SOI.PA vs. ESE.PA

Last updated Jun 5, 2026

SOI.PA (Soitec SA) is a stock, while ESE.PA (BNP Paribas Easy S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SOI.PA returned 31.14%/yr vs 15.10%/yr for ESE.PA. At a 0.32 correlation, their price movements are largely independent.

Performance

SOI.PA vs. ESE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Soitec SA (SOI.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOI.PA achieves a 574.86% return, which is significantly higher than ESE.PA's 11.48% return. Over the past 10 years, SOI.PA has outperformed ESE.PA with an annualized return of 31.14%, while ESE.PA has yielded a comparatively lower 15.10% annualized return.

SOI.PA

• 1D: -5.55%
• 1M: -0.89%
• YTD: 574.86%
• 6M: 496.87%
• 1Y: 240.81%
• 3Y*: 5.68%
• 5Y*: -2.11%
• 10Y*: 31.14%

ESE.PA

• 1D: -0.10%
• 1M: 5.24%
• YTD: 11.48%
• 6M: 11.30%
• 1Y: 25.41%
• 3Y*: 18.70%
• 5Y*: 14.69%
• 10Y*: 15.10%

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

SOI.PA vs. ESE.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOI.PA Soitec SA	574.86%	-73.39%	-46.14%	5.86%	-28.97%	35.09%	70.01%	85.18%	-14.89%	102.21%
ESE.PA BNP Paribas Easy S&P 500 UCITS ETF	11.48%	3.58%	33.68%	22.35%	-14.10%	40.40%	8.06%	33.39%	-0.04%	7.07%

Correlation

The correlation between SOI.PA and ESE.PA is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jul 4, 2008	0.32

Return for Risk

SOI.PA vs. ESE.PA — Risk / Return Rank

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

SOI.PA

SOI.PA Risk / Return Rank: 88
SOI.PA Sharpe Ratio Rank: 92
SOI.PA Sortino Ratio Rank: 87
SOI.PA Omega Ratio Rank: 88
SOI.PA Calmar Ratio Rank: 89
SOI.PA Martin Ratio Rank: 84

ESE.PA

ESE.PA Risk / Return Rank: 69
ESE.PA Sharpe Ratio Rank: 68
ESE.PA Sortino Ratio Rank: 67
ESE.PA Omega Ratio Rank: 71
ESE.PA Calmar Ratio Rank: 72
ESE.PA Martin Ratio Rank: 69

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.

SOI.PA vs. ESE.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Soitec SA (SOI.PA) and BNP Paribas Easy S&P 500 UCITS ETF (ESE.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.

	SOI.PA	ESE.PA	Difference
Sharpe ratio: Return per unit of total volatility	2.57	2.21	+0.36
Sortino ratio: Return per unit of downside risk	2.95	3.01	-0.06
Omega ratio: Gain probability vs. loss probability	1.40	1.41	-0.01
Calmar ratio: Return relative to maximum drawdown	4.37	3.51	+0.86
Martin ratio: Return relative to average drawdown	8.52	12.50	-3.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOI.PA vs. ESE.PA - Sharpe Ratio Comparison

The current SOI.PA Sharpe Ratio is 2.57, which is comparable to the ESE.PA Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SOI.PA and ESE.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.

Sharpe Ratios by Period

	SOI.PA	ESE.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	2.21	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.96	-0.99
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.93	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.81	-0.72

Drawdowns

SOI.PA vs. ESE.PA - Drawdown Comparison

The maximum SOI.PA drawdown since its inception was -98.36%, which is greater than ESE.PA's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for SOI.PA and ESE.PA.

Drawdown Indicators

	SOI.PA	ESE.PA	Difference
Max Drawdown Largest peak-to-trough decline	-98.36%	-36.74%	-61.62%
Max Drawdown (1Y) Largest decline over 1 year	-54.03%	-7.15%	-46.88%
Max Drawdown (3Y) Largest decline over 3 years	-87.30%	-23.28%	-64.02%
Max Drawdown (5Y) Largest decline over 5 years	-90.49%	-23.28%	-67.21%
Max Drawdown (10Y) Largest decline over 10 years	-90.49%	-33.62%	-56.87%
Current Drawdown Current decline from peak	-66.66%	-0.41%	-66.25%
Average Drawdown Average peak-to-trough decline	-75.25%	-4.88%	-70.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.86%	2.02%	+25.84%

Volatility

SOI.PA vs. ESE.PA - Volatility Comparison

Soitec SA (SOI.PA) has a higher volatility of 42.19% compared to BNP Paribas Easy S&P 500 UCITS ETF (ESE.PA) at 2.64%. This indicates that SOI.PA's price experiences larger fluctuations and is considered to be riskier than ESE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOI.PA	ESE.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	42.19%	2.64%	+39.55%
Volatility (6M) Calculated over the trailing 6-month period	72.40%	7.47%	+64.93%
Volatility (1Y) Calculated over the trailing 1-year period	91.98%	11.37%	+80.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.83%	15.12%	+44.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.66%	16.09%	+36.57%

Dividends

SOI.PA vs. ESE.PA - Dividend Comparison

Neither SOI.PA nor ESE.PA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SOI.PA and ESE.PA in my portfolio?

SOI.PA and ESE.PA have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.