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

Key characteristics


BRBY.LBOSS.DE
YTD Return-45.95%-40.53%
1Y Return-53.64%-30.20%
3Y Return (Ann)-24.93%-10.53%
5Y Return (Ann)-16.94%2.51%
10Y Return (Ann)-4.80%-5.49%
Sharpe Ratio-1.23-0.81
Sortino Ratio-1.95-1.00
Omega Ratio0.760.87
Calmar Ratio-0.71-0.52
Martin Ratio-1.30-0.95
Ulcer Index42.01%31.44%
Daily Std Dev44.04%36.91%
Max Drawdown-76.95%-81.11%
Current Drawdown-70.04%-51.15%

Fundamentals


BRBY.LBOSS.DE
Market Cap£2.71B€2.85B
EPS£0.74€3.11
PE Ratio9.8813.27
PEG Ratio1.662.07
Total Revenue (TTM)£1.57B€4.23B
Gross Profit (TTM)£1.03B€2.60B
EBITDA (TTM)£231.00M€536.79M

Correlation

-0.50.00.51.00.4

The correlation between BRBY.L and BOSS.DE 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

BRBY.L vs. BOSS.DE - Performance Comparison

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-34.80%
-19.95%
BRBY.L
BOSS.DE

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Risk-Adjusted Performance

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

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


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
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 vs. BOSS.DE - Sharpe Ratio Comparison

The current BRBY.L Sharpe Ratio is -1.23, which is lower than the BOSS.DE Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of BRBY.L and BOSS.DE, 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
-1.11
-0.88
BRBY.L
BOSS.DE

Dividends

BRBY.L vs. BOSS.DE - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

BRBY.L vs. BOSS.DE - Drawdown Comparison

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


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

Volatility

BRBY.L vs. BOSS.DE - Volatility Comparison

Burberry Group plc (BRBY.L) has a higher volatility of 19.56% compared to Hugo Boss AG (BOSS.DE) at 12.78%. This indicates that BRBY.L's price experiences larger fluctuations and is considered to be riskier than BOSS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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

Financials

BRBY.L vs. BOSS.DE - Financials Comparison

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