RF.PA vs. SOP.PA

Last updated Jun 13, 2026

RF.PA (Eurazeo) and SOP.PA (Sopra Steria Group SA) are both stocks. RF.PA operates in Asset Management (Financial Services), while SOP.PA operates in Information Technology Services (Technology). Over the past 10 years, RF.PA returned 3.43%/yr vs 5.23%/yr for SOP.PA. At a 0.36 correlation, their price movements are largely independent.

Performance

RF.PA vs. SOP.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eurazeo (RF.PA) and Sopra Steria Group SA (SOP.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RF.PA achieves a -15.11% return, which is significantly lower than SOP.PA's -1.77% return. Over the past 10 years, RF.PA has underperformed SOP.PA with an annualized return of 3.43%, while SOP.PA has yielded a comparatively higher 5.23% annualized return.

RF.PA

• 1D: 1.34%
• 1M: -5.53%
• YTD: -15.11%
• 6M: -15.34%
• 1Y: -25.33%
• 3Y*: -9.65%
• 5Y*: -6.50%
• 10Y*: 3.43%

SOP.PA

• 1D: 1.45%
• 1M: 17.27%
• YTD: -1.77%
• 6M: 2.20%
• 1Y: -24.67%
• 3Y*: -4.18%
• 5Y*: 1.42%
• 10Y*: 5.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RF.PA vs. SOP.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RF.PA Eurazeo	-15.11%	-22.69%	3.07%	27.95%	-21.13%	41.40%	-9.02%	10.90%	-9.85%	56.04%
SOP.PA Sopra Steria Group SA	-1.77%	-7.33%	-11.72%	43.60%	-8.61%	20.72%	-7.87%	81.19%	-47.51%	46.82%

Correlation

The correlation between RF.PA and SOP.PA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006	0.36

The correlation between RF.PA and SOP.PA shifts across timeframes, from 0.36 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

RF.PA vs. SOP.PA — Risk / Return Rank

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

RF.PA

RF.PA Risk / Return Rank: 14
RF.PA Sharpe Ratio Rank: 10
RF.PA Sortino Ratio Rank: 14
RF.PA Omega Ratio Rank: 12
RF.PA Calmar Ratio Rank: 20
RF.PA Martin Ratio Rank: 16

SOP.PA

SOP.PA Risk / Return Rank: 20
SOP.PA Sharpe Ratio Rank: 15
SOP.PA Sortino Ratio Rank: 16
SOP.PA Omega Ratio Rank: 17
SOP.PA Calmar Ratio Rank: 24
SOP.PA Martin Ratio Rank: 28

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.

RF.PA vs. SOP.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurazeo (RF.PA) 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.

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.

	RF.PA	SOP.PA	Difference
Sharpe ratio: Return per unit of total volatility	-0.79	-0.62	-0.17
Sortino ratio: Return per unit of downside risk	-0.90	-0.73	-0.17
Omega ratio: Gain probability vs. loss probability	0.87	0.91	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.60	-0.52	-0.08
Martin ratio: Return relative to average drawdown	-1.20	-0.79	-0.41

RF.PA vs. SOP.PA - Sharpe Ratio Comparison

The current RF.PA Sharpe Ratio is -0.79, which is comparable to the SOP.PA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of RF.PA and SOP.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.

Drawdowns

RF.PA vs. SOP.PA - Drawdown Comparison

The maximum RF.PA drawdown since its inception was -87.38%, which is greater than SOP.PA's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for RF.PA and SOP.PA.

Drawdown Indicators

	RF.PA	SOP.PA	Difference
Max Drawdown Largest peak-to-trough decline	-87.38%	-66.41%	-20.97%
Max Drawdown (1Y) Largest decline over 1 year	-41.56%	-46.82%	+5.26%
Max Drawdown (3Y) Largest decline over 3 years	-53.15%	-50.83%	-2.32%
Max Drawdown (5Y) Largest decline over 5 years	-53.15%	-50.83%	-2.32%
Max Drawdown (10Y) Largest decline over 10 years	-53.15%	-58.49%	+5.34%
Current Drawdown Current decline from peak	-43.88%	-33.33%	-10.55%
Average Drawdown Average peak-to-trough decline	-26.97%	-22.21%	-4.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.04%	31.18%	-10.14%

Volatility

RF.PA vs. SOP.PA - Volatility Comparison

The current volatility for Eurazeo (RF.PA) is 7.36%, while Sopra Steria Group SA (SOP.PA) has a volatility of 10.38%. This indicates that RF.PA experiences smaller price fluctuations and is considered to be less risky than SOP.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RF.PA	SOP.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.36%	10.38%	-3.02%
Volatility (6M) Calculated over the trailing 6-month period	22.87%	34.35%	-11.48%
Volatility (1Y) Calculated over the trailing 1-year period	31.66%	39.20%	-7.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.28%	32.80%	-5.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.20%	34.94%	-7.74%

Dividends

RF.PA vs. SOP.PA - Dividend Comparison

RF.PA's dividend yield for the trailing twelve months is around 6.87%, more than SOP.PA's 3.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RF.PA Eurazeo	6.87%	4.97%	3.36%	3.06%	5.16%	1.95%	0.00%	1.95%	2.02%	1.64%	2.38%	2.19%
SOP.PA Sopra Steria Group SA	3.61%	3.01%	2.72%	2.17%	2.27%	1.27%	0.00%	1.29%	2.98%	1.41%	1.58%	1.75%

Financials

Frequently Asked Questions

Can I hold both RF.PA and SOP.PA in my portfolio?

RF.PA and SOP.PA have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.