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BOSS.DE vs. GLEN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BOSS.DE vs. GLEN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hugo Boss AG (BOSS.DE) and Glencore plc (GLEN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BOSS.DE is traded in EUR, while GLEN.L is traded in GBp. To make them comparable, the GLEN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BOSS.DE achieves a 9.69% return, which is significantly lower than GLEN.L's 48.05% return. Over the past 10 years, BOSS.DE has underperformed GLEN.L with an annualized return of -0.65%, while GLEN.L has yielded a comparatively higher 19.94% annualized return.


BOSS.DE

1D
-0.23%
1M
11.39%
YTD
9.69%
6M
8.64%
1Y
3.89%
3Y*
-15.66%
5Y*
-1.55%
10Y*
-0.65%

GLEN.L

1D
2.48%
1M
-0.24%
YTD
48.05%
6M
61.29%
1Y
106.68%
3Y*
12.59%
5Y*
17.79%
10Y*
19.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOSS.DE vs. GLEN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOSS.DE
Hugo Boss AG
9.69%-16.48%-31.75%26.40%2.75%96.23%-36.82%-15.83%-21.30%26.89%
GLEN.L
Glencore plc
48.05%12.17%-19.67%-4.12%49.03%77.85%-6.38%-9.03%-22.85%37.34%

Correlation

The correlation between BOSS.DE and GLEN.L is -0.02, 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

-0.02

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

0.19

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

0.20

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 19, 2011

0.29

The correlation between BOSS.DE and GLEN.L shifts across timeframes, from -0.02 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BOSS.DE vs. GLEN.L — Risk / Return Rank

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

BOSS.DE
BOSS.DE Risk / Return Rank: 4343
Overall Rank
BOSS.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BOSS.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
BOSS.DE Omega Ratio Rank: 4040
Omega Ratio Rank
BOSS.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
BOSS.DE Martin Ratio Rank: 4545
Martin Ratio Rank

GLEN.L
GLEN.L Risk / Return Rank: 9696
Overall Rank
GLEN.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLEN.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLEN.L Omega Ratio Rank: 9595
Omega Ratio Rank
GLEN.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLEN.L Martin Ratio Rank: 9797
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.

BOSS.DE vs. GLEN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hugo Boss AG (BOSS.DE) and Glencore plc (GLEN.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.

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.


BOSS.DEGLEN.LDifference
Sharpe ratioReturn per unit of total volatility

-3.20

Sortino ratioReturn per unit of downside risk

-3.77

Omega ratioGain probability vs. loss probability

1.04

1.52

-0.48

Calmar ratioReturn relative to maximum drawdown

0.12

7.49

-7.37

Martin ratioReturn relative to average drawdown

0.20

24.13

-23.93

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

The current BOSS.DE Sharpe Ratio is 0.12, which is lower than the GLEN.L Sharpe Ratio of 3.31. The chart below compares the historical Sharpe Ratios of BOSS.DE and GLEN.L, 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

BOSS.DE vs. GLEN.L - Drawdown Comparison

The maximum BOSS.DE drawdown since its inception was -80.80%, roughly equal to the maximum GLEN.L drawdown of -84.98%. Use the drawdown chart below to compare losses from any high point for BOSS.DE and GLEN.L.


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Drawdown Indicators


BOSS.DEGLEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.80%

-84.98%

+4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-19.50%

-14.17%

-5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-56.42%

-53.76%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-56.42%

-54.28%

-2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-74.26%

-71.59%

-2.67%

Current Drawdown

Current decline from peak

-54.75%

-4.24%

-50.51%

Average Drawdown

Average peak-to-trough decline

-33.78%

-34.23%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.84%

4.40%

+7.44%

Volatility

BOSS.DE vs. GLEN.L - Volatility Comparison

The current volatility for Hugo Boss AG (BOSS.DE) is 6.66%, while Glencore plc (GLEN.L) has a volatility of 10.75%. This indicates that BOSS.DE experiences smaller price fluctuations and is considered to be less risky than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOSS.DEGLEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

10.75%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

23.24%

-11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

32.04%

-11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.96%

33.35%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.03%

36.84%

-3.81%

Dividends

BOSS.DE vs. GLEN.L - Dividend Comparison

BOSS.DE's dividend yield for the trailing twelve months is around 0.10%, less than GLEN.L's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
BOSS.DE
Hugo Boss AG
0.10%3.87%3.01%1.48%1.29%0.07%0.15%6.24%4.91%3.67%6.23%4.73%
GLEN.L
Glencore plc
1.70%1.84%2.87%8.72%5.58%3.08%0.00%6.70%5.16%1.37%0.00%0.00%

Financials

BOSS.DE vs. GLEN.L - Financials Comparison

This section allows you to compare key financial metrics between Hugo Boss AG and Glencore 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, GLEN.L values in USD

Frequently Asked Questions


BOSS.DE and GLEN.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BOSS.DE and GLEN.L

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