^FCHI vs. AI.PA
Compare and contrast key facts about CAC 40 (^FCHI) and L'Air Liquide S.A. (AI.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or AI.PA.
Key characteristics
| ^FCHI | AI.PA | |
|---|---|---|
| YTD Return | -2.27% | 4.93% |
| 1Y Return | 4.60% | 13.25% |
| 3Y Return (Ann) | 1.52% | 11.81% |
| 5Y Return (Ann) | 4.60% | 12.67% |
| 10Y Return (Ann) | 5.73% | 12.19% |
| Sharpe Ratio | 0.39 | 0.74 |
| Sortino Ratio | 0.62 | 1.22 |
| Omega Ratio | 1.07 | 1.15 |
| Calmar Ratio | 0.36 | 1.50 |
| Martin Ratio | 0.83 | 3.10 |
| Ulcer Index | 5.81% | 4.22% |
| Daily Std Dev | 12.35% | 17.54% |
| Max Drawdown | -65.29% | -39.43% |
| Current Drawdown | -10.54% | -6.29% |
Correlation
The correlation between ^FCHI and AI.PA is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^FCHI vs. AI.PA - Performance Comparison
In the year-to-date period, ^FCHI achieves a -2.27% return, which is significantly lower than AI.PA's 4.93% return. Over the past 10 years, ^FCHI has underperformed AI.PA with an annualized return of 5.73%, while AI.PA has yielded a comparatively higher 12.19% annualized 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
^FCHI vs. AI.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and L'Air Liquide S.A. (AI.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.
Drawdowns
^FCHI vs. AI.PA - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, which is greater than AI.PA's maximum drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for ^FCHI and AI.PA. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. AI.PA - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 3.16%, while L'Air Liquide S.A. (AI.PA) has a volatility of 3.68%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than AI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.