IDR.MC vs. FII.PA
IDR.MC (Indra A) and FII.PA (Lisi S.A) are both stocks. IDR.MC operates in Information Technology Services (Technology), while FII.PA operates in Aerospace & Defense (Industrials). Over the past 10 years, IDR.MC returned 19.36%/yr vs 11.89%/yr for FII.PA. At a 0.16 correlation, their price movements are largely independent.
Performance
IDR.MC vs. FII.PA - Performance Comparison
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Returns By Period
In the year-to-date period, IDR.MC achieves a 12.07% return, which is significantly lower than FII.PA's 22.95% return. Over the past 10 years, IDR.MC has outperformed FII.PA with an annualized return of 19.36%, while FII.PA has yielded a comparatively lower 11.89% annualized return.
IDR.MC
- 1D
- 1.45%
- 1M
- 7.72%
- YTD
- 12.07%
- 6M
- 11.80%
- 1Y
- 56.31%
- 3Y*
- 69.82%
- 5Y*
- 51.82%
- 10Y*
- 19.36%
FII.PA
- 1D
- 0.93%
- 1M
- -0.92%
- YTD
- 22.95%
- 6M
- 28.27%
- 1Y
- 97.54%
- 3Y*
- 39.23%
- 5Y*
- 18.66%
- 10Y*
- 11.89%
IDR.MC vs. FII.PA - Yearly Performance Comparison
Correlation
The correlation between IDR.MC and FII.PA is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 1997 | 0.16 |
The correlation between IDR.MC and FII.PA shifts across timeframes, from 0.16 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDR.MC vs. FII.PA — Risk / Return Rank
IDR.MC
FII.PA
IDR.MC vs. FII.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indra A (IDR.MC) and Lisi S.A (FII.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 | FII.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 4.02 | -2.15 |
| Martin ratioReturn relative to average drawdown | 4.74 | 11.98 | -7.25 |
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
| IDR.MC | FII.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 2.25 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.45 | 0.54 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.30 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.43 | -0.07 |
Drawdowns
IDR.MC vs. FII.PA - Drawdown Comparison
The maximum IDR.MC drawdown since its inception was -68.69%, smaller than the maximum FII.PA drawdown of -78.16%. Use the drawdown chart below to compare losses from any high point for IDR.MC and FII.PA.
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Drawdown Indicators
| IDR.MC | FII.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.69% | -78.16% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -30.23% | -22.99% | -7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -30.23% | -28.50% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -30.68% | -41.75% | +11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -63.01% | -70.02% | +7.01% |
Current DrawdownCurrent decline from peak | -15.66% | -7.03% | -8.63% |
Average DrawdownAverage peak-to-trough decline | -28.34% | -30.28% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.04% | 7.68% | +4.36% |
Volatility
IDR.MC vs. FII.PA - Volatility Comparison
Indra A (IDR.MC) has a higher volatility of 10.99% compared to Lisi S.A (FII.PA) at 8.46%. This indicates that IDR.MC's price experiences larger fluctuations and is considered to be riskier than FII.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDR.MC | FII.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.99% | 8.46% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 39.66% | 29.56% | +10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.25% | 41.17% | +7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.17% | 34.03% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.50% | 38.47% | -3.97% |
Dividends
IDR.MC vs. FII.PA - Dividend Comparison
IDR.MC's dividend yield for the trailing twelve months is around 0.46%, less than FII.PA's 0.71% yield.
Financials
IDR.MC vs. FII.PA - Financials Comparison
This section allows you to compare key financial metrics between Indra A and Lisi 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
Frequently Asked Questions
IDR.MC and FII.PA have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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