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LI.PA vs. RITM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LI.PA vs. RITM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Klepierre SA (LI.PA) and Rithm Capital Corp. (RITM). The values are adjusted to include any dividend payments, if applicable.

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LI.PA vs. RITM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LI.PA
Klepierre SA
2.00%28.66%17.45%24.13%11.69%18.41%-42.43%34.58%-22.07%3.30%
RITM
Rithm Capital Corp.
-11.78%-3.00%18.40%41.24%-9.14%25.82%-39.77%31.37%-6.14%12.12%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, LI.PA achieves a 2.00% return, which is significantly higher than RITM's -11.78% return. Over the past 10 years, LI.PA has underperformed RITM with an annualized return of 3.96%, while RITM has yielded a comparatively higher 8.33% annualized return.


LI.PA

1D
3.21%
1M
-3.17%
YTD
2.00%
6M
4.54%
1Y
13.57%
3Y*
23.71%
5Y*
18.05%
10Y*
3.96%

RITM

1D
0.00%
1M
-4.46%
YTD
-11.78%
6M
-12.12%
1Y
-17.84%
3Y*
13.25%
5Y*
6.55%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LI.PA vs. RITM — Risk / Return Rank

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

LI.PA
LI.PA Risk / Return Rank: 6464
Overall Rank
LI.PA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LI.PA Sortino Ratio Rank: 5858
Sortino Ratio Rank
LI.PA Omega Ratio Rank: 5858
Omega Ratio Rank
LI.PA Calmar Ratio Rank: 7070
Calmar Ratio Rank
LI.PA Martin Ratio Rank: 6868
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2222
Overall Rank
RITM Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2020
Sortino Ratio Rank
RITM Omega Ratio Rank: 2020
Omega Ratio Rank
RITM Calmar Ratio Rank: 2828
Calmar Ratio Rank
RITM Martin Ratio Rank: 2222
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.

LI.PA vs. RITM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Klepierre SA (LI.PA) and Rithm Capital Corp. (RITM). 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.


LI.PARITMDifference

Sharpe ratio

Return per unit of total volatility

0.76

-0.67

+1.43

Sortino ratio

Return per unit of downside risk

1.15

-0.76

+1.91

Omega ratio

Gain probability vs. loss probability

1.15

0.90

+0.25

Calmar ratio

Return relative to maximum drawdown

1.52

-0.65

+2.18

Martin ratio

Return relative to average drawdown

3.26

-1.64

+4.90

LI.PA vs. RITM - Sharpe Ratio Comparison

The current LI.PA Sharpe Ratio is 0.76, which is higher than the RITM Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of LI.PA and RITM, 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


LI.PARITMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

-0.67

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.25

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.21

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.24

+0.11

Correlation

The correlation between LI.PA and RITM is 0.22, 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.


Dividends

LI.PA vs. RITM - Dividend Comparison

LI.PA's dividend yield for the trailing twelve months is around 5.60%, less than RITM's 7.79% yield.


TTM20252024202320222021202020192018201720162015
LI.PA
Klepierre SA
5.60%5.48%3.60%6.93%7.90%4.80%7.35%6.20%7.27%4.96%4.55%3.90%
RITM
Rithm Capital Corp.
7.79%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Drawdowns

LI.PA vs. RITM - Drawdown Comparison

The maximum LI.PA drawdown since its inception was -79.99%, roughly equal to the maximum RITM drawdown of -81.13%. Use the drawdown chart below to compare losses from any high point for LI.PA and RITM.


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Drawdown Indicators


LI.PARITMDifference

Max Drawdown

Largest peak-to-trough decline

-79.99%

-81.11%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-27.31%

+16.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.90%

-36.61%

+7.71%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-81.11%

+11.05%

Current Drawdown

Current decline from peak

-3.38%

-20.18%

+16.80%

Average Drawdown

Average peak-to-trough decline

-18.49%

-15.93%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

10.06%

-4.88%

Volatility

LI.PA vs. RITM - Volatility Comparison

Klepierre SA (LI.PA) has a higher volatility of 8.25% compared to Rithm Capital Corp. (RITM) at 7.40%. This indicates that LI.PA's price experiences larger fluctuations and is considered to be riskier than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LI.PARITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

7.40%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

17.04%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

26.75%

-9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

26.76%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.71%

39.87%

-4.16%

Financials

LI.PA vs. RITM - Financials Comparison

This section allows you to compare key financial metrics between Klepierre SA and Rithm Capital Corp.. 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. LI.PA values in EUR, RITM values in USD