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PUB.PA vs. IPS.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PUB.PA vs. IPS.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Publicis Groupe S.A. (PUB.PA) and Ipsos SA (IPS.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, PUB.PA achieves a 4.06% return, which is significantly lower than IPS.PA's 13.21% return. Both investments have delivered pretty close results over the past 10 years, with PUB.PA having a 6.63% annualized return and IPS.PA not far behind at 6.40%.


PUB.PA

1D
0.59%
1M
2.60%
6M
7.76%
YTD
4.06%
1Y
9.65%
3Y*
11.71%
5Y*
13.83%
10Y*
6.63%
ALL TIME*
8.29%

IPS.PA

1D
2.29%
1M
2.50%
6M
17.96%
YTD
13.21%
1Y
-6.76%
3Y*
-5.43%
5Y*
3.70%
10Y*
6.40%
ALL TIME*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PUB.PA vs. IPS.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUB.PA
Publicis Groupe S.A.
4.06%-10.60%26.96%47.17%0.37%50.57%5.00%-15.63%-8.50%-11.16%
IPS.PA
Ipsos SA
13.21%-22.23%-16.75%-0.35%45.51%53.34%-2.70%46.50%-31.05%5.61%

Correlation

The correlation between PUB.PA and IPS.PA is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.49

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

0.52

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2007

0.44

The correlation between PUB.PA and IPS.PA shifts across timeframes, from 0.44 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PUB.PA vs. IPS.PA — Risk / Return Rank

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

PUB.PA
PUB.PA Risk / Return Rank: 5555
Overall Rank
PUB.PA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PUB.PA Sortino Ratio Rank: 5050
Sortino Ratio Rank
PUB.PA Omega Ratio Rank: 5151
Omega Ratio Rank
PUB.PA Calmar Ratio Rank: 5656
Calmar Ratio Rank
PUB.PA Martin Ratio Rank: 5757
Martin Ratio Rank

IPS.PA
IPS.PA Risk / Return Rank: 3636
Overall Rank
IPS.PA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IPS.PA Sortino Ratio Rank: 3333
Sortino Ratio Rank
IPS.PA Omega Ratio Rank: 3333
Omega Ratio Rank
IPS.PA Calmar Ratio Rank: 3939
Calmar Ratio Rank
IPS.PA Martin Ratio Rank: 4040
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.

PUB.PA vs. IPS.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Publicis Groupe S.A. (PUB.PA) and Ipsos SA (IPS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PUB.PAIPS.PADifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.09

Calmar ratioReturn relative to maximum drawdown

0.41

-0.21

+0.62

Martin ratioReturn relative to average drawdown

1.02

-0.34

+1.36

PUB.PA vs. IPS.PA - Sharpe Ratio Comparison

The current PUB.PA Sharpe Ratio is 0.34, which is higher than the IPS.PA Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of PUB.PA and IPS.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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Drawdowns

PUB.PA vs. IPS.PA - Drawdown Comparison

The maximum PUB.PA drawdown since its inception was -67.62%, which is greater than IPS.PA's maximum drawdown of -53.16%. Use the drawdown chart below to compare losses from any high point for PUB.PA and IPS.PA.


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Drawdown Indicators


PUB.PAIPS.PADifference

Max Drawdown

Largest peak-to-trough decline

-67.62%

-53.16%

-14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-23.35%

-32.04%

+8.69%

Max Drawdown (3Y)

Largest decline over 3 years

-33.82%

-53.16%

+19.34%

Max Drawdown (5Y)

Largest decline over 5 years

-37.81%

-53.16%

+15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-65.12%

-53.16%

-11.96%

Current Drawdown

Current decline from peak

-10.98%

-38.83%

+27.85%

Average Drawdown

Average peak-to-trough decline

-17.43%

-19.47%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

19.85%

-10.44%

Volatility

PUB.PA vs. IPS.PA - Volatility Comparison

Publicis Groupe S.A. (PUB.PA) and Ipsos SA (IPS.PA) have volatilities of 8.76% and 8.84%, 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


PUB.PAIPS.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

8.84%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

23.99%

29.25%

-5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

27.77%

33.98%

-6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.09%

28.89%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.65%

30.72%

-2.07%

Dividends

PUB.PA vs. IPS.PA - Dividend Comparison

PUB.PA's dividend yield for the trailing twelve months is around 4.25%, less than IPS.PA's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IPS.PA
Ipsos SA
5.47%5.40%3.59%2.38%1.97%2.18%1.63%3.04%4.24%2.77%2.68%3.53%
PUB.PA
Publicis Groupe S.A.
4.25%4.06%3.30%3.45%0.00%3.38%2.82%5.25%3.99%3.27%2.44%1.96%

Financials

PUB.PA vs. IPS.PA - Financials Comparison

This section allows you to compare key financial metrics between Publicis Groupe S.A. and Ipsos 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


PUB.PA and IPS.PA have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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