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GLE.PA vs. AAPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

GLE.PA vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Société Générale Société anonyme (GLE.PA) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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GLE.PA vs. AAPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLE.PA
Société Générale Société anonyme
-4.02%161.84%16.91%10.23%-16.88%81.25%-45.12%22.41%-31.53%-3.58%
AAPL
Apple Inc
-4.43%-3.89%39.33%44.54%-21.84%44.72%67.28%93.23%-0.95%30.22%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLE.PA achieves a -4.02% return, which is significantly higher than AAPL's -5.08% return. Over the past 10 years, GLE.PA has underperformed AAPL with an annualized return of 12.68%, while AAPL has yielded a comparatively higher 25.94% annualized return.


GLE.PA

1D
6.80%
1M
-7.41%
YTD
-4.02%
6M
17.40%
1Y
64.78%
3Y*
54.09%
5Y*
29.64%
10Y*
12.68%

AAPL

1D
0.00%
1M
-3.08%
YTD
-5.08%
6M
1.00%
1Y
6.61%
3Y*
13.55%
5Y*
16.63%
10Y*
25.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GLE.PA vs. AAPL — Risk / Return Rank

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

GLE.PA
GLE.PA Risk / Return Rank: 8888
Overall Rank
GLE.PA Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLE.PA Sortino Ratio Rank: 8282
Sortino Ratio Rank
GLE.PA Omega Ratio Rank: 8080
Omega Ratio Rank
GLE.PA Calmar Ratio Rank: 9393
Calmar Ratio Rank
GLE.PA Martin Ratio Rank: 9595
Martin Ratio Rank

AAPL
AAPL Risk / Return Rank: 5656
Overall Rank
AAPL Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 5353
Sortino Ratio Rank
AAPL Omega Ratio Rank: 5454
Omega Ratio Rank
AAPL Calmar Ratio Rank: 5757
Calmar Ratio Rank
AAPL Martin Ratio Rank: 6161
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.

GLE.PA vs. AAPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Société Générale Société anonyme (GLE.PA) and Apple Inc (AAPL). 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.


GLE.PAAAPLDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.20

+1.60

Sortino ratio

Return per unit of downside risk

2.27

0.53

+1.74

Omega ratio

Gain probability vs. loss probability

1.30

1.08

+0.22

Calmar ratio

Return relative to maximum drawdown

4.79

0.31

+4.48

Martin ratio

Return relative to average drawdown

16.39

0.75

+15.64

GLE.PA vs. AAPL - Sharpe Ratio Comparison

The current GLE.PA Sharpe Ratio is 1.79, which is higher than the AAPL Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of GLE.PA and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLE.PAAAPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.20

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.61

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.89

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.83

-0.62

Correlation

The correlation between GLE.PA and AAPL is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLE.PA vs. AAPL - Dividend Comparison

GLE.PA's dividend yield for the trailing twelve months is around 2.58%, more than AAPL's 0.41% yield.


TTM20252024202320222021202020192018201720162015
GLE.PA
Société Générale Société anonyme
2.58%2.47%3.31%7.08%7.03%1.82%0.00%7.09%7.91%5.11%4.28%2.82%
AAPL
Apple Inc
0.41%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%

Drawdowns

GLE.PA vs. AAPL - Drawdown Comparison

The maximum GLE.PA drawdown since its inception was -87.53%, which is greater than AAPL's maximum drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for GLE.PA and AAPL.


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Drawdown Indicators


GLE.PAAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-87.53%

-81.80%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-22.99%

+2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-45.81%

-33.36%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-74.78%

-38.52%

-36.26%

Current Drawdown

Current decline from peak

-13.89%

-10.59%

-3.30%

Average Drawdown

Average peak-to-trough decline

-41.14%

-29.71%

-11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

7.41%

-1.45%

Volatility

GLE.PA vs. AAPL - Volatility Comparison

Société Générale Société anonyme (GLE.PA) has a higher volatility of 15.07% compared to Apple Inc (AAPL) at 4.43%. This indicates that GLE.PA's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLE.PAAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.07%

4.43%

+10.64%

Volatility (6M)

Calculated over the trailing 6-month period

25.04%

15.53%

+9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

35.58%

33.40%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.07%

27.21%

+6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.14%

29.31%

+7.83%

Financials

GLE.PA vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Société Générale Société anonyme and Apple Inc. 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. GLE.PA values in EUR, AAPL values in USD