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BLDR vs. RMS.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BLDR vs. RMS.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Builders FirstSource, Inc. (BLDR) and Hermès International Société en commandite par actions (RMS.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BLDR is traded in USD, while RMS.PA is traded in EUR. To make them comparable, the RMS.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BLDR achieves a -24.41% return, which is significantly lower than RMS.PA's -20.45% return. Over the past 10 years, BLDR has outperformed RMS.PA with an annualized return of 21.56%, while RMS.PA has yielded a comparatively lower 19.52% annualized return.


BLDR

1D
-1.02%
1M
7.54%
YTD
-24.41%
6M
-28.31%
1Y
-32.40%
3Y*
-14.86%
5Y*
12.14%
10Y*
21.56%

RMS.PA

1D
3.18%
1M
5.89%
YTD
-20.45%
6M
-20.86%
1Y
-26.68%
3Y*
-1.79%
5Y*
7.21%
10Y*
19.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLDR vs. RMS.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLDR
Builders FirstSource, Inc.
-24.41%-28.01%-14.38%157.31%-24.30%110.02%60.61%132.91%-49.93%98.63%
RMS.PA
Hermès International Société en commandite par actions
-20.45%4.75%14.81%37.91%-10.97%63.46%44.70%35.80%5.27%31.75%

Correlation

The correlation between BLDR and RMS.PA is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.22

The correlation between BLDR and RMS.PA shifts across timeframes, from 0.22 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BLDR vs. RMS.PA — Risk / Return Rank

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

BLDR
BLDR Risk / Return Rank: 1717
Overall Rank
BLDR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BLDR Sortino Ratio Rank: 1414
Sortino Ratio Rank
BLDR Omega Ratio Rank: 1717
Omega Ratio Rank
BLDR Calmar Ratio Rank: 2222
Calmar Ratio Rank
BLDR Martin Ratio Rank: 1919
Martin Ratio Rank

RMS.PA
RMS.PA Risk / Return Rank: 1111
Overall Rank
RMS.PA Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RMS.PA Sortino Ratio Rank: 1010
Sortino Ratio Rank
RMS.PA Omega Ratio Rank: 1111
Omega Ratio Rank
RMS.PA Calmar Ratio Rank: 1515
Calmar Ratio Rank
RMS.PA Martin Ratio Rank: 1212
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.

BLDR vs. RMS.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Hermès International Société en commandite par actions (RMS.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLDRRMS.PADifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

0.91

0.87

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.72

+0.13

Martin ratioReturn relative to average drawdown

-1.11

-1.29

+0.18

BLDR vs. RMS.PA - Sharpe Ratio Comparison

The current BLDR Sharpe Ratio is -0.67, which is comparable to the RMS.PA Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of BLDR and RMS.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLDR vs. RMS.PA - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than RMS.PA's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for BLDR and RMS.PA.


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Drawdown Indicators


BLDRRMS.PADifference

Max Drawdown

Largest peak-to-trough decline

-96.78%

-51.16%

-45.62%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-36.70%

-18.81%

Max Drawdown (3Y)

Largest decline over 3 years

-68.55%

-37.81%

-30.74%

Max Drawdown (5Y)

Largest decline over 5 years

-68.55%

-45.59%

-22.96%

Max Drawdown (10Y)

Largest decline over 10 years

-68.55%

-45.59%

-22.96%

Current Drawdown

Current decline from peak

-63.16%

-32.71%

-30.45%

Average Drawdown

Average peak-to-trough decline

-47.87%

-12.40%

-35.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.23%

20.51%

+8.72%

Volatility

BLDR vs. RMS.PA - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 15.05% compared to Hermès International Société en commandite par actions (RMS.PA) at 8.18%. This indicates that BLDR's price experiences larger fluctuations and is considered to be riskier than RMS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLDRRMS.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.05%

8.18%

+6.87%

Volatility (6M)

Calculated over the trailing 6-month period

34.74%

24.09%

+10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

48.45%

30.73%

+17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.30%

31.13%

+14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.75%

26.97%

+20.78%

Dividends

BLDR vs. RMS.PA - Dividend Comparison

BLDR has not paid dividends to shareholders, while RMS.PA's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM202520242023202220212020201920182017
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RMS.PA
Hermès International Société en commandite par actions
1.06%1.23%1.08%0.68%0.57%0.30%0.52%0.68%1.88%0.84%

Financials

BLDR vs. RMS.PA - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and Hermès International Société en commandite par actions. 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. BLDR values in USD, RMS.PA values in EUR

Frequently Asked Questions


BLDR and RMS.PA have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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