SGO.PA vs. INTC
SGO.PA (Compagnie de Saint-Gobain S.A.) and INTC (Intel Corporation) are both stocks. SGO.PA operates in Building Products & Equipment (Industrials), while INTC operates in Semiconductors (Technology). Over the past 10 years, SGO.PA returned 9.55%/yr vs 15.68%/yr for INTC. At a 0.26 correlation, their price movements are largely independent.
Performance
SGO.PA vs. INTC - Performance Comparison
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Different Trading Currencies
SGO.PA is traded in EUR, while INTC is traded in USD. To make them comparable, the INTC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGO.PA achieves a -11.45% return, which is significantly lower than INTC's 206.38% return. Over the past 10 years, SGO.PA has underperformed INTC with an annualized return of 9.55%, while INTC has yielded a comparatively higher 15.68% annualized return.
SGO.PA
- 1D
- -0.90%
- 1M
- 1.42%
- YTD
- -11.45%
- 6M
- -8.70%
- 1Y
- -21.68%
- 3Y*
- 15.50%
- 5Y*
- 8.68%
- 10Y*
- 9.55%
INTC
- 1D
- -0.96%
- 1M
- 4.05%
- YTD
- 206.38%
- 6M
- 176.74%
- 1Y
- 442.73%
- 3Y*
- 52.16%
- 5Y*
- 17.40%
- 10Y*
- 15.68%
SGO.PA vs. INTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGO.PA Compagnie de Saint-Gobain S.A. | -11.45% | 3.72% | 32.04% | 51.45% | -24.04% | 68.84% | 2.74% | 30.31% | -34.57% | 6.59% |
INTC Intel Corporation | 206.38% | 62.20% | -56.90% | 88.73% | -43.34% | 13.98% | -21.72% | 33.66% | 9.12% | 14.78% |
Correlation
The correlation between SGO.PA and INTC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.26 |
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Return for Risk
SGO.PA vs. INTC — Risk / Return Rank
SGO.PA
INTC
SGO.PA vs. INTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie de Saint-Gobain S.A. (SGO.PA) and Intel Corporation (INTC). 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.
| SGO.PA | INTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.92 | ||
| Sortino ratioReturn per unit of downside risk | -6.06 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.65 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 19.44 | -20.08 |
| Martin ratioReturn relative to average drawdown | -1.21 | 44.79 | -46.00 |
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
| SGO.PA | INTC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 6.21 | -6.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.34 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.36 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.32 | -0.09 |
Drawdowns
SGO.PA vs. INTC - Drawdown Comparison
The maximum SGO.PA drawdown since its inception was -76.24%, which is greater than INTC's maximum drawdown of -70.32%. Use the drawdown chart below to compare losses from any high point for SGO.PA and INTC.
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Drawdown Indicators
| SGO.PA | INTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.24% | -70.32% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -33.71% | -22.96% | -10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -34.29% | -63.74% | +29.45% |
Max Drawdown (5Y)Largest decline over 5 years | -45.25% | -64.13% | +18.88% |
Max Drawdown (10Y)Largest decline over 10 years | -62.49% | -70.32% | +7.83% |
Current DrawdownCurrent decline from peak | -25.67% | -12.38% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -22.51% | -21.66% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.78% | 9.95% | +7.83% |
Volatility
SGO.PA vs. INTC - Volatility Comparison
The current volatility for Compagnie de Saint-Gobain S.A. (SGO.PA) is 7.99%, while Intel Corporation (INTC) has a volatility of 21.19%. This indicates that SGO.PA experiences smaller price fluctuations and is considered to be less risky than INTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGO.PA | INTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 21.19% | -13.20% |
Volatility (6M)Calculated over the trailing 6-month period | 22.71% | 55.78% | -33.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 71.95% | -41.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.73% | 51.47% | -21.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.31% | 44.07% | -14.76% |
Dividends
SGO.PA vs. INTC - Dividend Comparison
SGO.PA's dividend yield for the trailing twelve months is around 2.86%, while INTC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
SGO.PA Compagnie de Saint-Gobain S.A. | 2.86% | 2.53% | 2.45% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% |
Financials
SGO.PA vs. INTC - Financials Comparison
This section allows you to compare key financial metrics between Compagnie de Saint-Gobain S.A. and Intel Corporation. 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
SGO.PA and INTC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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