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0QLR.L vs. RMS.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0QLR.L and RMS.PA is 0.22, 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

0QLR.L vs. RMS.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novartis AG (0QLR.L) and Hermès International Société en commandite par actions (RMS.PA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
19.30%
168.79%
0QLR.L
RMS.PA

Key characteristics

Sharpe Ratio

0QLR.L:

0.04

RMS.PA:

0.26

Sortino Ratio

0QLR.L:

0.29

RMS.PA:

0.62

Omega Ratio

0QLR.L:

1.04

RMS.PA:

1.08

Calmar Ratio

0QLR.L:

0.13

RMS.PA:

0.33

Martin Ratio

0QLR.L:

0.36

RMS.PA:

0.83

Ulcer Index

0QLR.L:

6.96%

RMS.PA:

9.80%

Daily Std Dev

0QLR.L:

20.45%

RMS.PA:

27.24%

Max Drawdown

0QLR.L:

-19.20%

RMS.PA:

-47.65%

Current Drawdown

0QLR.L:

-10.57%

RMS.PA:

-12.97%

Fundamentals

Market Cap

0QLR.L:

£195.43B

RMS.PA:

€258.63B

PS Ratio

0QLR.L:

0.00

RMS.PA:

16.94

PB Ratio

0QLR.L:

0.00

RMS.PA:

14.84

Returns By Period

In the year-to-date period, 0QLR.L achieves a 3.09% return, which is significantly lower than RMS.PA's 6.40% return.


0QLR.L

YTD

3.09%

1M

2.65%

6M

-1.84%

1Y

0.83%

5Y*

N/A

10Y*

N/A

RMS.PA

YTD

6.40%

1M

10.16%

6M

14.54%

1Y

7.19%

5Y*

29.61%

10Y*

22.73%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

0QLR.L vs. RMS.PA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0QLR.L
The Risk-Adjusted Performance Rank of 0QLR.L is 5252
Overall Rank
The Sharpe Ratio Rank of 0QLR.L is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of 0QLR.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of 0QLR.L is 4747
Omega Ratio Rank
The Calmar Ratio Rank of 0QLR.L is 5858
Calmar Ratio Rank
The Martin Ratio Rank of 0QLR.L is 5656
Martin Ratio Rank

RMS.PA
The Risk-Adjusted Performance Rank of RMS.PA is 6161
Overall Rank
The Sharpe Ratio Rank of RMS.PA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of RMS.PA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of RMS.PA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of RMS.PA is 6767
Calmar Ratio Rank
The Martin Ratio Rank of RMS.PA is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0QLR.L vs. RMS.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.L) and Hermès International Société en commandite par actions (RMS.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.


The current 0QLR.L Sharpe Ratio is 0.04, which is lower than the RMS.PA Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of 0QLR.L and RMS.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.30
0.41
0QLR.L
RMS.PA

Dividends

0QLR.L vs. RMS.PA - Dividend Comparison

0QLR.L has not paid dividends to shareholders, while RMS.PA's dividend yield for the trailing twelve months is around 1.06%.


TTM20242023202220212020201920182017201620152014
0QLR.L
Novartis AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RMS.PA
Hermès International Société en commandite par actions
1.06%1.08%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%2.09%0.92%

Drawdowns

0QLR.L vs. RMS.PA - Drawdown Comparison

The maximum 0QLR.L drawdown since its inception was -19.20%, smaller than the maximum RMS.PA drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and RMS.PA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.91%
-6.88%
0QLR.L
RMS.PA

Volatility

0QLR.L vs. RMS.PA - Volatility Comparison

Novartis AG (0QLR.L) has a higher volatility of 10.82% compared to Hermès International Société en commandite par actions (RMS.PA) at 9.35%. This indicates that 0QLR.L's price experiences larger fluctuations and is considered to be riskier than RMS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.82%
9.35%
0QLR.L
RMS.PA

Financials

0QLR.L vs. RMS.PA - Financials Comparison

This section allows you to compare key financial metrics between Novartis AG and Hermès International Société en commandite par actions. 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


4.00B6.00B8.00B10.00B12.00B14.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
13.52B
7.67B
(0QLR.L) Total Revenue
(RMS.PA) Total Revenue
Please note, different currencies. 0QLR.L values in GBP, RMS.PA values in EUR