PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
1MC.MI vs. HESAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1MC.MI and HESAY is 0.59, 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.


-0.50.00.51.00.6

Performance

1MC.MI vs. HESAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) and Hermes International SA (HESAY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.03%
7.48%
1MC.MI
HESAY

Key characteristics

Sharpe Ratio

1MC.MI:

-0.02

HESAY:

0.80

Sortino Ratio

1MC.MI:

0.22

HESAY:

1.36

Omega Ratio

1MC.MI:

1.03

HESAY:

1.17

Calmar Ratio

1MC.MI:

-0.02

HESAY:

1.14

Martin Ratio

1MC.MI:

-0.03

HESAY:

2.22

Ulcer Index

1MC.MI:

20.13%

HESAY:

10.04%

Daily Std Dev

1MC.MI:

30.97%

HESAY:

27.96%

Max Drawdown

1MC.MI:

-55.11%

HESAY:

-45.94%

Current Drawdown

1MC.MI:

-24.51%

HESAY:

-6.28%

Fundamentals

Market Cap

1MC.MI:

€321.60B

HESAY:

$254.75B

EPS

1MC.MI:

€28.16

HESAY:

$4.35

PE Ratio

1MC.MI:

22.87

HESAY:

55.86

PEG Ratio

1MC.MI:

3.31

HESAY:

5.63

Returns By Period

In the year-to-date period, 1MC.MI achieves a 3.67% return, which is significantly higher than HESAY's 1.66% return. Over the past 10 years, 1MC.MI has underperformed HESAY with an annualized return of 19.31%, while HESAY has yielded a comparatively higher 24.20% annualized return.


1MC.MI

YTD

3.67%

1M

2.15%

6M

-5.93%

1Y

-0.55%

5Y*

10.58%

10Y*

19.31%

HESAY

YTD

1.66%

1M

1.75%

6M

7.48%

1Y

22.02%

5Y*

26.25%

10Y*

24.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

1MC.MI vs. HESAY — Risk-Adjusted Performance Rank

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

1MC.MI
The Risk-Adjusted Performance Rank of 1MC.MI is 4545
Overall Rank
The Sharpe Ratio Rank of 1MC.MI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of 1MC.MI is 4242
Sortino Ratio Rank
The Omega Ratio Rank of 1MC.MI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of 1MC.MI is 4848
Calmar Ratio Rank
The Martin Ratio Rank of 1MC.MI is 4848
Martin Ratio Rank

HESAY
The Risk-Adjusted Performance Rank of HESAY is 7474
Overall Rank
The Sharpe Ratio Rank of HESAY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of HESAY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of HESAY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HESAY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of HESAY is 7171
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.

1MC.MI vs. HESAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) and Hermes International SA (HESAY). 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.


Sharpe ratio
The chart of Sharpe ratio for 1MC.MI, currently valued at -0.18, compared to the broader market-2.000.002.00-0.180.92
The chart of Sortino ratio for 1MC.MI, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.051.51
The chart of Omega ratio for 1MC.MI, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.19
The chart of Calmar ratio for 1MC.MI, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.151.30
The chart of Martin ratio for 1MC.MI, currently valued at -0.28, compared to the broader market0.0010.0020.00-0.282.49
1MC.MI
HESAY

The current 1MC.MI Sharpe Ratio is -0.02, which is lower than the HESAY Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of 1MC.MI and HESAY, 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.18
0.92
1MC.MI
HESAY

Dividends

1MC.MI vs. HESAY - Dividend Comparison

1MC.MI's dividend yield for the trailing twelve months is around 1.99%, more than HESAY's 1.11% yield.


TTM20242023202220212020201920182017201620152014
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.99%2.07%2.44%1.76%0.96%1.79%1.49%2.14%1.70%2.01%2.23%2.39%
HESAY
Hermes International SA
1.11%1.13%0.65%0.58%0.31%0.81%0.68%0.90%0.76%0.92%2.57%1.04%

Drawdowns

1MC.MI vs. HESAY - Drawdown Comparison

The maximum 1MC.MI drawdown since its inception was -55.11%, which is greater than HESAY's maximum drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for 1MC.MI and HESAY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-30.20%
-6.28%
1MC.MI
HESAY

Volatility

1MC.MI vs. HESAY - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) has a higher volatility of 7.59% compared to Hermes International SA (HESAY) at 6.33%. This indicates that 1MC.MI's price experiences larger fluctuations and is considered to be riskier than HESAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
7.59%
6.33%
1MC.MI
HESAY

Financials

1MC.MI vs. HESAY - Financials Comparison

This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton, Société Européenne and Hermes International SA. 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


Please note, different currencies. 1MC.MI values in EUR, HESAY values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab