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LR.PA vs. BNP.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LR.PA vs. BNP.PA - Performance Comparison

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

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Returns By Period

In the year-to-date period, LR.PA achieves a 17.32% return, which is significantly lower than BNP.PA's 18.78% return. Both investments have delivered pretty close results over the past 10 years, with LR.PA having a 13.56% annualized return and BNP.PA not far behind at 13.22%.


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%

BNP.PA

1D
-1.30%
1M
9.74%
YTD
18.78%
6M
29.24%
1Y
28.52%
3Y*
25.90%
5Y*
18.43%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LR.PA vs. BNP.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LR.PA
Legrand SA
17.32%38.10%2.03%28.48%-25.80%43.28%2.74%50.70%-22.07%21.33%
BNP.PA
BNP Paribas SA
18.78%50.14%0.99%25.73%-5.95%47.88%-18.41%43.63%-33.05%7.17%

Correlation

The correlation between LR.PA and BNP.PA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.40

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

0.43

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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.48

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Return for Risk

LR.PA vs. BNP.PA — 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: 7575
Overall Rank
LR.PA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LR.PA Sortino Ratio Rank: 7272
Sortino Ratio Rank
LR.PA Omega Ratio Rank: 7575
Omega Ratio Rank
LR.PA Calmar Ratio Rank: 7676
Calmar Ratio Rank
LR.PA Martin Ratio Rank: 7373
Martin Ratio Rank

BNP.PA
BNP.PA Risk / Return Rank: 6767
Overall Rank
BNP.PA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BNP.PA Sortino Ratio Rank: 6464
Sortino Ratio Rank
BNP.PA Omega Ratio Rank: 6464
Omega Ratio Rank
BNP.PA Calmar Ratio Rank: 6767
Calmar Ratio Rank
BNP.PA Martin Ratio Rank: 6969
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.

LR.PA vs. BNP.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legrand SA (LR.PA) and BNP Paribas SA (BNP.PA). 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.PABNP.PADifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.27

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

2.18

1.44

+0.74

Martin ratioReturn relative to average drawdown

4.60

3.67

+0.93

LR.PA vs. BNP.PA - Sharpe Ratio Comparison

The current LR.PA Sharpe Ratio is 1.32, which is higher than the BNP.PA Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of LR.PA and BNP.PA, 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


LR.PABNP.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.00

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.64

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.42

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.25

+0.20

Drawdowns

LR.PA vs. BNP.PA - Drawdown Comparison

The maximum LR.PA drawdown since its inception was -58.19%, smaller than the maximum BNP.PA drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for LR.PA and BNP.PA.


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Drawdown Indicators


LR.PABNP.PADifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-75.43%

+17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.71%

-19.50%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

-21.82%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.14%

-34.11%

-2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.14%

-59.43%

+23.29%

Current Drawdown

Current decline from peak

-6.75%

-1.30%

-5.45%

Average Drawdown

Average peak-to-trough decline

-11.21%

-19.99%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.43%

7.71%

+0.72%

Volatility

LR.PA vs. BNP.PA - Volatility Comparison

Legrand SA (LR.PA) and BNP Paribas SA (BNP.PA) have volatilities of 8.27% and 8.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LR.PABNP.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

8.63%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.95%

20.91%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

29.14%

28.23%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.70%

28.42%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.98%

31.19%

-7.21%

Dividends

LR.PA vs. BNP.PA - Dividend Comparison

LR.PA's dividend yield for the trailing twelve months is around 1.62%, less than BNP.PA's 5.54% yield.


PositionTTM20252024202320222021202020192018201720162015
BNP.PA
BNP Paribas SA
5.54%9.13%7.77%6.23%6.89%4.38%0.00%5.72%7.65%4.34%3.82%2.87%
LR.PA
Legrand SA
1.62%1.73%2.22%2.02%2.21%1.38%1.84%1.84%1.89%1.85%2.13%2.09%

Financials

LR.PA vs. BNP.PA - Financials Comparison

This section allows you to compare key financial metrics between Legrand SA and BNP Paribas SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items

Frequently Asked Questions


LR.PA and BNP.PA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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