PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Hermes International SA (HESAY) Sharpe Ratio: -0.71

Equity · Main listing RMS.PA · Currency in USD · Last updated Jun 19, 2026

HESAY's Sharpe Ratio of -0.71 indicates that for each unit of volatility, it generates -0.71 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 19, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

HESAY Sharpe Ratio Rank

HESAY Sharpe Ratio Rank: 11.812
Concerning

HESAY ranks above 11.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

HESAY Sharpe Ratio Market Positioning

The chart shows HESAY's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 5.58+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares Hermes International SA's Sharpe Ratio with other stocks in the Luxury Goods industry across multiple time periods, showing how HESAY's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 19, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ELAEnvela Corporation5.12
MOVMovado Group, Inc.4.29
FOSLFossil Group, Inc.2.16
TPRTapestry, Inc.1.80
SWGAYSwatch Group AG ADR1.71
PPRUYKering SA1.38
SFRGYSalvatore Ferragamo SpA ADR1.12
CFRUYCompagnie Financiere Richemont0.89
LVMHFLVMH Moët Hennessy - Louis Vuitton, Société Européenne0.38
SIGSignet Jewelers Limited0.22
HESAYHermes International SA-0.71

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HESAY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HESAY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does HESAY fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio