AHKSY vs. HMSB.DE
AHKSY (Asahi Kaisei Corp) and HMSB.DE (H & M Hennes & Mauritz AB (publ)) are both stocks. AHKSY operates in Chemicals (Basic Materials), while HMSB.DE operates in Apparel Manufacturing (Consumer Cyclical). Over the past 10 years, AHKSY returned 6.29%/yr vs -5.14%/yr for HMSB.DE. At a 0.17 correlation, their price movements are largely independent.
Performance
AHKSY vs. HMSB.DE - Performance Comparison
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Different Trading Currencies
AHKSY is traded in USD, while HMSB.DE is traded in EUR. To make them comparable, the HMSB.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AHKSY achieves a 23.33% return, which is significantly higher than HMSB.DE's -12.90% return. Over the past 10 years, AHKSY has outperformed HMSB.DE with an annualized return of 6.29%, while HMSB.DE has yielded a comparatively lower -5.14% annualized return.
AHKSY
- 1D
- -0.43%
- 1M
- 13.27%
- YTD
- 23.33%
- 6M
- 32.58%
- 1Y
- 56.19%
- 3Y*
- 17.81%
- 5Y*
- -0.23%
- 10Y*
- 6.29%
HMSB.DE
- 1D
- -0.42%
- 1M
- -0.84%
- YTD
- -12.90%
- 6M
- -8.42%
- 1Y
- 24.35%
- 3Y*
- 10.18%
- 5Y*
- -6.65%
- 10Y*
- -5.14%
AHKSY vs. HMSB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHKSY Asahi Kaisei Corp | 23.33% | 31.38% | -6.36% | 6.93% | -24.48% | -8.93% | -8.46% | 9.79% | -20.61% | 50.86% |
HMSB.DE H & M Hennes & Mauritz AB (publ) | -12.90% | 50.49% | -23.20% | 62.04% | -43.87% | -7.59% | 3.17% | 47.05% | -31.97% | -24.93% |
Correlation
The correlation between AHKSY and HMSB.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.17 |
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Return for Risk
AHKSY vs. HMSB.DE — Risk / Return Rank
AHKSY
HMSB.DE
AHKSY vs. HMSB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asahi Kaisei Corp (AHKSY) and H & M Hennes & Mauritz AB (publ) (HMSB.DE). 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.
| AHKSY | HMSB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.07 | +1.71 |
| Martin ratioReturn relative to average drawdown | 6.70 | 3.06 | +3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AHKSY | HMSB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.79 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | -0.14 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | -0.11 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | -0.07 | -0.06 |
Drawdowns
AHKSY vs. HMSB.DE - Drawdown Comparison
The maximum AHKSY drawdown since its inception was -86.30%, which is greater than HMSB.DE's maximum drawdown of -79.83%. Use the drawdown chart below to compare losses from any high point for AHKSY and HMSB.DE.
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Drawdown Indicators
| AHKSY | HMSB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.30% | -79.83% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -20.28% | -23.02% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -34.84% | +14.56% |
Max Drawdown (5Y)Largest decline over 5 years | -47.30% | -64.24% | +16.94% |
Max Drawdown (10Y)Largest decline over 10 years | -64.71% | -72.01% | +7.30% |
Current DrawdownCurrent decline from peak | -64.81% | -60.08% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -67.64% | -38.12% | -29.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.41% | 8.03% | +0.38% |
Volatility
AHKSY vs. HMSB.DE - Volatility Comparison
Asahi Kaisei Corp (AHKSY) has a higher volatility of 9.92% compared to H & M Hennes & Mauritz AB (publ) (HMSB.DE) at 9.13%. This indicates that AHKSY's price experiences larger fluctuations and is considered to be riskier than HMSB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHKSY | HMSB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.92% | 9.13% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 23.25% | 22.42% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.35% | 31.36% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.57% | 47.21% | -21.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 45.98% | -17.93% |
Dividends
AHKSY vs. HMSB.DE - Dividend Comparison
AHKSY has not paid dividends to shareholders, while HMSB.DE's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHKSY Asahi Kaisei Corp | 0.00% | 1.58% | 1.75% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.99% | 2.07% | 2.39% |
HMSB.DE H & M Hennes & Mauritz AB (publ) | 0.38% | 0.33% | 0.39% | 0.32% | 0.54% | 0.34% | 0.00% | 0.45% | 0.70% | 0.53% | 0.36% | 0.29% |
Financials
AHKSY vs. HMSB.DE - Financials Comparison
This section allows you to compare key financial metrics between Asahi Kaisei Corp and H & M Hennes & Mauritz AB (publ). You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AHKSY and HMSB.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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