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

Key characteristics


PUB.PAWPP
YTD Return27.67%20.63%
1Y Return52.42%32.10%
3Y Return (Ann)24.71%-5.56%
5Y Return (Ann)25.80%1.66%
10Y Return (Ann)9.79%-1.58%
Sharpe Ratio2.691.23
Sortino Ratio3.601.75
Omega Ratio1.451.22
Calmar Ratio3.340.61
Martin Ratio10.184.59
Ulcer Index4.92%6.56%
Daily Std Dev18.71%24.47%
Max Drawdown-79.39%-95.77%
Current Drawdown-0.79%-32.37%

Fundamentals


PUB.PAWPP
Market Cap€26.05B$11.84B
EPS€5.76$1.20
PE Ratio18.0245.28
PEG Ratio1.342.61
Total Revenue (TTM)€15.35B$14.85B
Gross Profit (TTM)€4.40B$2.49B
EBITDA (TTM)€2.86B$2.04B

Correlation

-0.50.00.51.00.4

The correlation between PUB.PA and WPP is 0.40, 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. WPP - Performance Comparison

In the year-to-date period, PUB.PA achieves a 27.67% return, which is significantly higher than WPP's 20.63% return. Over the past 10 years, PUB.PA has outperformed WPP with an annualized return of 9.79%, while WPP has yielded a comparatively lower -1.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.31%
7.80%
PUB.PA
WPP

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Publicis Groupe S.A. (PUB.PA) and WPP plc (WPP). 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 2.05, compared to the broader market-4.00-2.000.002.004.002.05
Sortino ratio
The chart of Sortino ratio for PUB.PA, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.83
Omega ratio
The chart of Omega ratio for PUB.PA, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for PUB.PA, currently valued at 2.89, compared to the broader market0.002.004.006.002.89
Martin ratio
The chart of Martin ratio for PUB.PA, currently valued at 9.10, compared to the broader market0.0010.0020.0030.009.10
WPP
Sharpe ratio
The chart of Sharpe ratio for WPP, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22
Sortino ratio
The chart of Sortino ratio for WPP, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.006.001.72
Omega ratio
The chart of Omega ratio for WPP, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for WPP, currently valued at 0.60, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for WPP, currently valued at 4.38, compared to the broader market0.0010.0020.0030.004.38

PUB.PA vs. WPP - Sharpe Ratio Comparison

The current PUB.PA Sharpe Ratio is 2.69, which is higher than the WPP Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PUB.PA and WPP, 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
2.05
1.22
PUB.PA
WPP

Dividends

PUB.PA vs. WPP - Dividend Comparison

PUB.PA's dividend yield for the trailing twelve months is around 3.07%, less than WPP's 5.04% yield.


TTM20232022202120202019201820172016201520142013
PUB.PA
Publicis Groupe S.A.
3.07%3.45%4.04%3.38%2.82%5.25%3.99%3.27%2.44%1.96%1.84%1.35%
WPP
WPP plc
5.04%5.20%4.17%2.44%5.66%5.34%7.25%4.32%2.99%2.86%2.80%2.01%

Drawdowns

PUB.PA vs. WPP - Drawdown Comparison

The maximum PUB.PA drawdown since its inception was -79.39%, smaller than the maximum WPP drawdown of -95.77%. Use the drawdown chart below to compare losses from any high point for PUB.PA and WPP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.07%
-32.37%
PUB.PA
WPP

Volatility

PUB.PA vs. WPP - Volatility Comparison

The current volatility for Publicis Groupe S.A. (PUB.PA) is 6.60%, while WPP plc (WPP) has a volatility of 7.64%. This indicates that PUB.PA experiences smaller price fluctuations and is considered to be less risky than WPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.60%
7.64%
PUB.PA
WPP

Financials

PUB.PA vs. WPP - Financials Comparison

This section allows you to compare key financial metrics between Publicis Groupe S.A. and WPP plc. 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, WPP values in USD