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BNP.DE vs. NMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BNP.DE vs. NMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas SA (BNP.DE) and Nomura Holdings, Inc. (NMR). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-15.21%
3.26%
BNP.DE
NMR

Returns By Period

In the year-to-date period, BNP.DE achieves a 0.77% return, which is significantly lower than NMR's 33.48% return. Over the past 10 years, BNP.DE has outperformed NMR with an annualized return of 8.10%, while NMR has yielded a comparatively lower 2.57% annualized return.


BNP.DE

YTD

0.77%

1M

-10.57%

6M

-13.11%

1Y

11.31%

5Y (annualized)

10.56%

10Y (annualized)

8.10%

NMR

YTD

33.48%

1M

12.73%

6M

3.26%

1Y

43.33%

5Y (annualized)

6.50%

10Y (annualized)

2.57%

Fundamentals


BNP.DENMR
Market Cap€68.22B$17.71B
EPS€8.46$0.58
PE Ratio7.1410.14
PEG Ratio1.520.85
Total Revenue (TTM)€112.90B$3.26T
Gross Profit (TTM)€168.53B$1.24T
EBITDA (TTM)€19.99B$227.75B

Key characteristics


BNP.DENMR
Sharpe Ratio0.471.31
Sortino Ratio0.741.85
Omega Ratio1.101.26
Calmar Ratio0.710.61
Martin Ratio1.373.95
Ulcer Index8.09%11.22%
Daily Std Dev23.47%33.87%
Max Drawdown-75.65%-86.15%
Current Drawdown-13.60%-59.44%

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Correlation

-0.50.00.51.00.3

The correlation between BNP.DE and NMR is 0.33, 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.

Risk-Adjusted Performance

BNP.DE vs. NMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.DE) and Nomura Holdings, Inc. (NMR). 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 BNP.DE, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.321.43
The chart of Sortino ratio for BNP.DE, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.000.571.98
The chart of Omega ratio for BNP.DE, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.28
The chart of Calmar ratio for BNP.DE, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.67
The chart of Martin ratio for BNP.DE, currently valued at 0.96, compared to the broader market-10.000.0010.0020.0030.000.964.28
BNP.DE
NMR

The current BNP.DE Sharpe Ratio is 0.47, which is lower than the NMR Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BNP.DE and NMR, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.32
1.43
BNP.DE
NMR

Dividends

BNP.DE vs. NMR - Dividend Comparison

BNP.DE's dividend yield for the trailing twelve months is around 7.75%, while NMR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BNP.DE
BNP Paribas SA
7.75%6.21%6.84%4.38%7.13%5.69%7.67%4.33%3.85%2.84%3.04%2.66%
NMR
Nomura Holdings, Inc.
0.00%0.00%3.86%4.79%4.45%3.19%3.41%3.07%1.79%3.34%2.44%2.73%

Drawdowns

BNP.DE vs. NMR - Drawdown Comparison

The maximum BNP.DE drawdown since its inception was -75.65%, smaller than the maximum NMR drawdown of -86.15%. Use the drawdown chart below to compare losses from any high point for BNP.DE and NMR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.70%
-59.44%
BNP.DE
NMR

Volatility

BNP.DE vs. NMR - Volatility Comparison

The current volatility for BNP Paribas SA (BNP.DE) is 7.52%, while Nomura Holdings, Inc. (NMR) has a volatility of 8.74%. This indicates that BNP.DE experiences smaller price fluctuations and is considered to be less risky than NMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.52%
8.74%
BNP.DE
NMR

Financials

BNP.DE vs. NMR - Financials Comparison

This section allows you to compare key financial metrics between BNP Paribas SA and Nomura Holdings, Inc.. 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. BNP.DE values in EUR, NMR values in USD