ISP.MI vs. VIV.PA
Compare and contrast key facts about Intesa Sanpaolo SpA (ISP.MI) and Vivendi SE (VIV.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISP.MI or VIV.PA.
Key characteristics
| ISP.MI | VIV.PA | |
|---|---|---|
| YTD Return | 56.57% | -0.79% |
| 1Y Return | 70.57% | 12.05% |
| 3Y Return (Ann) | 26.27% | -3.16% |
| 5Y Return (Ann) | 21.22% | 2.00% |
| 10Y Return (Ann) | 14.26% | 10.06% |
| Sharpe Ratio | 3.47 | 0.57 |
| Sortino Ratio | 4.17 | 1.02 |
| Omega Ratio | 1.58 | 1.13 |
| Calmar Ratio | 6.07 | 0.34 |
| Martin Ratio | 25.14 | 1.98 |
| Ulcer Index | 2.77% | 6.02% |
| Daily Std Dev | 19.93% | 20.90% |
| Max Drawdown | -81.20% | -92.48% |
| Current Drawdown | -3.12% | -27.07% |
Fundamentals
| ISP.MI | VIV.PA | |
|---|---|---|
| Market Cap | €70.53B | €9.44B |
| EPS | €0.45 | €0.38 |
| PE Ratio | 8.83 | 24.62 |
| PEG Ratio | 0.91 | 1.63 |
| Total Revenue (TTM) | €20.17B | €11.96B |
| Gross Profit (TTM) | €6.41B | €5.75B |
| EBITDA (TTM) | €368.00M | €1.14B |
Correlation
The correlation between ISP.MI and VIV.PA is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ISP.MI vs. VIV.PA - Performance Comparison
In the year-to-date period, ISP.MI achieves a 56.57% return, which is significantly higher than VIV.PA's -0.79% return. Over the past 10 years, ISP.MI has outperformed VIV.PA with an annualized return of 14.26%, while VIV.PA has yielded a comparatively lower 10.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ISP.MI vs. VIV.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intesa Sanpaolo SpA (ISP.MI) and Vivendi SE (VIV.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.
Dividends
ISP.MI vs. VIV.PA - Dividend Comparison
ISP.MI's dividend yield for the trailing twelve months is around 7.45%, more than VIV.PA's 2.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISP.MI Intesa Sanpaolo SpA | 7.45% | 8.86% | 7.35% | 9.12% | 10.04% | 8.39% | 10.46% | 6.43% | 5.77% | 2.27% | 2.06% | 2.79% |
VIV.PA Vivendi SE | 2.67% | 2.58% | 2.80% | 5.05% | 5.50% | 4.69% | 5.12% | 4.32% | 26.80% | 24.37% | 11.70% | 12.63% |
Drawdowns
ISP.MI vs. VIV.PA - Drawdown Comparison
The maximum ISP.MI drawdown since its inception was -81.20%, smaller than the maximum VIV.PA drawdown of -92.48%. Use the drawdown chart below to compare losses from any high point for ISP.MI and VIV.PA. For additional features, visit the drawdowns tool.
Volatility
ISP.MI vs. VIV.PA - Volatility Comparison
Intesa Sanpaolo SpA (ISP.MI) has a higher volatility of 6.94% compared to Vivendi SE (VIV.PA) at 6.21%. This indicates that ISP.MI's price experiences larger fluctuations and is considered to be riskier than VIV.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ISP.MI vs. VIV.PA - Financials Comparison
This section allows you to compare key financial metrics between Intesa Sanpaolo SpA and Vivendi SE. 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