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1MC.MI vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 1MC.MI and SCHG is 0.39, 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

1MC.MI vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
642.79%
841.59%
1MC.MI
SCHG

Key characteristics

Sharpe Ratio

1MC.MI:

-1.10

SCHG:

0.52

Sortino Ratio

1MC.MI:

-1.61

SCHG:

0.87

Omega Ratio

1MC.MI:

0.80

SCHG:

1.12

Calmar Ratio

1MC.MI:

-0.83

SCHG:

0.54

Martin Ratio

1MC.MI:

-1.87

SCHG:

1.81

Ulcer Index

1MC.MI:

19.63%

SCHG:

6.97%

Daily Std Dev

1MC.MI:

33.26%

SCHG:

24.88%

Max Drawdown

1MC.MI:

-55.11%

SCHG:

-34.59%

Current Drawdown

1MC.MI:

-42.77%

SCHG:

-10.56%

Returns By Period

In the year-to-date period, 1MC.MI achieves a -21.41% return, which is significantly lower than SCHG's -6.61% return. Over the past 10 years, 1MC.MI has underperformed SCHG with an annualized return of 14.01%, while SCHG has yielded a comparatively higher 15.30% annualized return.


1MC.MI

YTD

-21.41%

1M

-4.93%

6M

-19.39%

1Y

-36.79%

5Y*

8.66%

10Y*

14.01%

SCHG

YTD

-6.61%

1M

16.75%

6M

-5.66%

1Y

12.85%

5Y*

17.95%

10Y*

15.30%

*Annualized

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Risk-Adjusted Performance

1MC.MI vs. SCHG — 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 44
Overall Rank
The Sharpe Ratio Rank of 1MC.MI is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of 1MC.MI is 55
Sortino Ratio Rank
The Omega Ratio Rank of 1MC.MI is 77
Omega Ratio Rank
The Calmar Ratio Rank of 1MC.MI is 44
Calmar Ratio Rank
The Martin Ratio Rank of 1MC.MI is 22
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 1MC.MI Sharpe Ratio is -1.10, which is lower than the SCHG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of 1MC.MI and SCHG, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.97
0.51
1MC.MI
SCHG

Dividends

1MC.MI vs. SCHG - Dividend Comparison

1MC.MI's dividend yield for the trailing twelve months is around 2.67%, more than SCHG's 0.44% yield.


TTM20242023202220212020201920182017201620152014
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.67%2.07%2.44%1.76%0.96%1.79%1.49%2.14%1.70%2.01%2.23%2.39%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

1MC.MI vs. SCHG - Drawdown Comparison

The maximum 1MC.MI drawdown since its inception was -55.11%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for 1MC.MI and SCHG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-42.38%
-10.56%
1MC.MI
SCHG

Volatility

1MC.MI vs. SCHG - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 12.96% and 13.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.96%
13.51%
1MC.MI
SCHG