PortfoliosLab logoPortfoliosLab logo
STLAP.PA vs. ML.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STLAP.PA vs. ML.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Stellantis NV (STLAP.PA) and Compagnie Générale des Établissements Michelin Société en commandite par actions (ML.PA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, STLAP.PA achieves a -32.34% return, which is significantly lower than ML.PA's 17.03% return. Over the past 10 years, STLAP.PA has underperformed ML.PA with an annualized return of -3.39%, while ML.PA has yielded a comparatively higher 6.71% annualized return.


STLAP.PA

1D
-4.04%
1M
3.70%
YTD
-32.34%
6M
-35.26%
1Y
-27.24%
3Y*
-20.58%
5Y*
-12.64%
10Y*
-3.39%

ML.PA

1D
-0.50%
1M
7.43%
YTD
17.03%
6M
17.53%
1Y
0.80%
3Y*
9.24%
5Y*
3.56%
10Y*
6.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STLAP.PA vs. ML.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STLAP.PA
Stellantis NV
-32.34%-19.01%-36.12%73.96%-14.09%-15.93%5.02%14.24%9.97%9.42%
ML.PA
Compagnie Générale des Établissements Michelin Société en commandite par actions
17.03%-7.35%1.60%30.63%-25.10%39.93%-1.67%30.30%-25.27%16.32%

Correlation

The correlation between STLAP.PA and ML.PA is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.46

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

0.53

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2001

0.57

The correlation between STLAP.PA and ML.PA shifts across timeframes, from 0.46 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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

STLAP.PA vs. ML.PA — Risk / Return Rank

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

STLAP.PA
STLAP.PA Risk / Return Rank: 1919
Overall Rank
STLAP.PA Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
STLAP.PA Sortino Ratio Rank: 2020
Sortino Ratio Rank
STLAP.PA Omega Ratio Rank: 2020
Omega Ratio Rank
STLAP.PA Calmar Ratio Rank: 2020
Calmar Ratio Rank
STLAP.PA Martin Ratio Rank: 1616
Martin Ratio Rank

ML.PA
ML.PA Risk / Return Rank: 3939
Overall Rank
ML.PA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ML.PA Sortino Ratio Rank: 3535
Sortino Ratio Rank
ML.PA Omega Ratio Rank: 3535
Omega Ratio Rank
ML.PA Calmar Ratio Rank: 4141
Calmar Ratio Rank
ML.PA Martin Ratio Rank: 4141
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.

STLAP.PA vs. ML.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis NV (STLAP.PA) and Compagnie Générale des Établissements Michelin Société en commandite par actions (ML.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.


STLAP.PAML.PADifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

0.94

1.03

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.57

0.04

-0.61

Martin ratioReturn relative to average drawdown

-1.15

0.08

-1.23

STLAP.PA vs. ML.PA - Sharpe Ratio Comparison

The current STLAP.PA Sharpe Ratio is -0.53, which is lower than the ML.PA Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of STLAP.PA and ML.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.


Loading charts...

Sharpe Ratios by Period


STLAP.PAML.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

0.03

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.15

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.26

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.16

-0.32

Drawdowns

STLAP.PA vs. ML.PA - Drawdown Comparison

The maximum STLAP.PA drawdown since its inception was -93.21%, which is greater than ML.PA's maximum drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for STLAP.PA and ML.PA.


Loading charts...

Drawdown Indicators


STLAP.PAML.PADifference

Max Drawdown

Largest peak-to-trough decline

-93.21%

-80.97%

-12.24%

Max Drawdown (1Y)

Largest decline over 1 year

-46.94%

-21.00%

-25.94%

Max Drawdown (3Y)

Largest decline over 3 years

-76.32%

-29.18%

-47.14%

Max Drawdown (5Y)

Largest decline over 5 years

-76.32%

-40.23%

-36.09%

Max Drawdown (10Y)

Largest decline over 10 years

-76.32%

-41.81%

-34.51%

Current Drawdown

Current decline from peak

-84.81%

-10.14%

-74.67%

Average Drawdown

Average peak-to-trough decline

-58.45%

-27.13%

-31.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.49%

9.97%

+13.52%

Volatility

STLAP.PA vs. ML.PA - Volatility Comparison

Stellantis NV (STLAP.PA) has a higher volatility of 11.96% compared to Compagnie Générale des Établissements Michelin Société en commandite par actions (ML.PA) at 5.45%. This indicates that STLAP.PA's price experiences larger fluctuations and is considered to be riskier than ML.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STLAP.PAML.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.96%

5.45%

+6.51%

Volatility (6M)

Calculated over the trailing 6-month period

41.78%

16.56%

+25.22%

Volatility (1Y)

Calculated over the trailing 1-year period

50.61%

22.78%

+27.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.08%

23.86%

+14.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.64%

25.42%

+14.22%

Dividends

STLAP.PA vs. ML.PA - Dividend Comparison

STLAP.PA has not paid dividends to shareholders, while ML.PA's dividend yield for the trailing twelve months is around 4.35%.


PositionTTM20252024202320222021202020192018201720162015
ML.PA
Compagnie Générale des Établissements Michelin Société en commandite par actions
4.35%4.87%4.25%3.85%4.33%1.60%1.91%3.39%4.09%2.72%2.70%2.84%
STLAP.PA
Stellantis NV
0.00%7.23%12.26%6.34%7.84%14.11%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

STLAP.PA vs. ML.PA - Financials Comparison

This section allows you to compare key financial metrics between Stellantis NV and Compagnie Générale des Établissements Michelin Société en commandite par actions. 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


STLAP.PA and ML.PA have a correlation of 0.51, 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 STLAP.PA and ML.PA

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