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PUB.PA vs. IPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PUB.PAIPG
YTD Return23.98%-7.51%
1Y Return49.24%6.15%
3Y Return (Ann)23.49%-3.47%
5Y Return (Ann)25.35%9.97%
10Y Return (Ann)9.47%7.95%
Sharpe Ratio2.360.25
Sortino Ratio3.180.50
Omega Ratio1.401.06
Calmar Ratio2.960.18
Martin Ratio9.010.93
Ulcer Index4.93%5.64%
Daily Std Dev18.92%20.85%
Max Drawdown-79.39%-95.33%
Current Drawdown-3.66%-24.69%

Fundamentals


PUB.PAIPG
Market Cap€25.30B$11.03B
EPS€5.76$2.12
PE Ratio17.5013.97
PEG Ratio1.34157.60
Total Revenue (TTM)€15.35B$10.86B
Gross Profit (TTM)€4.40B$1.65B
EBITDA (TTM)€2.86B$1.54B

Correlation

-0.50.00.51.00.2

The correlation between PUB.PA and IPG is 0.25, 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.

Performance

PUB.PA vs. IPG - Performance Comparison

In the year-to-date period, PUB.PA achieves a 23.98% return, which is significantly higher than IPG's -7.51% return. Over the past 10 years, PUB.PA has outperformed IPG with an annualized return of 9.47%, while IPG has yielded a comparatively lower 7.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.48%
-5.85%
PUB.PA
IPG

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Risk-Adjusted Performance

PUB.PA vs. IPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Publicis Groupe S.A. (PUB.PA) and The Interpublic Group of Companies, Inc. (IPG). 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.


PUB.PA
Sharpe ratio
The chart of Sharpe ratio for PUB.PA, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.001.87
Sortino ratio
The chart of Sortino ratio for PUB.PA, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for PUB.PA, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for PUB.PA, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Martin ratio
The chart of Martin ratio for PUB.PA, currently valued at 8.38, compared to the broader market0.0010.0020.0030.008.38
IPG
Sharpe ratio
The chart of Sharpe ratio for IPG, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04
Sortino ratio
The chart of Sortino ratio for IPG, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.006.000.20
Omega ratio
The chart of Omega ratio for IPG, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for IPG, currently valued at 0.03, compared to the broader market0.002.004.006.000.03
Martin ratio
The chart of Martin ratio for IPG, currently valued at 0.15, compared to the broader market0.0010.0020.0030.000.15

PUB.PA vs. IPG - Sharpe Ratio Comparison

The current PUB.PA Sharpe Ratio is 2.36, which is higher than the IPG Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of PUB.PA and IPG, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.87
0.04
PUB.PA
IPG

Dividends

PUB.PA vs. IPG - Dividend Comparison

PUB.PA's dividend yield for the trailing twelve months is around 3.16%, less than IPG's 4.44% yield.


TTM20232022202120202019201820172016201520142013
PUB.PA
Publicis Groupe S.A.
3.16%3.45%4.04%3.38%2.82%5.25%3.99%3.27%2.44%1.96%1.84%1.35%
IPG
The Interpublic Group of Companies, Inc.
4.44%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%

Drawdowns

PUB.PA vs. IPG - Drawdown Comparison

The maximum PUB.PA drawdown since its inception was -79.39%, smaller than the maximum IPG drawdown of -95.33%. Use the drawdown chart below to compare losses from any high point for PUB.PA and IPG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.16%
-24.69%
PUB.PA
IPG

Volatility

PUB.PA vs. IPG - Volatility Comparison

Publicis Groupe S.A. (PUB.PA) and The Interpublic Group of Companies, Inc. (IPG) have volatilities of 7.36% and 7.41%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.36%
7.41%
PUB.PA
IPG

Financials

PUB.PA vs. IPG - Financials Comparison

This section allows you to compare key financial metrics between Publicis Groupe S.A. and The Interpublic Group of Companies, Inc.. 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. PUB.PA values in EUR, IPG values in USD