GLE.PA vs. EN.PA
GLE.PA (Société Générale Société anonyme) and EN.PA (Bouygues SA) are both stocks. GLE.PA operates in Banks - Regional (Financial Services), while EN.PA operates in Engineering & Construction (Industrials). Over the past 10 years, GLE.PA returned 11.86%/yr vs 10.96%/yr for EN.PA. At a 0.46 correlation, their price movements are largely independent.
Performance
GLE.PA vs. EN.PA - Performance Comparison
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Returns By Period
In the year-to-date period, GLE.PA achieves a 3.60% return, which is significantly lower than EN.PA's 16.60% return. Over the past 10 years, GLE.PA has outperformed EN.PA with an annualized return of 11.86%, while EN.PA has yielded a comparatively lower 10.96% annualized return.
GLE.PA
- 1D
- -0.43%
- 1M
- 8.33%
- YTD
- 3.60%
- 6M
- 17.64%
- 1Y
- 48.98%
- 3Y*
- 49.92%
- 5Y*
- 27.04%
- 10Y*
- 11.86%
EN.PA
- 1D
- 0.40%
- 1M
- 0.36%
- YTD
- 16.60%
- 6M
- 20.13%
- 1Y
- 34.95%
- 3Y*
- 23.63%
- 5Y*
- 14.05%
- 10Y*
- 10.96%
GLE.PA vs. EN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLE.PA Société Générale Société anonyme | 3.60% | 161.84% | 16.91% | 10.23% | -16.88% | 81.25% | -45.12% | 22.41% | -31.53% | -3.58% |
EN.PA Bouygues SA | 16.60% | 63.79% | -11.77% | 28.77% | -5.69% | -1.78% | -6.45% | 27.02% | -24.60% | 32.65% |
Correlation
The correlation between GLE.PA and EN.PA is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 1991 | 0.46 |
The correlation between GLE.PA and EN.PA has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
GLE.PA vs. EN.PA — Risk / Return Rank
GLE.PA
EN.PA
GLE.PA vs. EN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Société Générale Société anonyme (GLE.PA) and Bouygues SA (EN.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.
| GLE.PA | EN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.65 | -1.28 |
| Martin ratioReturn relative to average drawdown | 6.83 | 9.45 | -2.62 |
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
| GLE.PA | EN.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.54 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.70 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.43 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.30 | -0.08 |
Drawdowns
GLE.PA vs. EN.PA - Drawdown Comparison
The maximum GLE.PA drawdown since its inception was -87.53%, which is greater than EN.PA's maximum drawdown of -81.68%. Use the drawdown chart below to compare losses from any high point for GLE.PA and EN.PA.
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Drawdown Indicators
| GLE.PA | EN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.53% | -81.68% | -5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -20.39% | -9.45% | -10.94% |
Max Drawdown (3Y)Largest decline over 3 years | -26.60% | -23.98% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -45.81% | -24.21% | -21.60% |
Max Drawdown (10Y)Largest decline over 10 years | -74.78% | -44.57% | -30.21% |
Current DrawdownCurrent decline from peak | -7.06% | -6.40% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -40.99% | -32.30% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.11% | 3.66% | +3.45% |
Volatility
GLE.PA vs. EN.PA - Volatility Comparison
Société Générale Société anonyme (GLE.PA) has a higher volatility of 10.02% compared to Bouygues SA (EN.PA) at 7.72%. This indicates that GLE.PA's price experiences larger fluctuations and is considered to be riskier than EN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLE.PA | EN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.02% | 7.72% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 26.99% | 15.72% | +11.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 22.40% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.45% | 19.84% | +14.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.19% | 25.38% | +11.81% |
Dividends
GLE.PA vs. EN.PA - Dividend Comparison
GLE.PA's dividend yield for the trailing twelve months is around 2.29%, less than EN.PA's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EN.PA Bouygues SA | 4.23% | 4.51% | 6.66% | 5.28% | 6.42% | 5.40% | 5.05% | 4.49% | 5.42% | 3.69% | 4.70% | 4.38% |
GLE.PA Société Générale Société anonyme | 2.29% | 2.47% | 3.31% | 7.08% | 7.03% | 1.82% | 0.00% | 7.09% | 7.91% | 5.11% | 4.28% | 2.82% |
Financials
GLE.PA vs. EN.PA - Financials Comparison
This section allows you to compare key financial metrics between Société Générale Société anonyme and Bouygues 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
GLE.PA and EN.PA have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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