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BOSS.DE vs. BRBY.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BOSS.DEBRBY.L
YTD Return-40.53%-45.95%
1Y Return-30.20%-53.64%
3Y Return (Ann)-10.53%-24.93%
5Y Return (Ann)2.51%-16.94%
10Y Return (Ann)-5.49%-4.80%
Sharpe Ratio-0.81-1.23
Sortino Ratio-1.00-1.95
Omega Ratio0.870.76
Calmar Ratio-0.52-0.71
Martin Ratio-0.95-1.30
Ulcer Index31.44%42.01%
Daily Std Dev36.91%44.04%
Max Drawdown-81.11%-76.95%
Current Drawdown-51.15%-70.04%

Fundamentals


BOSS.DEBRBY.L
Market Cap€2.85B£2.71B
EPS€3.11£0.74
PE Ratio13.279.88
PEG Ratio2.071.66
Total Revenue (TTM)€4.23B£1.57B
Gross Profit (TTM)€2.60B£1.03B
EBITDA (TTM)€536.79M£231.00M

Correlation

-0.50.00.51.00.4

The correlation between BOSS.DE and BRBY.L is 0.43, 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.

Performance

BOSS.DE vs. BRBY.L - Performance Comparison

In the year-to-date period, BOSS.DE achieves a -40.53% return, which is significantly higher than BRBY.L's -45.95% return. Over the past 10 years, BOSS.DE has underperformed BRBY.L with an annualized return of -5.49%, while BRBY.L has yielded a comparatively higher -4.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.08%
-30.21%
BOSS.DE
BRBY.L

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Risk-Adjusted Performance

BOSS.DE vs. BRBY.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hugo Boss AG (BOSS.DE) and Burberry Group plc (BRBY.L). 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.


BOSS.DE
Sharpe ratio
The chart of Sharpe ratio for BOSS.DE, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.88
Sortino ratio
The chart of Sortino ratio for BOSS.DE, currently valued at -1.14, compared to the broader market-4.00-2.000.002.004.006.00-1.14
Omega ratio
The chart of Omega ratio for BOSS.DE, currently valued at 0.86, compared to the broader market0.501.001.502.000.86
Calmar ratio
The chart of Calmar ratio for BOSS.DE, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Martin ratio
The chart of Martin ratio for BOSS.DE, currently valued at -1.05, compared to the broader market0.0010.0020.0030.00-1.05
BRBY.L
Sharpe ratio
The chart of Sharpe ratio for BRBY.L, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.11
Sortino ratio
The chart of Sortino ratio for BRBY.L, currently valued at -1.70, compared to the broader market-4.00-2.000.002.004.006.00-1.70
Omega ratio
The chart of Omega ratio for BRBY.L, currently valued at 0.80, compared to the broader market0.501.001.502.000.80
Calmar ratio
The chart of Calmar ratio for BRBY.L, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.65
Martin ratio
The chart of Martin ratio for BRBY.L, currently valued at -1.32, compared to the broader market0.0010.0020.0030.00-1.32

BOSS.DE vs. BRBY.L - Sharpe Ratio Comparison

The current BOSS.DE Sharpe Ratio is -0.81, which is higher than the BRBY.L Sharpe Ratio of -1.23. The chart below compares the historical Sharpe Ratios of BOSS.DE and BRBY.L, 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 Ratio-2.00-1.50-1.00-0.50JuneJulyAugustSeptemberOctoberNovember
-0.88
-1.11
BOSS.DE
BRBY.L

Dividends

BOSS.DE vs. BRBY.L - Dividend Comparison

BOSS.DE's dividend yield for the trailing twelve months is around 3.46%, less than BRBY.L's 8.34% yield.


TTM20232022202120202019201820172016201520142013
BOSS.DE
Hugo Boss AG
3.46%1.48%1.29%0.07%10.22%6.24%4.91%3.67%6.23%4.73%3.28%3.01%
BRBY.L
Burberry Group plc
8.34%4.44%2.56%2.98%0.00%1.94%2.38%2.20%2.49%2.99%2.01%1.97%

Drawdowns

BOSS.DE vs. BRBY.L - Drawdown Comparison

The maximum BOSS.DE drawdown since its inception was -81.11%, which is greater than BRBY.L's maximum drawdown of -76.95%. Use the drawdown chart below to compare losses from any high point for BOSS.DE and BRBY.L. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-59.45%
-69.33%
BOSS.DE
BRBY.L

Volatility

BOSS.DE vs. BRBY.L - Volatility Comparison

The current volatility for Hugo Boss AG (BOSS.DE) is 12.78%, while Burberry Group plc (BRBY.L) has a volatility of 19.56%. This indicates that BOSS.DE experiences smaller price fluctuations and is considered to be less risky than BRBY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.78%
19.56%
BOSS.DE
BRBY.L

Financials

BOSS.DE vs. BRBY.L - Financials Comparison

This section allows you to compare key financial metrics between Hugo Boss AG and Burberry Group plc. 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. BOSS.DE values in EUR, BRBY.L values in GBp