GLE.PA vs. ACA.PA
Compare and contrast key facts about Société Générale Société anonyme (GLE.PA) and Crédit Agricole S.A. (ACA.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLE.PA or ACA.PA.
Key characteristics
| GLE.PA | ACA.PA | |
|---|---|---|
| YTD Return | 12.80% | 9.21% |
| 1Y Return | 21.80% | 20.05% |
| 3Y Return (Ann) | 1.54% | 9.71% |
| 5Y Return (Ann) | 2.25% | 7.33% |
| 10Y Return (Ann) | 1.47% | 8.17% |
| Sharpe Ratio | 0.72 | 1.03 |
| Sortino Ratio | 1.11 | 1.32 |
| Omega Ratio | 1.16 | 1.21 |
| Calmar Ratio | 0.27 | 0.83 |
| Martin Ratio | 1.62 | 2.99 |
| Ulcer Index | 12.27% | 6.33% |
| Daily Std Dev | 27.48% | 18.25% |
| Max Drawdown | -87.83% | -88.79% |
| Current Drawdown | -64.42% | -12.16% |
Fundamentals
| GLE.PA | ACA.PA | |
|---|---|---|
| Market Cap | €21.06B | €39.68B |
| EPS | €2.89 | €2.00 |
| PE Ratio | 9.15 | 6.56 |
| PEG Ratio | 0.33 | 4.06 |
| Total Revenue (TTM) | €80.80B | €108.73B |
| Gross Profit (TTM) | €45.27B | €62.78B |
| EBITDA (TTM) | €1.63B | -€1.55B |
Correlation
The correlation between GLE.PA and ACA.PA is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GLE.PA vs. ACA.PA - Performance Comparison
In the year-to-date period, GLE.PA achieves a 12.80% return, which is significantly higher than ACA.PA's 9.21% return. Over the past 10 years, GLE.PA has underperformed ACA.PA with an annualized return of 1.47%, while ACA.PA has yielded a comparatively higher 8.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GLE.PA vs. ACA.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Société Générale Société anonyme (GLE.PA) and Crédit Agricole S.A. (ACA.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.
Dividends
GLE.PA vs. ACA.PA - Dividend Comparison
GLE.PA's dividend yield for the trailing twelve months is around 3.43%, less than ACA.PA's 8.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLE.PA Société Générale Société anonyme | 3.43% | 7.08% | 7.03% | 1.82% | 0.00% | 7.09% | 7.91% | 5.11% | 4.28% | 2.82% | 2.86% | 1.07% |
ACA.PA Crédit Agricole S.A. | 8.01% | 8.17% | 10.68% | 6.37% | 0.00% | 5.34% | 6.68% | 4.35% | 5.09% | 3.22% | 3.25% | 0.00% |
Drawdowns
GLE.PA vs. ACA.PA - Drawdown Comparison
The maximum GLE.PA drawdown since its inception was -87.83%, roughly equal to the maximum ACA.PA drawdown of -88.79%. Use the drawdown chart below to compare losses from any high point for GLE.PA and ACA.PA. For additional features, visit the drawdowns tool.
Volatility
GLE.PA vs. ACA.PA - Volatility Comparison
Société Générale Société anonyme (GLE.PA) has a higher volatility of 12.57% compared to Crédit Agricole S.A. (ACA.PA) at 7.39%. This indicates that GLE.PA's price experiences larger fluctuations and is considered to be riskier than ACA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GLE.PA vs. ACA.PA - Financials Comparison
This section allows you to compare key financial metrics between Société Générale Société anonyme and Crédit Agricole S.A.. 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