LPE.PA vs. ^FCHI
LPE.PA (Laurent-Perrier S.A.) is a stock, while ^FCHI (CAC 40) is an index. Over the past 10 years, LPE.PA returned 3.67%/yr vs 6.42%/yr for ^FCHI. At a 0.14 correlation, their price movements are largely independent.
Performance
LPE.PA vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, LPE.PA achieves a -0.22% return, which is significantly lower than ^FCHI's 1.16% return. Over the past 10 years, LPE.PA has underperformed ^FCHI with an annualized return of 3.67%, while ^FCHI has yielded a comparatively higher 6.42% annualized return.
LPE.PA
- 1D
- 0.23%
- 1M
- 4.71%
- YTD
- -0.22%
- 6M
- -6.12%
- 1Y
- -4.20%
- 3Y*
- -10.09%
- 5Y*
- 1.48%
- 10Y*
- 3.67%
^FCHI
- 1D
- 1.15%
- 1M
- -0.66%
- YTD
- 1.16%
- 6M
- 1.60%
- 1Y
- 5.83%
- 3Y*
- 4.61%
- 5Y*
- 4.82%
- 10Y*
- 6.42%
LPE.PA vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPE.PA Laurent-Perrier S.A. | -0.22% | -11.44% | -13.37% | -8.25% | 31.06% | 39.34% | -12.94% | -6.82% | 15.20% | 17.31% |
^FCHI CAC 40 | 1.16% | 10.42% | -2.15% | 16.52% | -9.50% | 28.85% | -7.14% | 26.37% | -10.95% | 9.26% |
Correlation
The correlation between LPE.PA and ^FCHI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 1999 | 0.14 |
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Return for Risk
LPE.PA vs. ^FCHI — Risk / Return Rank
LPE.PA
^FCHI
LPE.PA vs. ^FCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Laurent-Perrier S.A. (LPE.PA) and CAC 40 (^FCHI). 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.
| LPE.PA | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.08 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.50 | -0.79 |
| Martin ratioReturn relative to average drawdown | -0.55 | 1.47 | -2.02 |
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
| LPE.PA | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.39 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.29 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.36 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.21 | -0.02 |
Drawdowns
LPE.PA vs. ^FCHI - Drawdown Comparison
The maximum LPE.PA drawdown since its inception was -71.77%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for LPE.PA and ^FCHI.
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Drawdown Indicators
| LPE.PA | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.77% | -65.29% | -6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.92% | -11.08% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -34.03% | -16.71% | -17.32% |
Max Drawdown (5Y)Largest decline over 5 years | -38.20% | -23.04% | -15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -38.20% | -38.56% | +0.36% |
Current DrawdownCurrent decline from peak | -33.25% | -4.37% | -28.88% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -23.50% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 3.80% | +4.56% |
Volatility
LPE.PA vs. ^FCHI - Volatility Comparison
Laurent-Perrier S.A. (LPE.PA) has a higher volatility of 6.88% compared to CAC 40 (^FCHI) at 4.33%. This indicates that LPE.PA's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPE.PA | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 4.33% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 11.19% | +5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.64% | 14.20% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 16.42% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 17.71% | +4.00% |
Frequently Asked Questions
LPE.PA and ^FCHI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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