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SQU.DE vs. DG.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SQU.DE vs. DG.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vinci S. A. (SQU.DE) and VINCI SA (DG.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SQU.DE having a 5.80% return and DG.PA slightly higher at 5.98%. Both investments have delivered pretty close results over the past 10 years, with SQU.DE having a 10.00% annualized return and DG.PA not far ahead at 10.02%.


SQU.DE

1D
0.32%
1M
-7.28%
YTD
5.80%
6M
5.71%
1Y
1.32%
3Y*
9.22%
5Y*
9.81%
10Y*
10.00%

DG.PA

1D
0.32%
1M
-7.45%
YTD
5.98%
6M
5.49%
1Y
1.15%
3Y*
9.22%
5Y*
9.82%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQU.DE vs. DG.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQU.DE
Vinci S. A.
5.80%26.20%-9.23%25.04%6.52%13.89%-14.32%42.94%-13.37%36.85%
DG.PA
VINCI SA
5.98%25.31%-8.64%26.50%3.96%17.59%-15.20%41.57%-12.79%35.21%

Correlation

The correlation between SQU.DE and DG.PA is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.95

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

0.94

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2004

0.71

Over the past year, SQU.DE and DG.PA have become more correlated (0.98) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

SQU.DE vs. DG.PA — Risk / Return Rank

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

SQU.DE
SQU.DE Risk / Return Rank: 4040
Overall Rank
SQU.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SQU.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SQU.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SQU.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SQU.DE Martin Ratio Rank: 4242
Martin Ratio Rank

DG.PA
DG.PA Risk / Return Rank: 4040
Overall Rank
DG.PA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DG.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
DG.PA Omega Ratio Rank: 3636
Omega Ratio Rank
DG.PA Calmar Ratio Rank: 4343
Calmar Ratio Rank
DG.PA Martin Ratio Rank: 4242
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.

SQU.DE vs. DG.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vinci S. A. (SQU.DE) and VINCI SA (DG.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.


SQU.DEDG.PADifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.07

0.07

0.00

Martin ratioReturn relative to average drawdown

0.13

0.12

+0.01

SQU.DE vs. DG.PA - Sharpe Ratio Comparison

The current SQU.DE Sharpe Ratio is 0.04, which is comparable to the DG.PA Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SQU.DE and DG.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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Sharpe Ratios by Period


SQU.DEDG.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.04

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.45

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.38

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.40

+0.08

Drawdowns

SQU.DE vs. DG.PA - Drawdown Comparison

The maximum SQU.DE drawdown since its inception was -57.05%, smaller than the maximum DG.PA drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for SQU.DE and DG.PA.


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Drawdown Indicators


SQU.DEDG.PADifference

Max Drawdown

Largest peak-to-trough decline

-57.05%

-67.98%

+10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-12.93%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

-15.85%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-20.34%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-46.48%

-46.60%

+0.12%

Current Drawdown

Current decline from peak

-10.53%

-10.63%

+0.10%

Average Drawdown

Average peak-to-trough decline

-12.86%

-16.36%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.09%

7.10%

-0.01%

Volatility

SQU.DE vs. DG.PA - Volatility Comparison

Vinci S. A. (SQU.DE) and VINCI SA (DG.PA) have volatilities of 5.98% and 6.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQU.DEDG.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.09%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

18.84%

18.80%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.47%

23.40%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

21.54%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.45%

25.70%

+0.75%

Dividends

SQU.DE vs. DG.PA - Dividend Comparison

SQU.DE's dividend yield for the trailing twelve months is around 4.05%, which matches DG.PA's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DG.PA
VINCI SA
4.05%3.96%4.51%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%
SQU.DE
Vinci S. A.
4.05%3.95%4.54%3.56%3.44%2.93%2.82%2.72%3.49%2.53%2.96%3.02%

Financials

SQU.DE vs. DG.PA - Financials Comparison

This section allows you to compare key financial metrics between Vinci S. A. and VINCI 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


Values in EUR except per share items

Frequently Asked Questions


With a correlation of 0.98, SQU.DE and DG.PA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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