PortfoliosLab logoPortfoliosLab logo
SOP.PA vs. ACN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOP.PA vs. ACN - Performance Comparison

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

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SOP.PA achieves a -2.10% return, which is significantly higher than ACN's -32.11% return. Over the past 10 years, SOP.PA has underperformed ACN with an annualized return of 4.36%, while ACN has yielded a comparatively higher 5.64% annualized return.


SOP.PA

1D
-4.32%
1M
10.07%
YTD
-2.10%
6M
13.80%
1Y
-20.26%
3Y*
-3.99%
5Y*
1.88%
10Y*
4.36%

ACN

1D
-4.51%
1M
-0.79%
YTD
-32.11%
6M
-33.68%
1Y
-42.98%
3Y*
-17.70%
5Y*
-6.47%
10Y*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOP.PA vs. ACN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOP.PA
Sopra Steria Group SA
-2.10%-7.33%-11.72%43.60%-8.61%20.72%-7.87%81.19%-47.51%46.82%
ACN
Accenture plc
-32.11%-31.38%8.59%29.59%-30.71%72.68%15.65%54.63%-1.83%16.95%

Correlation

The correlation between SOP.PA and ACN 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

0.23

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

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOP.PA vs. ACN — Risk / Return Rank

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

SOP.PA
SOP.PA Risk / Return Rank: 2222
Overall Rank
SOP.PA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SOP.PA Sortino Ratio Rank: 1919
Sortino Ratio Rank
SOP.PA Omega Ratio Rank: 1919
Omega Ratio Rank
SOP.PA Calmar Ratio Rank: 2626
Calmar Ratio Rank
SOP.PA Martin Ratio Rank: 2929
Martin Ratio Rank

ACN
ACN Risk / Return Rank: 44
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 44
Sortino Ratio Rank
ACN Omega Ratio Rank: 55
Omega Ratio Rank
ACN Calmar Ratio Rank: 88
Calmar Ratio Rank
ACN Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for Sopra Steria Group SA (SOP.PA) and Accenture plc (ACN). 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.


SOP.PAACNDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

0.93

0.79

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.86

+0.43

Martin ratioReturn relative to average drawdown

-0.65

-1.55

+0.89

SOP.PA vs. ACN - Sharpe Ratio Comparison

The current SOP.PA Sharpe Ratio is -0.51, which is higher than the ACN Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of SOP.PA and ACN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SOP.PAACNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-1.18

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.23

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.21

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.42

-0.10

Drawdowns

SOP.PA vs. ACN - Drawdown Comparison

The maximum SOP.PA drawdown since its inception was -93.38%, which is greater than ACN's maximum drawdown of -63.30%. Use the drawdown chart below to compare losses from any high point for SOP.PA and ACN.


Loading charts...

Drawdown Indicators


SOP.PAACNDifference

Max Drawdown

Largest peak-to-trough decline

-93.38%

-63.30%

-30.08%

Max Drawdown (1Y)

Largest decline over 1 year

-46.82%

-50.22%

+3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-50.83%

-63.30%

+12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-50.83%

-63.30%

+12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-58.49%

-63.30%

+4.81%

Current Drawdown

Current decline from peak

-33.55%

-58.83%

+25.28%

Average Drawdown

Average peak-to-trough decline

-35.05%

-10.78%

-24.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.87%

27.81%

+3.06%

Volatility

SOP.PA vs. ACN - Volatility Comparison

The current volatility for Sopra Steria Group SA (SOP.PA) is 10.41%, while Accenture plc (ACN) has a volatility of 15.28%. This indicates that SOP.PA experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOP.PAACNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

15.28%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

34.09%

30.52%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

39.01%

36.38%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.75%

28.43%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.94%

27.13%

+7.81%

Dividends

SOP.PA vs. ACN - Dividend Comparison

SOP.PA's dividend yield for the trailing twelve months is around 3.63%, more than ACN's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.59%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
SOP.PA
Sopra Steria Group SA
3.63%3.01%2.72%2.17%2.27%1.27%0.00%1.29%2.98%1.41%1.58%1.75%

Financials

SOP.PA vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between Sopra Steria Group SA and Accenture plc. 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. SOP.PA values in EUR, ACN values in USD

Frequently Asked Questions


SOP.PA and ACN 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.

Portfolio Optimizer

Find the right allocation for SOP.PA and ACN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer