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SOP.PA vs. ARCAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOP.PA vs. ARCAY - Performance Comparison

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

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Different Trading Currencies

SOP.PA is traded in EUR, while ARCAY is traded in USD. To make them comparable, the ARCAY 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 -1.77% return, which is significantly lower than ARCAY's 2.12% return. Over the past 10 years, SOP.PA has underperformed ARCAY with an annualized return of 5.23%, while ARCAY has yielded a comparatively higher 11.27% annualized return.


SOP.PA

1D
1.45%
1M
17.27%
YTD
-1.77%
6M
2.20%
1Y
-24.67%
3Y*
-4.18%
5Y*
1.42%
10Y*
5.23%

ARCAY

1D
-0.02%
1M
1.72%
YTD
2.12%
6M
4.61%
1Y
-20.76%
3Y*
-3.79%
5Y*
2.11%
10Y*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOP.PA vs. ARCAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOP.PA
Sopra Steria Group SA
-1.77%-7.33%-11.72%43.60%-8.61%20.72%-7.87%81.19%-47.51%46.82%
ARCAY
Arcadis NV
2.12%-37.47%16.59%38.76%-3.93%48.15%30.12%92.01%-39.11%53.17%

Correlation

The correlation between SOP.PA and ARCAY is 0.02, 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

0.02

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

-0.07

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

-0.11

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2007

0.05

The correlation between SOP.PA and ARCAY shifts across timeframes, from -0.11 (5 years) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SOP.PA vs. ARCAY — 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: 2020
Overall Rank
SOP.PA Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SOP.PA Sortino Ratio Rank: 1616
Sortino Ratio Rank
SOP.PA Omega Ratio Rank: 1717
Omega Ratio Rank
SOP.PA Calmar Ratio Rank: 2424
Calmar Ratio Rank
SOP.PA Martin Ratio Rank: 2828
Martin Ratio Rank

ARCAY
ARCAY Risk / Return Rank: 3636
Overall Rank
ARCAY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ARCAY Sortino Ratio Rank: 4242
Sortino Ratio Rank
ARCAY Omega Ratio Rank: 5151
Omega Ratio Rank
ARCAY Calmar Ratio Rank: 3030
Calmar Ratio Rank
ARCAY Martin Ratio Rank: 2626
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. ARCAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sopra Steria Group SA (SOP.PA) and Arcadis NV (ARCAY). 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.


SOP.PAARCAYDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

0.91

1.09

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.38

-0.14

Martin ratioReturn relative to average drawdown

-0.79

-0.81

+0.03

SOP.PA vs. ARCAY - Sharpe Ratio Comparison

The current SOP.PA Sharpe Ratio is -0.62, which is lower than the ARCAY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SOP.PA and ARCAY, 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

SOP.PA vs. ARCAY - Drawdown Comparison

The maximum SOP.PA drawdown since its inception was -66.41%, smaller than the maximum ARCAY drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SOP.PA and ARCAY.


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Drawdown Indicators


SOP.PAARCAYDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-89.62%

+23.21%

Max Drawdown (1Y)

Largest decline over 1 year

-46.82%

-55.14%

+8.32%

Max Drawdown (3Y)

Largest decline over 3 years

-50.83%

-65.18%

+14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-50.83%

-65.18%

+14.35%

Max Drawdown (10Y)

Largest decline over 10 years

-58.49%

-65.18%

+6.69%

Current Drawdown

Current decline from peak

-33.33%

-45.83%

+12.50%

Average Drawdown

Average peak-to-trough decline

-22.21%

-49.90%

+27.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.18%

25.51%

+5.67%

Volatility

SOP.PA vs. ARCAY - Volatility Comparison

Sopra Steria Group SA (SOP.PA) has a higher volatility of 10.38% compared to Arcadis NV (ARCAY) at 6.12%. This indicates that SOP.PA's price experiences larger fluctuations and is considered to be riskier than ARCAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOP.PAARCAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

6.12%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

34.35%

92.06%

-57.71%

Volatility (1Y)

Calculated over the trailing 1-year period

39.20%

102.45%

-63.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.80%

56.19%

-23.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.94%

54.16%

-19.22%

Dividends

SOP.PA vs. ARCAY - Dividend Comparison

SOP.PA's dividend yield for the trailing twelve months is around 3.61%, more than ARCAY's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCAY
Arcadis NV
3.08%2.65%1.55%1.49%3.55%1.62%0.00%1.92%3.90%3.95%10.01%0.00%
SOP.PA
Sopra Steria Group SA
3.61%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. ARCAY - Financials Comparison

This section allows you to compare key financial metrics between Sopra Steria Group SA and Arcadis NV. 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


Values in EUR except per share items

Frequently Asked Questions


SOP.PA and ARCAY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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