1MC.MI vs. HESAY

Last updated Apr 2, 2026

Compare and contrast key facts about LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) and Hermes International SA (HESAY).

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.

1MC.MI vs. HESAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-24.61%	1.76%	-13.18%	10.77%	-4.82%	43.17%	27.08%	66.96%	4.34%	40.50%
HESAY Hermes International SA	-20.63%	-7.61%	21.20%	34.13%	-5.73%	75.26%	32.49%	40.66%	8.96%	16.26%

Different Trading Currencies

1MC.MI is traded in EUR, while HESAY is traded in USD. To make them comparable, the HESAY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1MC.MI achieves a -24.61% return, which is significantly lower than HESAY's -20.63% return. Over the past 10 years, 1MC.MI has underperformed HESAY with an annualized return of 14.43%, while HESAY has yielded a comparatively higher 19.41% annualized return.

1MC.MI

• 1D: 1.72%
• 1M: -9.54%
• YTD: -24.61%
• 6M: -9.36%
• 1Y: -16.17%
• 3Y*: -15.93%
• 5Y*: -1.91%
• 10Y*: 14.43%

HESAY

• 1D: 1.83%
• 1M: -15.29%
• YTD: -20.63%
• 6M: -20.08%
• 1Y: -30.07%
• 3Y*: -2.75%
• 5Y*: 12.64%
• 10Y*: 19.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

1MC.MI vs. HESAY — Risk / Return Rank

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

1MC.MI

1MC.MI Risk / Return Rank: 21
1MC.MI Sharpe Ratio Rank: 21
1MC.MI Sortino Ratio Rank: 20
1MC.MI Omega Ratio Rank: 20
1MC.MI Calmar Ratio Rank: 23
1MC.MI Martin Ratio Rank: 19

HESAY

HESAY Risk / Return Rank: 10
HESAY Sharpe Ratio Rank: 8
HESAY Sortino Ratio Rank: 10
HESAY Omega Ratio Rank: 11
HESAY Calmar Ratio Rank: 16
HESAY Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

1MC.MI vs. HESAY - Risk-Adjusted Trends 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.

	1MC.MI	HESAY	Difference
Sharpe ratio Return per unit of total volatility	-0.45	-0.99	+0.54
Sortino ratio Return per unit of downside risk	-0.45	-1.39	+0.94
Omega ratio Gain probability vs. loss probability	0.95	0.84	+0.11
Calmar ratio Return relative to maximum drawdown	-0.53	-0.80	+0.27
Martin ratio Return relative to average drawdown	-1.15	-1.72	+0.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1MC.MI vs. HESAY - Sharpe Ratio Comparison

The current 1MC.MI Sharpe Ratio is -0.45, which is higher than the HESAY Sharpe Ratio of -0.99. 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.

Sharpe Ratios by Period

	1MC.MI	HESAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	-0.99	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.44	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.75	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.55	-0.16

Correlation

The correlation between 1MC.MI and HESAY is 0.44, 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.

Dividends

1MC.MI vs. HESAY - Dividend Comparison

1MC.MI's dividend yield for the trailing twelve months is around 2.76%, more than HESAY's 1.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	2.76%	2.08%	2.07%	2.44%	1.76%	0.96%	1.79%	1.49%	2.14%	1.70%	2.01%	2.23%
HESAY Hermes International SA	1.62%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%

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 -43.01%. Use the drawdown chart below to compare losses from any high point for 1MC.MI and HESAY.

Drawdown Indicators

	1MC.MI	HESAY	Difference
Max Drawdown Largest peak-to-trough decline	-55.11%	-45.60%	-9.51%
Max Drawdown (1Y) Largest decline over 1 year	-30.47%	-36.30%	+5.83%
Max Drawdown (5Y) Largest decline over 5 years	-48.57%	-45.60%	-2.97%
Max Drawdown (10Y) Largest decline over 10 years	-48.57%	-45.60%	-2.97%
Current Drawdown Current decline from peak	-44.13%	-34.66%	-9.47%
Average Drawdown Average peak-to-trough decline	-11.72%	-10.57%	-1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.08%	14.63%	-0.55%

Volatility

1MC.MI vs. HESAY - Volatility Comparison

The current volatility for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) is 7.46%, while Hermes International SA (HESAY) has a volatility of 9.70%. This indicates that 1MC.MI experiences smaller price fluctuations and is considered to be less risky than HESAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1MC.MI	HESAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.46%	9.70%	-2.24%
Volatility (6M) Calculated over the trailing 6-month period	24.61%	20.43%	+4.18%
Volatility (1Y) Calculated over the trailing 1-year period	35.99%	30.44%	+5.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.61%	28.82%	+1.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.45%	26.01%	+2.44%

Financials