LPE.PA vs. ^GDAXI
LPE.PA (Laurent-Perrier S.A.) is a stock, while ^GDAXI (DAX Performance Index) is an index. Over the past 10 years, LPE.PA returned 3.34%/yr vs 9.36%/yr for ^GDAXI. At a 0.15 correlation, their price movements are largely independent.
Performance
LPE.PA vs. ^GDAXI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LPE.PA achieves a -5.16% return, which is significantly lower than ^GDAXI's 1.39% return. Over the past 10 years, LPE.PA has underperformed ^GDAXI with an annualized return of 3.34%, while ^GDAXI has yielded a comparatively higher 9.36% 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%
^GDAXI
- 1D
- 0.00%
- 1M
- -0.62%
- 6M
- -0.51%
- YTD
- 1.39%
- 1Y
- 2.23%
- 3Y*
- 15.35%
- 5Y*
- 9.99%
- 10Y*
- 9.36%
- ALL TIME*
- 8.67%
LPE.PA vs. ^GDAXI - 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% |
^GDAXI DAX Performance Index | 1.39% | 23.01% | 18.85% | 20.31% | -12.35% | 15.79% | 3.55% | 25.48% | -18.26% | 12.51% |
Correlation
The correlation between LPE.PA and ^GDAXI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2007 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LPE.PA vs. ^GDAXI — Risk / Return Rank
LPE.PA
^GDAXI
LPE.PA vs. ^GDAXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Laurent-Perrier S.A. (LPE.PA) and DAX Performance Index (^GDAXI). 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 | ^GDAXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.04 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.18 | -0.77 |
| Martin ratioReturn relative to average drawdown | -1.06 | 0.57 | -1.63 |
Loading charts...
Drawdowns
LPE.PA vs. ^GDAXI - Drawdown Comparison
The maximum LPE.PA drawdown since its inception was -71.77%, roughly equal to the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for LPE.PA and ^GDAXI.
Loading charts...
Drawdown Indicators
| LPE.PA | ^GDAXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.77% | -72.68% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.92% | -12.27% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -34.03% | -16.01% | -18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -38.20% | -26.40% | -11.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.20% | -38.78% | +0.58% |
Current DrawdownCurrent decline from peak | -36.55% | -3.82% | -32.73% |
Average DrawdownAverage peak-to-trough decline | -30.53% | -15.49% | -15.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 3.88% | +5.03% |
Volatility
LPE.PA vs. ^GDAXI - Volatility Comparison
Laurent-Perrier S.A. (LPE.PA) has a higher volatility of 5.72% compared to DAX Performance Index (^GDAXI) at 4.62%. This indicates that LPE.PA's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LPE.PA | ^GDAXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 4.62% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.74% | 13.50% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.04% | 16.12% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.82% | 17.03% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 18.11% | +3.51% |
Frequently Asked Questions
LPE.PA and ^GDAXI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for LPE.PA and ^GDAXI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer