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SMFG vs. DSY.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SMFG vs. DSY.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Mitsui Financial Group, Inc. (SMFG) and Dassault Systèmes SE (DSY.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMFG is traded in USD, while DSY.PA is traded in EUR. To make them comparable, the DSY.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMFG achieves a 26.23% return, which is significantly higher than DSY.PA's -27.95% return. Over the past 10 years, SMFG has outperformed DSY.PA with an annualized return of 19.72%, while DSY.PA has yielded a comparatively lower 4.67% annualized return.


SMFG

1D
2.43%
1M
9.27%
YTD
26.23%
6M
28.02%
1Y
63.87%
3Y*
47.38%
5Y*
31.41%
10Y*
19.72%

DSY.PA

1D
-5.54%
1M
-9.73%
YTD
-27.95%
6M
-26.91%
1Y
-45.73%
3Y*
-22.79%
5Y*
-15.01%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMFG vs. DSY.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMFG
Sumitomo Mitsui Financial Group, Inc.
26.23%38.01%54.90%25.63%21.70%10.05%-11.00%19.47%-22.21%17.95%
DSY.PA
Dassault Systèmes SE
-27.95%-18.65%-28.54%36.98%-39.56%48.93%26.42%42.03%14.44%44.34%

Correlation

The correlation between SMFG and DSY.PA is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.20

The correlation between SMFG and DSY.PA shifts across timeframes, from 0.06 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMFG vs. DSY.PA — Risk / Return Rank

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

SMFG
SMFG Risk / Return Rank: 8888
Overall Rank
SMFG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SMFG Sortino Ratio Rank: 9090
Sortino Ratio Rank
SMFG Omega Ratio Rank: 8888
Omega Ratio Rank
SMFG Calmar Ratio Rank: 8585
Calmar Ratio Rank
SMFG Martin Ratio Rank: 8787
Martin Ratio Rank

DSY.PA
DSY.PA Risk / Return Rank: 55
Overall Rank
DSY.PA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSY.PA Sortino Ratio Rank: 66
Sortino Ratio Rank
DSY.PA Omega Ratio Rank: 33
Omega Ratio Rank
DSY.PA Calmar Ratio Rank: 77
Calmar Ratio Rank
DSY.PA Martin Ratio Rank: 55
Martin Ratio Rank
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.

SMFG vs. DSY.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) and Dassault Systèmes SE (DSY.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.


SMFGDSY.PADifference
Sharpe ratioReturn per unit of total volatility

+3.43

Sortino ratioReturn per unit of downside risk

+4.60

Omega ratioGain probability vs. loss probability

1.37

0.76

+0.62

Calmar ratioReturn relative to maximum drawdown

3.19

-0.91

+4.10

Martin ratioReturn relative to average drawdown

9.07

-1.54

+10.62

SMFG vs. DSY.PA - Sharpe Ratio Comparison

The current SMFG Sharpe Ratio is 2.27, which is higher than the DSY.PA Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of SMFG and DSY.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.


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Drawdowns

SMFG vs. DSY.PA - Drawdown Comparison

The maximum SMFG drawdown since its inception was -77.26%, which is greater than DSY.PA's maximum drawdown of -69.54%. Use the drawdown chart below to compare losses from any high point for SMFG and DSY.PA.


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Drawdown Indicators


SMFGDSY.PADifference

Max Drawdown

Largest peak-to-trough decline

-77.26%

-69.54%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-20.12%

-49.78%

+29.66%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-63.50%

+37.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.88%

-69.54%

+41.66%

Max Drawdown (10Y)

Largest decline over 10 years

-47.66%

-69.54%

+21.88%

Current Drawdown

Current decline from peak

0.00%

-67.51%

+67.51%

Average Drawdown

Average peak-to-trough decline

-48.03%

-15.48%

-32.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

29.55%

-22.49%

Volatility

SMFG vs. DSY.PA - Volatility Comparison

The current volatility for Sumitomo Mitsui Financial Group, Inc. (SMFG) is 7.99%, while Dassault Systèmes SE (DSY.PA) has a volatility of 15.65%. This indicates that SMFG experiences smaller price fluctuations and is considered to be less risky than DSY.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMFGDSY.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

15.65%

-7.66%

Volatility (6M)

Calculated over the trailing 6-month period

21.54%

35.33%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

28.33%

39.07%

-10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.82%

32.07%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.91%

29.64%

-2.73%

Dividends

SMFG vs. DSY.PA - Dividend Comparison

SMFG's dividend yield for the trailing twelve months is around 1.23%, less than DSY.PA's 1.57% yield.


PositionTTM20252024202320222021202020192018201720162015
DSY.PA
Dassault Systèmes SE
1.57%1.09%0.69%0.47%0.51%1.07%2.11%2.22%2.80%2.99%3.25%2.92%
SMFG
Sumitomo Mitsui Financial Group, Inc.
1.23%2.84%2.82%3.67%2.12%0.00%5.97%4.61%4.80%3.17%3.63%3.32%

Financials

SMFG vs. DSY.PA - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Mitsui Financial Group, Inc. and Dassault Systèmes SE. 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. SMFG values in JPY, DSY.PA values in EUR

Frequently Asked Questions


SMFG and DSY.PA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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