^FCHI vs. ATO.PA
Compare and contrast key facts about CAC 40 (^FCHI) and Atos SE (ATO.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ATO.PA.
Key characteristics
| ^FCHI | ATO.PA | |
|---|---|---|
| YTD Return | -2.27% | -90.44% |
| 1Y Return | 4.60% | -89.85% |
| 3Y Return (Ann) | 1.52% | -74.54% |
| 5Y Return (Ann) | 4.60% | -59.67% |
| 10Y Return (Ann) | 5.73% | -32.72% |
| Sharpe Ratio | 0.39 | -0.72 |
| Sortino Ratio | 0.62 | -1.73 |
| Omega Ratio | 1.07 | 0.78 |
| Calmar Ratio | 0.36 | -0.90 |
| Martin Ratio | 0.83 | -1.22 |
| Ulcer Index | 5.81% | 73.70% |
| Daily Std Dev | 12.35% | 123.62% |
| Max Drawdown | -65.29% | -99.46% |
| Current Drawdown | -10.54% | -99.44% |
Correlation
The correlation between ^FCHI and ATO.PA is 0.52, 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
^FCHI vs. ATO.PA - Performance Comparison
In the year-to-date period, ^FCHI achieves a -2.27% return, which is significantly higher than ATO.PA's -90.44% return. Over the past 10 years, ^FCHI has outperformed ATO.PA with an annualized return of 5.73%, while ATO.PA has yielded a comparatively lower -32.72% 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. ATO.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and Atos SE (ATO.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. ATO.PA - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, smaller than the maximum ATO.PA drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ATO.PA. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ATO.PA - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 3.16%, while Atos SE (ATO.PA) has a volatility of 10.74%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than ATO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.