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2FE.DE vs. HESAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2FE.DE and HESAY is 0.34, 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

2FE.DE vs. HESAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ferrari NV (2FE.DE) and Hermes International SA (HESAY). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
817.33%
702.62%
2FE.DE
HESAY

Key characteristics

Sharpe Ratio

2FE.DE:

0.55

HESAY:

0.40

Sortino Ratio

2FE.DE:

0.92

HESAY:

0.83

Omega Ratio

2FE.DE:

1.12

HESAY:

1.11

Calmar Ratio

2FE.DE:

0.58

HESAY:

0.59

Martin Ratio

2FE.DE:

1.66

HESAY:

1.45

Ulcer Index

2FE.DE:

9.07%

HESAY:

8.86%

Daily Std Dev

2FE.DE:

27.06%

HESAY:

29.29%

Max Drawdown

2FE.DE:

-45.91%

HESAY:

-45.94%

Current Drawdown

2FE.DE:

-11.01%

HESAY:

-7.24%

Fundamentals

Market Cap

2FE.DE:

€72.89B

HESAY:

$296.43B

EPS

2FE.DE:

€8.45

HESAY:

$4.95

PE Ratio

2FE.DE:

48.40

HESAY:

57.12

PEG Ratio

2FE.DE:

4.51

HESAY:

5.31

PS Ratio

2FE.DE:

10.92

HESAY:

18.88

PB Ratio

2FE.DE:

20.67

HESAY:

14.49

Total Revenue (TTM)

2FE.DE:

€5.09B

HESAY:

$9.25B

Gross Profit (TTM)

2FE.DE:

€2.54B

HESAY:

$6.48B

EBITDA (TTM)

2FE.DE:

€1.98B

HESAY:

$3.93B

Returns By Period

In the year-to-date period, 2FE.DE achieves a 5.17% return, which is significantly lower than HESAY's 15.09% return.


2FE.DE

YTD

5.17%

1M

15.25%

6M

4.06%

1Y

14.85%

5Y*

24.60%

10Y*

N/A

HESAY

YTD

15.09%

1M

13.08%

6M

18.66%

1Y

11.68%

5Y*

31.09%

10Y*

23.80%

*Annualized

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Risk-Adjusted Performance

2FE.DE vs. HESAY — Risk-Adjusted Performance Rank

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

2FE.DE
The Risk-Adjusted Performance Rank of 2FE.DE is 6969
Overall Rank
The Sharpe Ratio Rank of 2FE.DE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of 2FE.DE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of 2FE.DE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of 2FE.DE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of 2FE.DE is 7171
Martin Ratio Rank

HESAY
The Risk-Adjusted Performance Rank of HESAY is 6767
Overall Rank
The Sharpe Ratio Rank of HESAY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of HESAY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HESAY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of HESAY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HESAY is 6969
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.

2FE.DE vs. HESAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) 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.


The current 2FE.DE Sharpe Ratio is 0.55, which is higher than the HESAY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of 2FE.DE 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.69
0.39
2FE.DE
HESAY

Dividends

2FE.DE vs. HESAY - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 0.69%, more than HESAY's 0.52% yield.


TTM20242023202220212020201920182017201620152014
2FE.DE
Ferrari NV
0.69%0.59%0.59%0.67%0.38%0.59%0.69%0.82%0.72%0.82%0.00%0.00%
HESAY
Hermes International SA
0.52%1.12%0.65%0.58%0.31%0.81%0.68%0.90%0.76%0.92%2.57%1.04%

Drawdowns

2FE.DE vs. HESAY - Drawdown Comparison

The maximum 2FE.DE drawdown since its inception was -45.91%, roughly equal to the maximum HESAY drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and HESAY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.70%
-7.24%
2FE.DE
HESAY

Volatility

2FE.DE vs. HESAY - Volatility Comparison

Ferrari NV (2FE.DE) has a higher volatility of 8.73% compared to Hermes International SA (HESAY) at 7.48%. This indicates that 2FE.DE'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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.73%
7.48%
2FE.DE
HESAY

Financials

2FE.DE vs. HESAY - Financials Comparison

This section allows you to compare key financial metrics between Ferrari NV 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


0.002.00B4.00B6.00B8.00B20212022202320242025
1.74B
1.74B
(2FE.DE) Total Revenue
(HESAY) Total Revenue
Please note, different currencies. 2FE.DE values in EUR, HESAY values in USD

2FE.DE vs. HESAY - Profitability Comparison

The chart below illustrates the profitability comparison between Ferrari NV and Hermes International SA over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%20212022202320242025
50.2%
68.1%
(2FE.DE) Gross Margin
(HESAY) Gross Margin
2FE.DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ferrari NV reported a gross profit of 871.33M and revenue of 1.74B. Therefore, the gross margin over that period was 50.2%.

HESAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hermes International SA reported a gross profit of 1.19B and revenue of 1.74B. Therefore, the gross margin over that period was 68.1%.

2FE.DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ferrari NV reported an operating income of 467.93M and revenue of 1.74B, resulting in an operating margin of 27.0%.

HESAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hermes International SA reported an operating income of 559.30M and revenue of 1.74B, resulting in an operating margin of 32.1%.

2FE.DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ferrari NV reported a net income of 384.71M and revenue of 1.74B, resulting in a net margin of 22.2%.

HESAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hermes International SA reported a net income of 369.95M and revenue of 1.74B, resulting in a net margin of 21.2%.