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SPG vs. FGR.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPG vs. FGR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simon Property Group, Inc. (SPG) and Eiffage SA (FGR.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPG achieves a 20.86% return, which is significantly higher than FGR.PA's 0.03% return. Over the past 10 years, SPG has underperformed FGR.PA with an annualized return of 5.16%, while FGR.PA has yielded a comparatively higher 9.75% annualized return.


SPG

1D
-0.43%
1M
1.82%
6M
21.13%
YTD
20.86%
1Y
41.68%
3Y*
27.49%
5Y*
17.10%
10Y*
5.16%

FGR.PA

1D
0.03%
1M
-3.60%
6M
-1.61%
YTD
0.03%
1Y
4.91%
3Y*
14.55%
5Y*
10.01%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPG vs. FGR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPG
Simon Property Group, Inc.
20.86%12.94%26.92%29.24%-21.91%95.72%-38.64%-6.74%2.55%0.98%
FGR.PA
Eiffage SA
0.03%70.16%-14.73%12.70%-1.26%10.15%-15.65%40.77%-22.31%60.44%

Correlation

The correlation between SPG and FGR.PA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.21

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

0.30

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

0.28

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

0.26

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Return for Risk

SPG vs. FGR.PA — Risk / Return Rank

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

SPG
SPG Risk / Return Rank: 9191
Overall Rank
SPG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SPG Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPG Omega Ratio Rank: 8888
Omega Ratio Rank
SPG Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPG Martin Ratio Rank: 9393
Martin Ratio Rank

FGR.PA
FGR.PA Risk / Return Rank: 5353
Overall Rank
FGR.PA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FGR.PA Sortino Ratio Rank: 4949
Sortino Ratio Rank
FGR.PA Omega Ratio Rank: 4949
Omega Ratio Rank
FGR.PA Calmar Ratio Rank: 5656
Calmar Ratio Rank
FGR.PA Martin Ratio Rank: 5656
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.

SPG vs. FGR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) and Eiffage SA (FGR.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.


SPGFGR.PADifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.35

1.06

+0.30

Calmar ratioReturn relative to maximum drawdown

3.50

0.26

+3.24

Martin ratioReturn relative to average drawdown

12.63

0.49

+12.15

SPG vs. FGR.PA - Sharpe Ratio Comparison

The current SPG Sharpe Ratio is 2.09, which is higher than the FGR.PA Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SPG and FGR.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

SPG vs. FGR.PA - Drawdown Comparison

The maximum SPG drawdown since its inception was -77.00%, smaller than the maximum FGR.PA drawdown of -84.14%. Use the drawdown chart below to compare losses from any high point for SPG and FGR.PA.


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Drawdown Indicators


SPGFGR.PADifference

Max Drawdown

Largest peak-to-trough decline

-77.00%

-84.14%

+7.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-18.30%

+6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-24.32%

-24.99%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-45.84%

-28.40%

-17.44%

Max Drawdown (10Y)

Largest decline over 10 years

-77.00%

-53.09%

-23.91%

Current Drawdown

Current decline from peak

-3.86%

-16.76%

+12.90%

Average Drawdown

Average peak-to-trough decline

-13.81%

-33.48%

+19.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

9.73%

-6.54%

Volatility

SPG vs. FGR.PA - Volatility Comparison

The current volatility for Simon Property Group, Inc. (SPG) is 6.90%, while Eiffage SA (FGR.PA) has a volatility of 7.72%. This indicates that SPG experiences smaller price fluctuations and is considered to be less risky than FGR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGFGR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

7.72%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

20.27%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

26.13%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

25.68%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.12%

27.54%

+9.58%

Dividends

SPG vs. FGR.PA - Dividend Comparison

SPG's dividend yield for the trailing twelve months is around 4.02%, more than FGR.PA's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
FGR.PA
Eiffage SA
3.96%3.84%4.84%3.71%3.37%3.32%0.00%2.35%2.74%1.64%2.26%2.02%
SPG
Simon Property Group, Inc.
4.02%4.62%4.70%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%

Financials

SPG vs. FGR.PA - Financials Comparison

This section allows you to compare key financial metrics between Simon Property Group, Inc. and Eiffage SA. 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. SPG values in USD, FGR.PA values in EUR

Frequently Asked Questions


SPG and FGR.PA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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