FR.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 2.04 | -3.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.72 | -0.15 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | -0.14 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.13 | -0.28 |
Drawdowns
FUTR.L vs. FR.PA - Drawdown Comparison
The maximum FUTR.L drawdown since its inception was -98.91%, which is greater than FR.PA's maximum drawdown of -88.26%. Use the drawdown chart below to compare losses from any high point for FUTR.L and FR.PA.
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Drawdown Indicators
| FUTR.L | FR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.91% | -88.26% | -10.65% |
Max Drawdown (1Y)Largest decline over 1 year | -63.65% | -28.10% | -35.55% |
Max Drawdown (3Y)Largest decline over 3 years | -75.10% | -67.79% | -7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -92.65% | -74.77% | -17.88% |
Max Drawdown (10Y)Largest decline over 10 years | -92.65% | -88.26% | -4.39% |
Current DrawdownCurrent decline from peak | -95.48% | -68.47% | -27.01% |
Average DrawdownAverage peak-to-trough decline | -86.12% | -37.92% | -48.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.41% | 10.66% | +22.75% |
Volatility
FUTR.L vs. FR.PA - Volatility Comparison
Future plc (FUTR.L) has a higher volatility of 21.73% compared to Valeo SA (FR.PA) at 20.32%. This indicates that FUTR.L's price experiences larger fluctuations and is considered to be riskier than FR.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.L | FR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.73% | 20.32% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 43.25% | 35.79% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.81% | 46.77% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.48% | 45.76% | +4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.88% | 43.74% | +9.14% |
Dividends
FUTR.L vs. FR.PA - Dividend Comparison
FUTR.L's dividend yield for the trailing twelve months is around 5.74%, more than FR.PA's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR.PA Valeo SA | 2.64% | 3.61% | 4.30% | 2.73% | 2.10% | 1.13% | 0.62% | 3.98% | 4.90% | 2.01% | 1.83% | 1.54% |
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. FR.PA - Financials Comparison
This section allows you to compare key financial metrics between Future plc and Valeo 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FUTR.L and FR.PA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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