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 3.67%/yr vs 9.44%/yr for ^GDAXI. At a 0.12 correlation, their price movements are largely independent.
Performance
LPE.PA vs. ^GDAXI - 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 ^GDAXI's 1.86% return. Over the past 10 years, LPE.PA has underperformed ^GDAXI with an annualized return of 3.67%, while ^GDAXI has yielded a comparatively higher 9.44% 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%
^GDAXI
- 1D
- 0.60%
- 1M
- 0.11%
- YTD
- 1.86%
- 6M
- 3.82%
- 1Y
- 2.55%
- 3Y*
- 16.04%
- 5Y*
- 9.71%
- 10Y*
- 9.44%
LPE.PA vs. ^GDAXI - 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% |
^GDAXI DAX Performance Index | 1.86% | 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 | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 1999 | 0.12 |
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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.
| LPE.PA | ^GDAXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.04 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.22 | -0.51 |
| Martin ratioReturn relative to average drawdown | -0.55 | 0.70 | -1.25 |
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 | ^GDAXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.17 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.56 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.51 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.42 | -0.23 |
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.
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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 | -33.25% | -1.87% | -31.38% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -14.71% | -13.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 3.92% | +4.44% |
Volatility
LPE.PA vs. ^GDAXI - Volatility Comparison
Laurent-Perrier S.A. (LPE.PA) has a higher volatility of 6.88% compared to DAX Performance Index (^GDAXI) at 5.14%. 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.
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Volatility by Period
| LPE.PA | ^GDAXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 5.14% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 12.92% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.64% | 15.99% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 17.03% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 18.35% | +3.36% |
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.
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