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HO.PA vs. THLLY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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HO.PA vs. THLLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HO.PA
Thales S.A.
9.70%68.36%5.76%14.78%63.17%2.31%-18.62%-7.22%-7.06%
THLLY
Thales SA ADR
10.55%69.31%5.36%14.81%60.64%3.52%-19.64%-81.61%-7.31%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, HO.PA achieves a 9.70% return, which is significantly lower than THLLY's 10.55% return.


HO.PA

1D
2.44%
1M
-1.10%
YTD
9.70%
6M
-5.03%
1Y
4.27%
3Y*
25.18%
5Y*
26.28%
10Y*
14.83%

THLLY

1D
4.36%
1M
-1.39%
YTD
10.55%
6M
-4.78%
1Y
4.70%
3Y*
25.63%
5Y*
26.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HO.PA vs. THLLY — Risk / Return Rank

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

HO.PA
HO.PA Risk / Return Rank: 4343
Overall Rank
HO.PA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HO.PA Sortino Ratio Rank: 4040
Sortino Ratio Rank
HO.PA Omega Ratio Rank: 3939
Omega Ratio Rank
HO.PA Calmar Ratio Rank: 4444
Calmar Ratio Rank
HO.PA Martin Ratio Rank: 4343
Martin Ratio Rank

THLLY
THLLY Risk / Return Rank: 5252
Overall Rank
THLLY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
THLLY Sortino Ratio Rank: 4848
Sortino Ratio Rank
THLLY Omega Ratio Rank: 4646
Omega Ratio Rank
THLLY Calmar Ratio Rank: 5656
Calmar Ratio Rank
THLLY Martin Ratio Rank: 5656
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.

HO.PA vs. THLLY - Risk-Adjusted Trends 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.


HO.PATHLLYDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.14

-0.01

Sortino ratio

Return per unit of downside risk

0.41

0.43

-0.02

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.07

0.28

-0.20

Martin ratio

Return relative to average drawdown

0.14

0.54

-0.40

HO.PA vs. THLLY - Sharpe Ratio Comparison

The current HO.PA Sharpe Ratio is 0.13, which is comparable to the THLLY Sharpe Ratio of 0.14. 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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Sharpe Ratios by Period


HO.PATHLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.14

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.88

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.20

+0.51

Correlation

The correlation between HO.PA and THLLY is 0.81, 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.


Dividends

HO.PA vs. THLLY - Dividend Comparison

HO.PA's dividend yield for the trailing twelve months is around 1.51%, more than THLLY's 1.45% yield.


TTM20252024202320222021202020192018201720162015
HO.PA
Thales S.A.
1.51%1.65%2.49%2.27%2.23%2.62%0.53%2.36%1.76%1.84%1.53%1.64%
THLLY
Thales SA ADR
1.45%1.58%2.57%2.24%2.24%2.68%0.52%0.63%0.48%0.00%0.00%0.00%

Drawdowns

HO.PA vs. THLLY - Drawdown Comparison

The maximum HO.PA drawdown since its inception was -66.14%, smaller than the maximum THLLY drawdown of -90.32%. Use the drawdown chart below to compare losses from any high point for HO.PA and THLLY.


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Drawdown Indicators


HO.PATHLLYDifference

Max Drawdown

Largest peak-to-trough decline

-66.14%

-90.72%

+24.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.60%

-21.08%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-26.79%

+4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-53.77%

Current Drawdown

Current decline from peak

-7.25%

-47.62%

+40.37%

Average Drawdown

Average peak-to-trough decline

-21.25%

-73.33%

+52.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.27%

10.03%

+0.24%

Volatility

HO.PA vs. THLLY - Volatility Comparison

The current volatility for Thales S.A. (HO.PA) is 10.75%, while Thales SA ADR (THLLY) has a volatility of 11.60%. 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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Volatility by Period


HO.PATHLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

11.60%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

22.67%

22.97%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

32.18%

32.70%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.65%

29.82%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

45.68%

-18.41%

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


Please note, different currencies. HO.PA values in EUR, THLLY values in USD