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LSEG.L vs. ENX.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LSEG.LENX.PA
YTD Return15.72%28.00%
1Y Return27.03%38.96%
3Y Return (Ann)16.70%4.26%
5Y Return (Ann)10.13%10.96%
10Y Return (Ann)19.25%19.20%
Sharpe Ratio2.162.24
Sortino Ratio3.243.01
Omega Ratio1.381.41
Calmar Ratio2.371.45
Martin Ratio9.7216.84
Ulcer Index2.98%2.25%
Daily Std Dev13.54%16.97%
Max Drawdown-80.59%-40.09%
Current Drawdown-2.62%-5.77%

Fundamentals


LSEG.LENX.PA
Market Cap£57.32B€10.13B
EPS£1.38€4.80
PE Ratio76.7820.40
PEG Ratio1.791.88
Total Revenue (TTM)£8.59B€1.19B
Gross Profit (TTM)£6.34B€930.39M
EBITDA (TTM)£3.45B€707.91M

Correlation

-0.50.00.51.00.5

The correlation between LSEG.L and ENX.PA is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LSEG.L vs. ENX.PA - Performance Comparison

In the year-to-date period, LSEG.L achieves a 15.72% return, which is significantly lower than ENX.PA's 28.00% return. Both investments have delivered pretty close results over the past 10 years, with LSEG.L having a 19.25% annualized return and ENX.PA not far behind at 19.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.25%
12.97%
LSEG.L
ENX.PA

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Risk-Adjusted Performance

LSEG.L vs. ENX.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) and Euronext N.V. (ENX.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.


LSEG.L
Sharpe ratio
The chart of Sharpe ratio for LSEG.L, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.96
Sortino ratio
The chart of Sortino ratio for LSEG.L, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for LSEG.L, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for LSEG.L, currently valued at 1.53, compared to the broader market0.002.004.006.001.53
Martin ratio
The chart of Martin ratio for LSEG.L, currently valued at 8.53, compared to the broader market0.0010.0020.0030.008.53
ENX.PA
Sharpe ratio
The chart of Sharpe ratio for ENX.PA, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.84
Sortino ratio
The chart of Sortino ratio for ENX.PA, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.006.002.48
Omega ratio
The chart of Omega ratio for ENX.PA, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ENX.PA, currently valued at 1.07, compared to the broader market0.002.004.006.001.07
Martin ratio
The chart of Martin ratio for ENX.PA, currently valued at 12.62, compared to the broader market0.0010.0020.0030.0012.62

LSEG.L vs. ENX.PA - Sharpe Ratio Comparison

The current LSEG.L Sharpe Ratio is 2.16, which is comparable to the ENX.PA Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LSEG.L and ENX.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.96
1.84
LSEG.L
ENX.PA

Dividends

LSEG.L vs. ENX.PA - Dividend Comparison

LSEG.L's dividend yield for the trailing twelve months is around 1.14%, less than ENX.PA's 2.53% yield.


TTM20232022202120202019201820172016201520142013
LSEG.L
London Stock Exchange Group plc
1.14%1.20%1.43%1.11%0.81%0.82%1.34%1.20%1.28%0.86%1.30%1.73%
ENX.PA
Euronext N.V.
2.53%2.82%2.79%1.61%1.76%2.12%3.44%2.74%3.16%1.78%0.00%0.00%

Drawdowns

LSEG.L vs. ENX.PA - Drawdown Comparison

The maximum LSEG.L drawdown since its inception was -80.59%, which is greater than ENX.PA's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for LSEG.L and ENX.PA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.81%
-8.48%
LSEG.L
ENX.PA

Volatility

LSEG.L vs. ENX.PA - Volatility Comparison

The current volatility for London Stock Exchange Group plc (LSEG.L) is 6.49%, while Euronext N.V. (ENX.PA) has a volatility of 6.92%. This indicates that LSEG.L experiences smaller price fluctuations and is considered to be less risky than ENX.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.49%
6.92%
LSEG.L
ENX.PA

Financials

LSEG.L vs. ENX.PA - Financials Comparison

This section allows you to compare key financial metrics between London Stock Exchange Group plc and Euronext N.V.. 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



Please note, different currencies. LSEG.L values in GBp, ENX.PA values in EUR