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

Performance

LPE.PA vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Laurent-Perrier S.A. (LPE.PA) and NASDAQ Composite (^IXIC). 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 ^IXIC is traded in USD. To make them comparable, the ^IXIC 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 ^IXIC's 16.76% return. Over the past 10 years, LPE.PA has underperformed ^IXIC with an annualized return of 3.67%, while ^IXIC has yielded a comparatively higher 18.11% 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%

^IXIC

1D
-0.22%
1M
6.65%
YTD
16.76%
6M
14.46%
1Y
35.56%
3Y*
23.21%
5Y*
15.26%
10Y*
18.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPE.PA vs. ^IXIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
^IXIC
NASDAQ Composite
16.77%6.07%37.13%39.12%-28.95%30.47%31.80%38.28%0.63%12.48%

Correlation

The correlation between LPE.PA and ^IXIC 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

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.06

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Return for Risk

LPE.PA vs. ^IXIC — 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

^IXIC
^IXIC Risk / Return Rank: 7575
Overall Rank
^IXIC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
^IXIC Sortino Ratio Rank: 7777
Sortino Ratio Rank
^IXIC Omega Ratio Rank: 7575
Omega Ratio Rank
^IXIC Calmar Ratio Rank: 7070
Calmar Ratio Rank
^IXIC Martin Ratio Rank: 7575
Martin Ratio Rank
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. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Laurent-Perrier S.A. (LPE.PA) and NASDAQ Composite (^IXIC). 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^IXICDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

0.98

1.38

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.29

2.90

-3.18

Martin ratioReturn relative to average drawdown

-0.55

9.42

-9.97

LPE.PA vs. ^IXIC - Sharpe Ratio Comparison

The current LPE.PA Sharpe Ratio is -0.21, which is lower than the ^IXIC Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of LPE.PA and ^IXIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LPE.PA^IXICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

2.17

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.70

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.81

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.64

-0.45

Drawdowns

LPE.PA vs. ^IXIC - Drawdown Comparison

The maximum LPE.PA drawdown since its inception was -71.77%, which is greater than ^IXIC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for LPE.PA and ^IXIC.


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Drawdown Indicators


LPE.PA^IXICDifference

Max Drawdown

Largest peak-to-trough decline

-71.77%

-49.37%

-22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-12.32%

-3.60%

Max Drawdown (3Y)

Largest decline over 3 years

-34.03%

-28.54%

-5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-38.20%

-32.41%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.20%

-32.41%

-5.79%

Current Drawdown

Current decline from peak

-33.25%

-0.83%

-32.42%

Average Drawdown

Average peak-to-trough decline

-28.13%

-8.78%

-19.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

3.78%

+4.58%

Volatility

LPE.PA vs. ^IXIC - Volatility Comparison

Laurent-Perrier S.A. (LPE.PA) has a higher volatility of 6.88% compared to NASDAQ Composite (^IXIC) at 3.52%. This indicates that LPE.PA's price experiences larger fluctuations and is considered to be riskier than ^IXIC 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^IXICDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

3.52%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

11.50%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

16.45%

+5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

22.06%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

22.31%

-0.60%

Frequently Asked Questions


LPE.PA and ^IXIC 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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