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LPE.PA vs. ^N225
Performance
Return for Risk
Drawdowns
Volatility

Performance

LPE.PA vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Laurent-Perrier S.A. (LPE.PA) and Nikkei 225 (^N225). 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 ^N225 is traded in JPY. To make them comparable, the ^N225 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 ^N225's 31.10% return. Over the past 10 years, LPE.PA has underperformed ^N225 with an annualized return of 3.67%, while ^N225 has yielded a comparatively higher 10.13% 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%

^N225

1D
-1.11%
1M
11.08%
YTD
31.10%
6M
28.62%
1Y
57.13%
3Y*
18.16%
5Y*
10.58%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPE.PA vs. ^N225 - 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%
^N225
Nikkei 225
31.10%12.07%13.69%15.62%-15.84%2.21%11.41%22.37%-5.83%8.44%

Correlation

The correlation between LPE.PA and ^N225 is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

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

0.02

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

0.04

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

0.08

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Return for Risk

LPE.PA vs. ^N225 — 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

^N225
^N225 Risk / Return Rank: 9696
Overall Rank
^N225 Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9797
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9595
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9797
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9696
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. ^N225 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Laurent-Perrier S.A. (LPE.PA) and Nikkei 225 (^N225). 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^N225Difference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.63

Omega ratioGain probability vs. loss probability

0.98

1.42

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.29

4.65

-4.93

Martin ratioReturn relative to average drawdown

-0.55

14.18

-14.73

LPE.PA vs. ^N225 - Sharpe Ratio Comparison

The current LPE.PA Sharpe Ratio is -0.21, which is lower than the ^N225 Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of LPE.PA and ^N225, 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^N225Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

2.46

-2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.48

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.50

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.29

-0.10

Drawdowns

LPE.PA vs. ^N225 - Drawdown Comparison

The maximum LPE.PA drawdown since its inception was -71.77%, which is greater than ^N225's maximum drawdown of -46.30%. Use the drawdown chart below to compare losses from any high point for LPE.PA and ^N225.


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Drawdown Indicators


LPE.PA^N225Difference

Max Drawdown

Largest peak-to-trough decline

-71.77%

-46.30%

-25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-12.80%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-34.03%

-23.03%

-11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-38.20%

-23.37%

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-38.20%

-30.08%

-8.12%

Current Drawdown

Current decline from peak

-33.25%

-2.55%

-30.70%

Average Drawdown

Average peak-to-trough decline

-28.13%

-11.34%

-16.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

4.16%

+4.20%

Volatility

LPE.PA vs. ^N225 - Volatility Comparison

The current volatility for Laurent-Perrier S.A. (LPE.PA) is 6.88%, while Nikkei 225 (^N225) has a volatility of 7.25%. This indicates that LPE.PA experiences smaller price fluctuations and is considered to be less risky than ^N225 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^N225Difference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

7.25%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

19.78%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

24.19%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

22.80%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

20.77%

+0.94%

Frequently Asked Questions


LPE.PA and ^N225 have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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