IDR.MC vs. EXENS.PA
IDR.MC (Indra A) and EXENS.PA (Exosens) are both stocks. IDR.MC operates in Information Technology Services (Technology), while EXENS.PA operates in Electrical Equipment & Parts (Industrials). Over the past year, IDR.MC returned 49.05% vs 37.66% for EXENS.PA. At a 0.43 correlation, their price movements are largely independent.
Performance
IDR.MC vs. EXENS.PA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDR.MC achieves a 10.47% return, which is significantly lower than EXENS.PA's 28.14% return.
IDR.MC
- 1D
- -0.63%
- 1M
- 7.37%
- YTD
- 10.47%
- 6M
- 13.60%
- 1Y
- 49.05%
- 3Y*
- 68.56%
- 5Y*
- 51.38%
- 10Y*
- 19.11%
EXENS.PA
- 1D
- -2.52%
- 1M
- -4.92%
- YTD
- 28.14%
- 6M
- 40.62%
- 1Y
- 37.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDR.MC vs. EXENS.PA - Yearly Performance Comparison
Correlation
The correlation between IDR.MC and EXENS.PA is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2024 | 0.43 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDR.MC vs. EXENS.PA — Risk / Return Rank
IDR.MC
EXENS.PA
IDR.MC vs. EXENS.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indra A (IDR.MC) and Exosens (EXENS.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.
| IDR.MC | EXENS.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.79 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.37 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.66 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.05 | 3.74 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDR.MC | EXENS.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.79 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.40 | -1.04 |
Drawdowns
IDR.MC vs. EXENS.PA - Drawdown Comparison
The maximum IDR.MC drawdown since its inception was -68.69%, which is greater than EXENS.PA's maximum drawdown of -25.04%. Use the drawdown chart below to compare losses from any high point for IDR.MC and EXENS.PA.
Loading charts...
Drawdown Indicators
| IDR.MC | EXENS.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.69% | -25.04% | -43.65% |
Max Drawdown (1Y)Largest decline over 1 year | -30.23% | -22.36% | -7.87% |
Max Drawdown (3Y)Largest decline over 3 years | -30.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.01% | — | — |
Current DrawdownCurrent decline from peak | -16.87% | -14.84% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -28.34% | -8.33% | -20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.00% | 9.70% | +2.30% |
Volatility
IDR.MC vs. EXENS.PA - Volatility Comparison
The current volatility for Indra A (IDR.MC) is 11.20%, while Exosens (EXENS.PA) has a volatility of 14.73%. This indicates that IDR.MC experiences smaller price fluctuations and is considered to be less risky than EXENS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDR.MC | EXENS.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.20% | 14.73% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 39.68% | 34.96% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.34% | 47.20% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.17% | 47.12% | -11.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.50% | 47.12% | -12.62% |
Dividends
IDR.MC vs. EXENS.PA - Dividend Comparison
IDR.MC's dividend yield for the trailing twelve months is around 0.47%, less than EXENS.PA's 0.49% yield.
Financials
IDR.MC vs. EXENS.PA - Financials Comparison
This section allows you to compare key financial metrics between Indra A and Exosens. 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
IDR.MC and EXENS.PA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IDR.MC and EXENS.PA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer