LR.PA vs. ^NDX
LR.PA (Legrand SA) is a stock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, LR.PA returned 13.56%/yr vs 20.84%/yr for ^NDX. At a 0.32 correlation, their price movements are largely independent.
Performance
LR.PA vs. ^NDX - Performance Comparison
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Different Trading Currencies
LR.PA is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LR.PA achieves a 17.32% return, which is significantly lower than ^NDX's 22.53% return. Over the past 10 years, LR.PA has underperformed ^NDX with an annualized return of 13.56%, while ^NDX has yielded a comparatively higher 20.84% annualized return.
LR.PA
- 1D
- -1.41%
- 1M
- -1.49%
- YTD
- 17.32%
- 6M
- 16.81%
- 1Y
- 39.13%
- 3Y*
- 20.58%
- 5Y*
- 13.08%
- 10Y*
- 13.56%
^NDX
- 1D
- -0.08%
- 1M
- 11.35%
- YTD
- 22.53%
- 6M
- 20.04%
- 1Y
- 38.31%
- 3Y*
- 24.69%
- 5Y*
- 18.40%
- 10Y*
- 20.84%
LR.PA vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LR.PA Legrand SA | 17.32% | 38.10% | 2.03% | 28.48% | -25.80% | 43.28% | 2.74% | 50.70% | -22.07% | 21.33% |
^NDX NASDAQ 100 Index | 22.53% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between LR.PA and ^NDX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.32 |
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Return for Risk
LR.PA vs. ^NDX — Risk / Return Rank
LR.PA
^NDX
LR.PA vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Legrand SA (LR.PA) and NASDAQ 100 Index (^NDX). 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.
| LR.PA | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.44 | -1.26 |
| Martin ratioReturn relative to average drawdown | 4.60 | 10.74 | -6.14 |
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
| LR.PA | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.36 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.83 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.92 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.73 | -0.29 |
Drawdowns
LR.PA vs. ^NDX - Drawdown Comparison
The maximum LR.PA drawdown since its inception was -58.19%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for LR.PA and ^NDX.
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Drawdown Indicators
| LR.PA | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -46.44% | -11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -11.19% | -6.52% |
Max Drawdown (3Y)Largest decline over 3 years | -20.52% | -27.30% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -31.53% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -31.53% | -4.61% |
Current DrawdownCurrent decline from peak | -6.75% | -0.08% | -6.67% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -8.00% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.43% | 3.58% | +4.85% |
Volatility
LR.PA vs. ^NDX - Volatility Comparison
Legrand SA (LR.PA) has a higher volatility of 8.27% compared to NASDAQ 100 Index (^NDX) at 3.78%. This indicates that LR.PA's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LR.PA | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 3.78% | +4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 11.58% | +9.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.14% | 16.34% | +12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.70% | 22.25% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 22.84% | +1.14% |
Frequently Asked Questions
LR.PA and ^NDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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