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HO.PA vs. THLLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HO.PA and THLLY is 0.25, 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.


Performance

HO.PA vs. THLLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thales S.A. (HO.PA) and Thales SA ADR (THLLY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HO.PA:

1.96

THLLY:

1.92

Sortino Ratio

HO.PA:

2.77

THLLY:

2.82

Omega Ratio

HO.PA:

1.36

THLLY:

1.39

Calmar Ratio

HO.PA:

3.02

THLLY:

2.95

Martin Ratio

HO.PA:

5.19

THLLY:

5.69

Ulcer Index

HO.PA:

11.97%

THLLY:

12.54%

Daily Std Dev

HO.PA:

32.92%

THLLY:

39.01%

Max Drawdown

HO.PA:

-66.14%

THLLY:

-52.86%

Current Drawdown

HO.PA:

-2.02%

THLLY:

-1.63%

Fundamentals

Market Cap

HO.PA:

€54.83B

THLLY:

$63.32B

EPS

HO.PA:

€4.90

THLLY:

$1.12

PE Ratio

HO.PA:

54.47

THLLY:

55.04

PEG Ratio

HO.PA:

2.48

THLLY:

2.43

PS Ratio

HO.PA:

2.66

THLLY:

3.08

PB Ratio

HO.PA:

7.45

THLLY:

7.30

Total Revenue (TTM)

HO.PA:

€20.58B

THLLY:

$9.49B

Gross Profit (TTM)

HO.PA:

€5.37B

THLLY:

$2.51B

EBITDA (TTM)

HO.PA:

€2.37B

THLLY:

$1.19B

Returns By Period

In the year-to-date period, HO.PA achieves a 94.69% return, which is significantly lower than THLLY's 114.68% return.


HO.PA

YTD

94.69%

1M

12.62%

6M

89.84%

1Y

65.54%

3Y*

34.56%

5Y*

33.99%

10Y*

18.92%

THLLY

YTD

114.68%

1M

11.84%

6M

109.09%

1Y

74.15%

3Y*

36.70%

5Y*

34.63%

10Y*

N/A

*Annualized

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Thales S.A.

Thales SA ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HO.PA vs. THLLY — Risk-Adjusted Performance Rank

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

HO.PA
The Risk-Adjusted Performance Rank of HO.PA is 9292
Overall Rank
The Sharpe Ratio Rank of HO.PA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of HO.PA is 9393
Sortino Ratio Rank
The Omega Ratio Rank of HO.PA is 9292
Omega Ratio Rank
The Calmar Ratio Rank of HO.PA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of HO.PA is 8686
Martin Ratio Rank

THLLY
The Risk-Adjusted Performance Rank of THLLY is 9393
Overall Rank
The Sharpe Ratio Rank of THLLY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of THLLY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of THLLY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of THLLY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of THLLY is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HO.PA vs. THLLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thales S.A. (HO.PA) and Thales SA ADR (THLLY). 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.


The current HO.PA Sharpe Ratio is 1.96, which is comparable to the THLLY Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of HO.PA and THLLY, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HO.PA vs. THLLY - Dividend Comparison

HO.PA's dividend yield for the trailing twelve months is around 1.39%, more than THLLY's 1.33% yield.


TTM20242023202220212020201920182017201620152014
HO.PA
Thales S.A.
1.39%2.49%2.27%2.23%2.62%0.53%2.36%1.76%1.84%1.53%1.64%2.64%
THLLY
Thales SA ADR
1.33%2.59%2.21%2.23%2.70%3.01%2.30%1.76%0.00%0.00%0.00%0.00%

Drawdowns

HO.PA vs. THLLY - Drawdown Comparison

The maximum HO.PA drawdown since its inception was -66.14%, which is greater than THLLY's maximum drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for HO.PA and THLLY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HO.PA vs. THLLY - Volatility Comparison

The current volatility for Thales S.A. (HO.PA) is 8.14%, while Thales SA ADR (THLLY) has a volatility of 9.79%. This indicates that HO.PA experiences smaller price fluctuations and is considered to be less risky than THLLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

HO.PA vs. THLLY - Financials Comparison

This section allows you to compare key financial metrics between Thales S.A. and Thales SA ADR. 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


4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
11.08B
9.49B
(HO.PA) Total Revenue
(THLLY) Total Revenue
Please note, different currencies. HO.PA values in EUR, THLLY values in USD