LR.PA vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about Legrand SA (LR.PA) and NASDAQ 100 Index (^NDX).

Performance

LR.PA vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Legrand SA (LR.PA) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

LR.PA vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LR.PA Legrand SA	8.72%	38.10%	2.03%	28.48%	-25.80%	43.28%	2.74%	50.70%	-22.07%	21.33%
^NDX NASDAQ 100 Index	-3.41%	5.91%	33.12%	49.19%	-28.81%	36.10%	35.42%	41.08%	3.61%	15.35%

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 8.72% return, which is significantly higher than ^NDX's -3.41% return. Over the past 10 years, LR.PA has underperformed ^NDX with an annualized return of 13.29%, while ^NDX has yielded a comparatively higher 17.97% annualized return.

LR.PA

• 1D: 5.05%
• 1M: -8.20%
• YTD: 8.72%
• 6M: -0.90%
• 1Y: 43.87%
• 3Y*: 20.54%
• 5Y*: 13.86%
• 10Y*: 13.29%

^NDX

• 1D: 1.07%
• 1M: -2.88%
• YTD: -3.41%
• 6M: -1.77%
• 1Y: 15.31%
• 3Y*: 19.54%
• 5Y*: 12.90%
• 10Y*: 17.97%

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

Return for Risk

LR.PA vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LR.PA

LR.PA Risk / Return Rank: 82
LR.PA Sharpe Ratio Rank: 84
LR.PA Sortino Ratio Rank: 76
LR.PA Omega Ratio Rank: 81
LR.PA Calmar Ratio Rank: 87
LR.PA Martin Ratio Rank: 83

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

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 ratio Return per unit of total volatility	1.51	0.62	+0.90
Sortino ratio Return per unit of downside risk	1.94	1.02	+0.92
Omega ratio Gain probability vs. loss probability	1.30	1.15	+0.15
Calmar ratio Return relative to maximum drawdown	3.27	1.14	+2.13
Martin ratio Return relative to average drawdown	7.10	3.83	+3.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LR.PA vs. ^NDX - Sharpe Ratio Comparison

The current LR.PA Sharpe Ratio is 1.51, which is higher than the ^NDX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LR.PA and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LR.PA	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.62	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.58	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.79	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.67	-0.23

Correlation

The correlation between LR.PA and ^NDX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	LR.PA	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-82.90%	+24.71%
Max Drawdown (1Y) Largest decline over 1 year	-17.71%	-12.72%	-4.99%
Max Drawdown (5Y) Largest decline over 5 years	-36.14%	-35.56%	-0.58%
Max Drawdown (10Y) Largest decline over 10 years	-36.14%	-35.56%	-0.58%
Current Drawdown Current decline from peak	-10.63%	-8.04%	-2.59%
Average Drawdown Average peak-to-trough decline	-11.26%	-24.72%	+13.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.17%	3.49%	+4.68%

Volatility

LR.PA vs. ^NDX - Volatility Comparison

Legrand SA (LR.PA) has a higher volatility of 11.04% compared to NASDAQ 100 Index (^NDX) at 5.69%. 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.

Volatility by Period

	LR.PA	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.04%	5.69%	+5.35%
Volatility (6M) Calculated over the trailing 6-month period	22.59%	13.16%	+9.43%
Volatility (1Y) Calculated over the trailing 1-year period	28.61%	24.94%	+3.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.16%	22.26%	+1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.76%	22.85%	+0.91%