SGO.PA vs. VRLA.PA
Compare and contrast key facts about Compagnie de Saint-Gobain S.A. (SGO.PA) and Verallia (VRLA.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGO.PA or VRLA.PA.
Key characteristics
| SGO.PA | VRLA.PA | |
|---|---|---|
| YTD Return | 33.77% | -20.16% |
| 1Y Return | 63.71% | -13.51% |
| 3Y Return (Ann) | 15.81% | -1.85% |
| 5Y Return (Ann) | 21.18% | 2.70% |
| Sharpe Ratio | 2.35 | -0.34 |
| Sortino Ratio | 3.16 | -0.24 |
| Omega Ratio | 1.40 | 0.96 |
| Calmar Ratio | 5.17 | -0.29 |
| Martin Ratio | 14.55 | -0.62 |
| Ulcer Index | 3.81% | 19.14% |
| Daily Std Dev | 23.81% | 34.81% |
| Max Drawdown | -76.24% | -44.08% |
| Current Drawdown | -2.56% | -37.37% |
Fundamentals
| SGO.PA | VRLA.PA | |
|---|---|---|
| Market Cap | €43.37B | €3.09B |
| EPS | €5.69 | €2.42 |
| PE Ratio | 15.26 | 10.85 |
| Total Revenue (TTM) | €46.45B | €3.53B |
| Gross Profit (TTM) | €12.57B | €758.20M |
| EBITDA (TTM) | €6.88B | €888.60M |
Correlation
The correlation between SGO.PA and VRLA.PA is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SGO.PA vs. VRLA.PA - Performance Comparison
In the year-to-date period, SGO.PA achieves a 33.77% return, which is significantly higher than VRLA.PA's -20.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SGO.PA vs. VRLA.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie de Saint-Gobain S.A. (SGO.PA) and Verallia (VRLA.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.
Dividends
SGO.PA vs. VRLA.PA - Dividend Comparison
SGO.PA's dividend yield for the trailing twelve months is around 2.42%, less than VRLA.PA's 8.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGO.PA Compagnie de Saint-Gobain S.A. | 2.42% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% | 1.76% | 3.10% |
VRLA.PA Verallia | 8.19% | 4.02% | 3.31% | 3.07% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SGO.PA vs. VRLA.PA - Drawdown Comparison
The maximum SGO.PA drawdown since its inception was -76.24%, which is greater than VRLA.PA's maximum drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for SGO.PA and VRLA.PA. For additional features, visit the drawdowns tool.
Volatility
SGO.PA vs. VRLA.PA - Volatility Comparison
The current volatility for Compagnie de Saint-Gobain S.A. (SGO.PA) is 7.44%, while Verallia (VRLA.PA) has a volatility of 16.18%. This indicates that SGO.PA experiences smaller price fluctuations and is considered to be less risky than VRLA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SGO.PA vs. VRLA.PA - Financials Comparison
This section allows you to compare key financial metrics between Compagnie de Saint-Gobain S.A. and Verallia. 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