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1MC.MI vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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1MC.MI vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
-8.34%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%3.27%12.31%
Different Trading Currencies

1MC.MI is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG 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 SCHG's -8.34% return. Over the past 10 years, 1MC.MI has underperformed SCHG with an annualized return of 14.43%, while SCHG has yielded a comparatively higher 16.77% 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%

SCHG

1D
0.86%
1M
-3.45%
YTD
-8.34%
6M
-6.85%
1Y
9.17%
3Y*
19.69%
5Y*
13.17%
10Y*
16.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

1MC.MI vs. SCHG — 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: 2121
Overall Rank
1MC.MI Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
1MC.MI Sortino Ratio Rank: 2020
Sortino Ratio Rank
1MC.MI Omega Ratio Rank: 2020
Omega Ratio Rank
1MC.MI Calmar Ratio Rank: 2323
Calmar Ratio Rank
1MC.MI Martin Ratio Rank: 1919
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
Martin Ratio Rank
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. SCHG - 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 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.


1MC.MISCHGDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.37

-0.82

Sortino ratio

Return per unit of downside risk

-0.45

0.69

-1.14

Omega ratio

Gain probability vs. loss probability

0.95

1.10

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.53

0.66

-1.19

Martin ratio

Return relative to average drawdown

-1.15

1.83

-2.98

1MC.MI vs. SCHG - Sharpe Ratio Comparison

The current 1MC.MI Sharpe Ratio is -0.45, which is lower than the SCHG Sharpe Ratio of 0.37. 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.


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Sharpe Ratios by Period


1MC.MISCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.37

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.60

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.86

-0.47

Correlation

The correlation between 1MC.MI and SCHG is 0.28, 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.


Dividends

1MC.MI vs. SCHG - Dividend Comparison

1MC.MI's dividend yield for the trailing twelve months is around 2.76%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

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 -31.88%. Use the drawdown chart below to compare losses from any high point for 1MC.MI and SCHG.


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Drawdown Indicators


1MC.MISCHGDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-34.59%

-20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-30.47%

-16.41%

-14.06%

Max Drawdown (5Y)

Largest decline over 5 years

-48.57%

-34.59%

-13.98%

Max Drawdown (10Y)

Largest decline over 10 years

-48.57%

-34.59%

-13.98%

Current Drawdown

Current decline from peak

-44.13%

-12.51%

-31.62%

Average Drawdown

Average peak-to-trough decline

-11.72%

-5.22%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.08%

4.84%

+9.24%

Volatility

1MC.MI vs. SCHG - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) has a higher volatility of 7.46% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.83%. This indicates that 1MC.MI's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1MC.MISCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

5.83%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

24.61%

12.82%

+11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

35.99%

24.67%

+11.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.61%

22.00%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.45%

21.88%

+6.57%