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VK.PA vs. FDJ.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VK.PA vs. FDJ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vallourec (VK.PA) and La Francaise Des Jeux Sa (FDJ.PA). The values are adjusted to include any dividend payments, if applicable.

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VK.PA vs. FDJ.PA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VK.PA
Vallourec
37.48%4.90%17.08%14.30%39.43%-4.71%-76.22%14.73%
FDJ.PA
La Francaise Des Jeux Sa
0.00%-14.13%19.36%-9.41%-0.01%5.99%59.46%4.96%

Returns By Period


VK.PA

1D
-0.83%
1M
10.73%
YTD
37.48%
6M
28.62%
1Y
35.90%
3Y*
26.78%
5Y*
18.87%
10Y*
-6.61%

FDJ.PA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Vallourec

La Francaise Des Jeux Sa

Return for Risk

VK.PA vs. FDJ.PA — Risk / Return Rank

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

VK.PA
VK.PA Risk / Return Rank: 8080
Overall Rank
VK.PA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VK.PA Sortino Ratio Rank: 7373
Sortino Ratio Rank
VK.PA Omega Ratio Rank: 7171
Omega Ratio Rank
VK.PA Calmar Ratio Rank: 9191
Calmar Ratio Rank
VK.PA Martin Ratio Rank: 8888
Martin Ratio Rank

FDJ.PA
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.

VK.PA vs. FDJ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vallourec (VK.PA) and La Francaise Des Jeux Sa (FDJ.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.


VK.PAFDJ.PADifference

Sharpe ratio

Return per unit of total volatility

1.26

Sortino ratio

Return per unit of downside risk

1.78

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

4.44

Martin ratio

Return relative to average drawdown

9.76

VK.PA vs. FDJ.PA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VK.PAFDJ.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

Correlation

The correlation between VK.PA and FDJ.PA is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VK.PA vs. FDJ.PA - Dividend Comparison

VK.PA's dividend yield for the trailing twelve months is around 6.95%, more than FDJ.PA's 6.41% yield.


TTM20252024202320222021202020192018201720162015
VK.PA
Vallourec
6.95%9.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%9.42%
FDJ.PA
La Francaise Des Jeux Sa
6.41%6.41%4.78%4.17%3.30%2.31%1.20%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VK.PA vs. FDJ.PA - Drawdown Comparison


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Drawdown Indicators


VK.PAFDJ.PADifference

Max Drawdown

Largest peak-to-trough decline

-99.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-44.20%

Max Drawdown (10Y)

Largest decline over 10 years

-96.03%

Current Drawdown

Current decline from peak

-96.90%

Average Drawdown

Average peak-to-trough decline

-51.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

Volatility

VK.PA vs. FDJ.PA - Volatility Comparison


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Volatility by Period


VK.PAFDJ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.86%

Financials

VK.PA vs. FDJ.PA - Financials Comparison

This section allows you to compare key financial metrics between Vallourec and La Francaise Des Jeux 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