SOP.PA vs. EXO.AS

Last updated Jun 4, 2026

SOP.PA (Sopra Steria Group SA) and EXO.AS (Exor N.V.) are both stocks. SOP.PA operates in Information Technology Services (Technology), while EXO.AS operates in Auto Manufacturers (Consumer Cyclical). Over the past 3 years, SOP.PA returned -3.99%/yr vs -6.05%/yr for EXO.AS. At a 0.42 correlation, their price movements are largely independent.

Performance

SOP.PA vs. EXO.AS - Performance Comparison

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

Returns By Period

In the year-to-date period, SOP.PA achieves a -2.10% return, which is significantly higher than EXO.AS's -9.42% 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%

EXO.AS

• 1D: -2.69%
• 1M: -1.61%
• YTD: -9.42%
• 6M: -9.36%
• 1Y: -22.24%
• 3Y*: -6.05%
• 5Y*: —
• 10Y*: —

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

SOP.PA vs. EXO.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SOP.PA Sopra Steria Group SA	-2.10%	-7.33%	-11.72%	43.60%	-10.01%
EXO.AS Exor N.V.	-9.42%	-17.71%	-1.72%	33.25%	3.30%

Correlation

The correlation between SOP.PA and EXO.AS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (All Time) Calculated using the full available price history since Aug 15, 2022	0.42

The correlation between SOP.PA and EXO.AS shifts across timeframes, from 0.32 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SOP.PA vs. EXO.AS — 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: 22
SOP.PA Sharpe Ratio Rank: 19
SOP.PA Sortino Ratio Rank: 19
SOP.PA Omega Ratio Rank: 19
SOP.PA Calmar Ratio Rank: 26
SOP.PA Martin Ratio Rank: 29

EXO.AS

EXO.AS Risk / Return Rank: 11
EXO.AS Sharpe Ratio Rank: 6
EXO.AS Sortino Ratio Rank: 9
EXO.AS Omega Ratio Rank: 9
EXO.AS Calmar Ratio Rank: 14
EXO.AS Martin Ratio Rank: 14

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. EXO.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sopra Steria Group SA (SOP.PA) and Exor N.V. (EXO.AS). 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.PA	EXO.AS	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	-0.93	+0.42
Sortino ratio: Return per unit of downside risk	-0.54	-1.17	+0.63
Omega ratio: Gain probability vs. loss probability	0.93	0.85	+0.08
Calmar ratio: Return relative to maximum drawdown	-0.43	-0.72	+0.29
Martin ratio: Return relative to average drawdown	-0.65	-1.19	+0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOP.PA vs. EXO.AS - Sharpe Ratio Comparison

The current SOP.PA Sharpe Ratio is -0.51, which is higher than the EXO.AS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of SOP.PA and EXO.AS, 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

	SOP.PA	EXO.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	-0.93	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.01	+0.31

Drawdowns

SOP.PA vs. EXO.AS - Drawdown Comparison

The maximum SOP.PA drawdown since its inception was -93.38%, which is greater than EXO.AS's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for SOP.PA and EXO.AS.

Drawdown Indicators

	SOP.PA	EXO.AS	Difference
Max Drawdown Largest peak-to-trough decline	-93.38%	-39.28%	-54.10%
Max Drawdown (1Y) Largest decline over 1 year	-46.82%	-30.69%	-16.13%
Max Drawdown (3Y) Largest decline over 3 years	-50.83%	-39.28%	-11.55%
Max Drawdown (5Y) Largest decline over 5 years	-50.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-58.49%	—	—
Current Drawdown Current decline from peak	-33.55%	-37.10%	+3.55%
Average Drawdown Average peak-to-trough decline	-35.05%	-11.60%	-23.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.87%	18.63%	+12.24%

Volatility

SOP.PA vs. EXO.AS - Volatility Comparison

Sopra Steria Group SA (SOP.PA) has a higher volatility of 10.41% compared to Exor N.V. (EXO.AS) at 6.33%. This indicates that SOP.PA's price experiences larger fluctuations and is considered to be riskier than EXO.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOP.PA	EXO.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.41%	6.33%	+4.08%
Volatility (6M) Calculated over the trailing 6-month period	34.09%	16.60%	+17.49%
Volatility (1Y) Calculated over the trailing 1-year period	39.01%	23.66%	+15.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.75%	21.63%	+11.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.94%	21.63%	+13.31%

Dividends

SOP.PA vs. EXO.AS - Dividend Comparison

SOP.PA's dividend yield for the trailing twelve months is around 3.63%, more than EXO.AS's 0.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXO.AS Exor N.V.	0.75%	0.68%	0.52%	0.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both SOP.PA and EXO.AS in my portfolio?

SOP.PA and EXO.AS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.