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LPE.PA vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

LPE.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Laurent-Perrier S.A. (LPE.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LPE.PA achieves a -0.22% return, which is significantly lower than ^GSPC's 12.06% 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%

^GSPC

1D
0.00%
1M
4.16%
YTD
12.06%
6M
10.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPE.PA vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
LPE.PA
Laurent-Perrier S.A.
-0.22%-3.98%
^GSPC
S&P 500 Index
9.98%10.65%

Correlation

The correlation between LPE.PA and ^GSPC is 0.07, 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 (All Time)
Calculated using the full available price history since Jun 9, 2025

0.07

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Return for Risk

LPE.PA vs. ^GSPC — 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: 3030
Overall Rank
LPE.PA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LPE.PA Sortino Ratio Rank: 2626
Sortino Ratio Rank
LPE.PA Omega Ratio Rank: 2727
Omega Ratio Rank
LPE.PA Calmar Ratio Rank: 3232
Calmar Ratio Rank
LPE.PA Martin Ratio Rank: 3131
Martin Ratio Rank

^GSPC
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. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Laurent-Perrier S.A. (LPE.PA) and S&P 500 Index (^GSPC). 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^GSPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.29

Martin ratioReturn relative to average drawdown

-0.55

LPE.PA vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LPE.PA^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.98

-1.79

Drawdowns

LPE.PA vs. ^GSPC - Drawdown Comparison

The maximum LPE.PA drawdown since its inception was -71.77%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for LPE.PA and ^GSPC.


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Drawdown Indicators


LPE.PA^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-71.77%

-7.57%

-64.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

Max Drawdown (3Y)

Largest decline over 3 years

-34.03%

Max Drawdown (5Y)

Largest decline over 5 years

-38.20%

Max Drawdown (10Y)

Largest decline over 10 years

-38.20%

Current Drawdown

Current decline from peak

-33.25%

-0.20%

-33.05%

Average Drawdown

Average peak-to-trough decline

-28.13%

-1.39%

-26.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

Volatility

LPE.PA vs. ^GSPC - Volatility Comparison


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Volatility by Period


LPE.PA^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

12.22%

+9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

12.22%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

12.22%

+9.49%

Frequently Asked Questions


LPE.PA and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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