LPE.PA vs. ^FCHI

Last updated Jul 21, 2026

LPE.PA (Laurent-Perrier S.A.) is a stock, while ^FCHI (CAC 40) is an index. Over the past 10 years, LPE.PA returned 3.34%/yr vs 6.77%/yr for ^FCHI. At a 0.16 correlation, their price movements are largely independent.

Performance

LPE.PA vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Laurent-Perrier S.A. (LPE.PA) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LPE.PA achieves a -5.16% return, which is significantly lower than ^FCHI's 2.32% return. Over the past 10 years, LPE.PA has underperformed ^FCHI with an annualized return of 3.34%, while ^FCHI has yielded a comparatively higher 6.77% annualized return.

LPE.PA

• 1D: -1.40%
• 1M: -4.94%
• 6M: -6.83%
• YTD: -5.16%
• 1Y: -9.51%
• 3Y*: -10.91%
• 5Y*: -1.53%
• 10Y*: 3.34%
• ALL TIME*: 2.27%

^FCHI

• 1D: -0.47%
• 1M: -0.98%
• 6M: 2.80%
• YTD: 2.32%
• 1Y: 6.60%
• 3Y*: 4.44%
• 5Y*: 5.24%
• 10Y*: 6.77%
• ALL TIME*: 4.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LPE.PA vs. ^FCHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LPE.PA Laurent-Perrier S.A.	-5.16%	-11.44%	-13.37%	-8.25%	32.15%	39.34%	-12.94%	-6.82%	15.20%	17.31%
^FCHI CAC 40	2.32%	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 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jan 9, 2007	0.16

Return for Risk

LPE.PA vs. ^FCHI — Risk / Return Rank

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

LPE.PA

LPE.PA Risk / Return Rank: 23
LPE.PA Sharpe Ratio Rank: 26
LPE.PA Sortino Ratio Rank: 22
LPE.PA Omega Ratio Rank: 22
LPE.PA Calmar Ratio Rank: 23
LPE.PA Martin Ratio Rank: 22

^FCHI

^FCHI Risk / Return Rank: 21
^FCHI Sharpe Ratio Rank: 23
^FCHI Sortino Ratio Rank: 19
^FCHI Omega Ratio Rank: 19
^FCHI Calmar Ratio Rank: 22
^FCHI Martin Ratio Rank: 24

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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LPE.PA	^FCHI	Difference
Sharpe ratio: Return per unit of total volatility	-0.43	0.46	-0.89
Sortino ratio: Return per unit of downside risk	-0.53	0.76	-1.29
Omega ratio: Gain probability vs. loss probability	0.94	1.09	-0.16
Calmar ratio: Return relative to maximum drawdown	-0.59	0.59	-1.18
Martin ratio: Return relative to average drawdown	-1.06	1.69	-2.74

LPE.PA vs. ^FCHI - Sharpe Ratio Comparison

The current LPE.PA Sharpe Ratio is -0.43, which is lower than the ^FCHI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LPE.PA and ^FCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	LPE.PA	^FCHI	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-36.55%	-3.27%	-33.28%
Average Drawdown Average peak-to-trough decline	-30.53%	-24.39%	-6.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.91%	3.89%	+5.02%

Volatility

LPE.PA vs. ^FCHI - Volatility Comparison

Laurent-Perrier S.A. (LPE.PA) has a higher volatility of 5.72% compared to CAC 40 (^FCHI) at 3.51%. 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.

Volatility by Period

	LPE.PA	^FCHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.72%	3.51%	+2.21%
Volatility (6M) Calculated over the trailing 6-month period	16.74%	11.50%	+5.24%
Volatility (1Y) Calculated over the trailing 1-year period	22.04%	14.23%	+7.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.82%	16.40%	+5.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.62%	17.39%	+4.23%

Frequently Asked Questions

Can I hold both LPE.PA and ^FCHI in my portfolio?

LPE.PA and ^FCHI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.