REY.MI vs. SOP.PA
REY.MI (Reply S.p.A.) and SOP.PA (Sopra Steria Group SA) are both stocks. Both operate in the Information Technology Services industry within the Technology sector. Over the past 10 years, REY.MI returned 13.54%/yr vs 4.97%/yr for SOP.PA. At a 0.32 correlation, their price movements are largely independent.
Performance
REY.MI vs. SOP.PA - Performance Comparison
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Returns By Period
In the year-to-date period, REY.MI achieves a -6.20% return, which is significantly lower than SOP.PA's 1.52% return. Over the past 10 years, REY.MI has outperformed SOP.PA with an annualized return of 13.54%, while SOP.PA has yielded a comparatively lower 4.97% annualized return.
REY.MI
- 1D
- 1.53%
- 1M
- 11.03%
- YTD
- -6.20%
- 6M
- -7.33%
- 1Y
- -27.50%
- 3Y*
- 1.67%
- 5Y*
- -3.33%
- 10Y*
- 13.54%
SOP.PA
- 1D
- 3.69%
- 1M
- 13.56%
- YTD
- 1.52%
- 6M
- 16.51%
- 1Y
- -19.60%
- 3Y*
- -2.57%
- 5Y*
- 2.63%
- 10Y*
- 4.97%
REY.MI vs. SOP.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REY.MI Reply S.p.A. | -6.20% | -24.65% | 30.30% | 12.74% | -39.72% | 88.45% | 38.35% | 58.76% | -3.90% | 57.64% |
SOP.PA Sopra Steria Group SA | 1.52% | -7.33% | -11.72% | 43.60% | -8.61% | 20.72% | -7.87% | 81.19% | -47.51% | 46.82% |
Correlation
The correlation between REY.MI and SOP.PA is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2000 | 0.32 |
Over the past year, REY.MI and SOP.PA have become more correlated (0.63) than their long-term average of 0.32, meaning their price movements have been converging.
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Return for Risk
REY.MI vs. SOP.PA — Risk / Return Rank
REY.MI
SOP.PA
REY.MI vs. SOP.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reply S.p.A. (REY.MI) and Sopra Steria Group SA (SOP.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.
| REY.MI | SOP.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.94 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | -0.41 | -0.14 |
| Martin ratioReturn relative to average drawdown | -0.99 | -0.63 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| REY.MI | SOP.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | -0.50 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.08 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.14 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.32 | +0.16 |
Drawdowns
REY.MI vs. SOP.PA - Drawdown Comparison
The maximum REY.MI drawdown since its inception was -65.55%, smaller than the maximum SOP.PA drawdown of -93.38%. Use the drawdown chart below to compare losses from any high point for REY.MI and SOP.PA.
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Drawdown Indicators
| REY.MI | SOP.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.55% | -93.38% | +27.83% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -46.82% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -53.59% | -50.83% | -2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -56.77% | -50.83% | -5.94% |
Max Drawdown (10Y)Largest decline over 10 years | -56.77% | -58.49% | +1.72% |
Current DrawdownCurrent decline from peak | -39.71% | -31.10% | -8.61% |
Average DrawdownAverage peak-to-trough decline | -23.25% | -35.05% | +11.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.87% | 30.91% | -3.04% |
Volatility
REY.MI vs. SOP.PA - Volatility Comparison
Reply S.p.A. (REY.MI) and Sopra Steria Group SA (SOP.PA) have volatilities of 11.11% and 10.68%, 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
| REY.MI | SOP.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.11% | 10.68% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 30.90% | 34.26% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.86% | 39.14% | -4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.54% | 32.78% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.84% | 34.95% | -2.11% |
Dividends
REY.MI vs. SOP.PA - Dividend Comparison
REY.MI's dividend yield for the trailing twelve months is around 1.27%, less than SOP.PA's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REY.MI Reply S.p.A. | 1.27% | 1.00% | 1.30% | 0.84% | 0.75% | 0.31% | 0.55% | 0.65% | 0.79% | 0.62% | 0.85% | 0.68% |
SOP.PA Sopra Steria Group SA | 3.50% | 3.01% | 2.72% | 2.17% | 2.27% | 1.27% | 0.00% | 1.29% | 2.98% | 1.41% | 1.58% | 1.75% |
Financials
REY.MI vs. SOP.PA - Financials Comparison
This section allows you to compare key financial metrics between Reply S.p.A. and Sopra Steria Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
REY.MI and SOP.PA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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