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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 0.48, 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.


-0.50.00.51.00.5

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
3.31%
2FE.DE
HESAY

Key characteristics

Sharpe Ratio

2FE.DE:

1.54

HESAY:

0.37

Sortino Ratio

2FE.DE:

2.22

HESAY:

0.75

Omega Ratio

2FE.DE:

1.29

HESAY:

1.09

Calmar Ratio

2FE.DE:

3.25

HESAY:

0.52

Martin Ratio

2FE.DE:

7.80

HESAY:

1.01

Ulcer Index

2FE.DE:

4.64%

HESAY:

10.14%

Daily Std Dev

2FE.DE:

23.43%

HESAY:

27.85%

Max Drawdown

2FE.DE:

-45.91%

HESAY:

-45.94%

Current Drawdown

2FE.DE:

-8.91%

HESAY:

-7.82%

Fundamentals

Market Cap

2FE.DE:

€77.31B

HESAY:

$249.67B

EPS

2FE.DE:

€7.95

HESAY:

$4.45

PE Ratio

2FE.DE:

52.89

HESAY:

53.51

PEG Ratio

2FE.DE:

3.69

HESAY:

5.35

Total Revenue (TTM)

2FE.DE:

€6.46B

HESAY:

$14.23B

Gross Profit (TTM)

2FE.DE:

€3.22B

HESAY:

$10.17B

EBITDA (TTM)

2FE.DE:

€2.52B

HESAY:

$6.48B

Returns By Period

In the year-to-date period, 2FE.DE achieves a 34.96% return, which is significantly higher than HESAY's 14.04% return.


2FE.DE

YTD

34.96%

1M

1.93%

6M

6.65%

1Y

35.04%

5Y*

22.74%

10Y*

N/A

HESAY

YTD

14.04%

1M

14.00%

6M

3.31%

1Y

10.40%

5Y*

27.36%

10Y*

22.78%

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

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.


Sharpe ratio
The chart of Sharpe ratio for 2FE.DE, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.150.59
The chart of Sortino ratio for 2FE.DE, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.07
The chart of Omega ratio for 2FE.DE, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.13
The chart of Calmar ratio for 2FE.DE, currently valued at 1.95, compared to the broader market0.002.004.006.001.950.84
The chart of Martin ratio for 2FE.DE, currently valued at 5.02, compared to the broader market-5.000.005.0010.0015.0020.0025.005.021.64
2FE.DE
HESAY

The current 2FE.DE Sharpe Ratio is 1.54, which is higher than the HESAY Sharpe Ratio of 0.37. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.15
0.59
2FE.DE
HESAY

Dividends

2FE.DE vs. HESAY - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 0.59%, less than HESAY's 1.13% yield.


TTM20232022202120202019201820172016201520142013
2FE.DE
Ferrari NV
0.59%0.59%0.67%0.38%0.59%0.69%0.82%0.72%0.82%0.00%0.00%0.00%
HESAY
Hermes International SA
1.13%0.65%0.58%0.31%0.81%0.68%0.90%0.76%0.92%2.57%1.04%0.91%

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%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
-7.82%
2FE.DE
HESAY

Volatility

2FE.DE vs. HESAY - Volatility Comparison

The current volatility for Ferrari NV (2FE.DE) is 5.50%, while Hermes International SA (HESAY) has a volatility of 7.10%. This indicates that 2FE.DE 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
7.10%
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


Please note, different currencies. 2FE.DE values in EUR, HESAY values in USD
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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.

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