Credit Agricole SA (Euronext Paris: ACA.PA) closed at €18.26, -4.0%, on 2026-08-27, with a market cap of $71.8B as of 2026-08-26, a trailing P/E of 8.7 and a return on equity of 9.3%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.10% | Sharpe | 0.87 |
| Sortino | 1.15 |
| Beta | −0.10 | Correlation | −0.06 |
| Up capture | 39.65% | Down capture | −60.80% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.42% | Ulcer Index | 9.06 |
| MTD | −5.29% | QTD | 3.75% |
| YTD | 4.02% | Window (ann., 3.0y) | 16.43% |
Price only — no dividends, so this understates total return.
| Skewness | −1.08 | Excess Kurtosis | 4.13 |
| Omega (θ=0) | 1.17 | Tail Ratio | 0.80 |
| Gain/Pain | 0.17 | Hit Rate | 56.54% |
| Win/Loss | 0.88 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.29% | -4.46% | -2.11% | -3.02% |
| CVaR (ES) | -3.64% | -5.49% | -2.67% | -3.47% |
| VaR (Cornish-Fisher) | — | — | -2.38% | -4.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.42% | 2024-05-28 | 2024-12-03 | 2025-02-26 | 134 | 58 |
| -16.69% | 2026-02-26 | 2026-03-30 | 2026-07-31 | 21 | 76 |
| -13.41% | 2025-03-25 | 2025-04-09 | 2025-05-16 | 11 | 19 |
| -12.69% | 2025-05-20 | 2025-09-02 | 2026-01-02 | 40 | 85 |
| -9.63% | 2026-08-14 | 2026-08-27 | ongoing | 9 | — |
| -9.41% | 2024-01-26 | 2024-02-13 | 2024-03-26 | 12 | 30 |
| -5.63% | 2023-09-15 | 2023-10-27 | 2023-11-30 | 30 | 24 |
| -5.47% | 2026-02-03 | 2026-02-05 | 2026-02-25 | 2 | 13 |
| -4.65% | 2023-08-30 | 2023-09-08 | 2023-09-14 | 7 | 4 |
| -4.07% | 2024-04-04 | 2024-04-16 | 2024-04-22 | 8 | 4 |
Worst depth first · lengths in trading days.
