LPE.PA vs. ^N225

Last updated Jul 21, 2026

LPE.PA (Laurent-Perrier S.A.) is a stock, while ^N225 (Nikkei 225) is an index. Over the past 10 years, LPE.PA returned 3.34%/yr vs 9.24%/yr for ^N225. At a 0.07 correlation, their price movements are largely independent.

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.

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 -5.16% return, which is significantly lower than ^N225's 26.04% return. Over the past 10 years, LPE.PA has underperformed ^N225 with an annualized return of 3.34%, while ^N225 has yielded a comparatively higher 9.24% 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%

^N225

• 1D: 0.00%
• 1M: -10.36%
• 6M: 18.64%
• YTD: 26.04%
• 1Y: 50.02%
• 3Y*: 19.03%
• 5Y*: 10.27%
• 10Y*: 9.24%
• ALL TIME*: 6.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LPE.PA vs. ^N225 - 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%
^N225 Nikkei 225	26.04%	12.07%	13.69%	15.63%	-15.84%	2.21%	11.41%	22.37%	-5.83%	8.44%

Correlation

The correlation between LPE.PA and ^N225 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	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.02
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007	0.07

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: 23
LPE.PA Sharpe Ratio Rank: 26
LPE.PA Sortino Ratio Rank: 22
LPE.PA Omega Ratio Rank: 22
LPE.PA Calmar Ratio Rank: 23
LPE.PA Martin Ratio Rank: 22

^N225

^N225 Risk / Return Rank: 94
^N225 Sharpe Ratio Rank: 94
^N225 Sortino Ratio Rank: 94
^N225 Omega Ratio Rank: 93
^N225 Calmar Ratio Rank: 95
^N225 Martin Ratio Rank: 93

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.

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	^N225	Difference
Sharpe ratio: Return per unit of total volatility	-0.43	1.93	-2.36
Sortino ratio: Return per unit of downside risk	-0.53	2.69	-3.22
Omega ratio: Gain probability vs. loss probability	0.94	1.33	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.59	4.09	-4.68
Martin ratio: Return relative to average drawdown	-1.06	11.39	-12.45

LPE.PA vs. ^N225 - Sharpe Ratio Comparison

The current LPE.PA Sharpe Ratio is -0.43, which is lower than the ^N225 Sharpe Ratio of 1.93. 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.

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 -45.58%. Use the drawdown chart below to compare losses from any high point for LPE.PA and ^N225.

Drawdown Indicators

	LPE.PA	^N225	Difference
Max Drawdown Largest peak-to-trough decline	-71.77%	-45.58%	-26.19%
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	-36.55%	-12.23%	-24.32%
Average Drawdown Average peak-to-trough decline	-30.53%	-11.04%	-19.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.91%	4.51%	+4.40%

Volatility

LPE.PA vs. ^N225 - Volatility Comparison

The current volatility for Laurent-Perrier S.A. (LPE.PA) is 5.72%, while Nikkei 225 (^N225) has a volatility of 10.20%. 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.

Volatility by Period

	LPE.PA	^N225	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.72%	10.20%	-4.48%
Volatility (6M) Calculated over the trailing 6-month period	16.74%	22.56%	-5.82%
Volatility (1Y) Calculated over the trailing 1-year period	22.04%	27.09%	-5.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.82%	23.39%	-1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.62%	21.03%	+0.59%

Frequently Asked Questions

Can I hold both LPE.PA and ^N225 in my portfolio?

LPE.PA and ^N225 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.