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WPP vs. PUB.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WPPPUB.PA
YTD Return6.01%18.69%
1Y Return7.18%37.48%
3Y Return (Ann)-5.69%24.29%
5Y Return (Ann)-0.66%20.33%
10Y Return (Ann)-3.08%9.08%
Sharpe Ratio0.291.98
Daily Std Dev25.19%18.88%
Max Drawdown-96.17%-79.39%
Current Drawdown-40.56%-7.77%

Fundamentals


WPPPUB.PA
Market Cap$10.49B€24.22B
EPS$1.22€5.76
PE Ratio39.8416.75
PEG Ratio2.611.24
Total Revenue (TTM)$22.28B€15.35B
Gross Profit (TTM)$3.74B€2.29B
EBITDA (TTM)$2.78B€3.02B

Correlation

-0.50.00.51.00.4

The correlation between WPP and PUB.PA is 0.38, 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.

Performance

WPP vs. PUB.PA - Performance Comparison

In the year-to-date period, WPP achieves a 6.01% return, which is significantly lower than PUB.PA's 18.69% return. Over the past 10 years, WPP has underperformed PUB.PA with an annualized return of -3.08%, while PUB.PA has yielded a comparatively higher 9.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
12.52%
3.68%
WPP
PUB.PA

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Risk-Adjusted Performance

WPP vs. PUB.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) and Publicis Groupe S.A. (PUB.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.


WPP
Sharpe ratio
The chart of Sharpe ratio for WPP, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.56
Sortino ratio
The chart of Sortino ratio for WPP, currently valued at 0.90, compared to the broader market-6.00-4.00-2.000.002.004.000.90
Omega ratio
The chart of Omega ratio for WPP, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for WPP, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.000.27
Martin ratio
The chart of Martin ratio for WPP, currently valued at 2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.01
PUB.PA
Sharpe ratio
The chart of Sharpe ratio for PUB.PA, currently valued at 2.31, compared to the broader market-4.00-2.000.002.002.31
Sortino ratio
The chart of Sortino ratio for PUB.PA, currently valued at 3.16, compared to the broader market-6.00-4.00-2.000.002.004.003.16
Omega ratio
The chart of Omega ratio for PUB.PA, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for PUB.PA, currently valued at 3.38, compared to the broader market0.001.002.003.004.005.003.38
Martin ratio
The chart of Martin ratio for PUB.PA, currently valued at 11.15, compared to the broader market-10.00-5.000.005.0010.0015.0020.0011.15

WPP vs. PUB.PA - Sharpe Ratio Comparison

The current WPP Sharpe Ratio is 0.29, which is lower than the PUB.PA Sharpe Ratio of 1.98. The chart below compares the 12-month rolling Sharpe Ratio of WPP and PUB.PA.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.56
2.31
WPP
PUB.PA

Dividends

WPP vs. PUB.PA - Dividend Comparison

WPP's dividend yield for the trailing twelve months is around 5.55%, more than PUB.PA's 3.31% yield.


TTM20232022202120202019201820172016201520142013
WPP
WPP plc
5.55%5.20%4.06%2.44%5.65%5.34%7.25%4.32%2.99%2.86%2.80%2.01%
PUB.PA
Publicis Groupe S.A.
3.31%3.45%4.04%3.38%2.82%5.25%3.99%3.27%2.44%1.96%1.84%1.35%

Drawdowns

WPP vs. PUB.PA - Drawdown Comparison

The maximum WPP drawdown since its inception was -96.17%, which is greater than PUB.PA's maximum drawdown of -79.39%. Use the drawdown chart below to compare losses from any high point for WPP and PUB.PA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-40.56%
-5.13%
WPP
PUB.PA

Volatility

WPP vs. PUB.PA - Volatility Comparison

WPP plc (WPP) has a higher volatility of 7.18% compared to Publicis Groupe S.A. (PUB.PA) at 4.82%. This indicates that WPP's price experiences larger fluctuations and is considered to be riskier than PUB.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
7.18%
4.82%
WPP
PUB.PA

Financials

WPP vs. PUB.PA - Financials Comparison

This section allows you to compare key financial metrics between WPP plc and Publicis Groupe 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. WPP values in USD, PUB.PA values in EUR