VRLA.PA vs. SGO.PA
Compare and contrast key facts about Verallia (VRLA.PA) and Compagnie de Saint-Gobain S.A. (SGO.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRLA.PA or SGO.PA.
Key characteristics
| VRLA.PA | SGO.PA | |
|---|---|---|
| YTD Return | -17.97% | 38.08% |
| 1Y Return | -12.82% | 59.44% |
| 3Y Return (Ann) | -0.79% | 17.39% |
| 5Y Return (Ann) | 2.82% | 21.42% |
| Sharpe Ratio | -0.27 | 2.50 |
| Sortino Ratio | -0.13 | 3.33 |
| Omega Ratio | 0.98 | 1.43 |
| Calmar Ratio | -0.23 | 5.52 |
| Martin Ratio | -0.49 | 15.54 |
| Ulcer Index | 19.34% | 3.81% |
| Daily Std Dev | 34.88% | 23.71% |
| Max Drawdown | -44.08% | -76.24% |
| Current Drawdown | -35.65% | 0.00% |
Fundamentals
| VRLA.PA | SGO.PA | |
|---|---|---|
| Market Cap | €3.09B | €43.37B |
| EPS | €2.42 | €5.69 |
| PE Ratio | 10.85 | 15.26 |
| Total Revenue (TTM) | €3.53B | €46.45B |
| Gross Profit (TTM) | €758.20M | €12.57B |
| EBITDA (TTM) | €888.60M | €6.88B |
Correlation
The correlation between VRLA.PA and SGO.PA is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VRLA.PA vs. SGO.PA - Performance Comparison
In the year-to-date period, VRLA.PA achieves a -17.97% return, which is significantly lower than SGO.PA's 38.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VRLA.PA vs. SGO.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Verallia (VRLA.PA) and Compagnie de Saint-Gobain S.A. (SGO.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.
Dividends
VRLA.PA vs. SGO.PA - Dividend Comparison
VRLA.PA's dividend yield for the trailing twelve months is around 7.97%, more than SGO.PA's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRLA.PA Verallia | 7.97% | 4.02% | 3.31% | 3.07% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGO.PA Compagnie de Saint-Gobain S.A. | 2.34% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% | 1.76% | 3.10% |
Drawdowns
VRLA.PA vs. SGO.PA - Drawdown Comparison
The maximum VRLA.PA drawdown since its inception was -44.08%, smaller than the maximum SGO.PA drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for VRLA.PA and SGO.PA. For additional features, visit the drawdowns tool.
Volatility
VRLA.PA vs. SGO.PA - Volatility Comparison
Verallia (VRLA.PA) has a higher volatility of 16.29% compared to Compagnie de Saint-Gobain S.A. (SGO.PA) at 7.64%. This indicates that VRLA.PA's price experiences larger fluctuations and is considered to be riskier than SGO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VRLA.PA vs. SGO.PA - Financials Comparison
This section allows you to compare key financial metrics between Verallia and Compagnie de Saint-Gobain S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities