BRBY.L vs. HESAY
BRBY.L (Burberry Group plc) and HESAY (Hermes International SA) are both stocks. Both operate in the Luxury Goods industry within the Consumer Cyclical sector. Over the past 10 years, BRBY.L returned 2.67%/yr vs 19.30%/yr for HESAY. At a 0.36 correlation, their price movements are largely independent.
Performance
BRBY.L vs. HESAY - Performance Comparison
Loading charts...
Different Trading Currencies
BRBY.L is traded in GBp, while HESAY is traded in USD. To make them comparable, the HESAY values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BRBY.L achieves a -12.37% return, which is significantly higher than HESAY's -24.09% return. Over the past 10 years, BRBY.L has underperformed HESAY with an annualized return of 2.67%, while HESAY has yielded a comparatively higher 19.30% annualized return.
BRBY.L
- 1D
- -0.71%
- 1M
- -8.24%
- YTD
- -12.37%
- 6M
- -9.63%
- 1Y
- 0.27%
- 3Y*
- -17.86%
- 5Y*
- -10.18%
- 10Y*
- 2.67%
HESAY
- 1D
- 0.96%
- 1M
- -4.48%
- YTD
- -24.09%
- 6M
- -26.05%
- 1Y
- -28.94%
- 3Y*
- -4.73%
- 5Y*
- 7.73%
- 10Y*
- 19.30%
BRBY.L vs. HESAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRBY.L Burberry Group plc | -12.37% | 29.49% | -27.58% | -27.88% | 14.96% | 4.40% | -18.84% | 30.01% | -1.14% | 22.58% |
HESAY Hermes International SA | -24.09% | -2.64% | 15.68% | 31.36% | -0.67% | 64.61% | 40.15% | 32.32% | 10.24% | 21.08% |
Correlation
The correlation between BRBY.L and HESAY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2009 | 0.36 |
The correlation between BRBY.L and HESAY shifts across timeframes, from 0.36 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BRBY.L:
£3.98B
HESAY:
$193.77B
BRBY.L:
-£0.15
HESAY:
$8.67
BRBY.L:
0.82
HESAY:
6.23
BRBY.L:
4.24
HESAY:
10.28
BRBY.L:
£4.88B
HESAY:
$31.11B
BRBY.L:
£2.86B
HESAY:
$22.00B
BRBY.L:
£651.00M
HESAY:
$15.00B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BRBY.L vs. HESAY — Risk / Return Rank
BRBY.L
HESAY
BRBY.L vs. HESAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burberry Group plc (BRBY.L) and Hermes International SA (HESAY). 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 | HESAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.84 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.81 | +0.88 |
| Martin ratioReturn relative to average drawdown | 0.13 | -1.52 | +1.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BRBY.L | HESAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | -1.01 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.27 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.73 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.53 | -0.28 |
Drawdowns
BRBY.L vs. HESAY - Drawdown Comparison
The maximum BRBY.L drawdown since its inception was -76.95%, which is greater than HESAY's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for BRBY.L and HESAY.
Loading charts...
Drawdown Indicators
| BRBY.L | HESAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.95% | -42.06% | -34.89% |
Max Drawdown (1Y)Largest decline over 1 year | -26.76% | -35.72% | +8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -73.20% | -42.06% | -31.14% |
Max Drawdown (5Y)Largest decline over 5 years | -76.61% | -42.06% | -34.55% |
Max Drawdown (10Y)Largest decline over 10 years | -76.61% | -42.06% | -34.55% |
Current DrawdownCurrent decline from peak | -54.44% | -40.71% | -13.73% |
Average DrawdownAverage peak-to-trough decline | -19.64% | -10.39% | -9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.79% | 19.04% | -5.25% |
Volatility
BRBY.L vs. HESAY - Volatility Comparison
Burberry Group plc (BRBY.L) has a higher volatility of 12.55% compared to Hermes International SA (HESAY) at 6.50%. This indicates that BRBY.L's price experiences larger fluctuations and is considered to be riskier than HESAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BRBY.L | HESAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.55% | 6.50% | +6.05% |
Volatility (6M)Calculated over the trailing 6-month period | 26.67% | 22.09% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.83% | 28.79% | +10.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.52% | 29.23% | +9.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.81% | 26.41% | +9.40% |
Dividends
BRBY.L vs. HESAY - Dividend Comparison
BRBY.L has not paid dividends to shareholders, while HESAY's dividend yield for the trailing twelve months is around 1.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRBY.L Burberry Group plc | 0.00% | 0.00% | 4.36% | 4.44% | 2.56% | 2.98% | 0.00% | 1.94% | 2.38% | 2.20% | 2.49% | 2.99% |
HESAY Hermes International SA | 1.13% | 1.18% | 1.13% | 0.67% | 0.57% | 0.31% | 0.46% | 0.68% | 0.91% | 1.55% | 1.81% | 2.54% |
Financials
BRBY.L vs. HESAY - Financials Comparison
This section allows you to compare key financial metrics between Burberry Group plc and Hermes International SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BRBY.L vs. HESAY - Profitability Comparison
BRBY.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Burberry Group plc reported a gross profit of 755.00M and revenue of 1.39B. Therefore, the gross margin over that period was 54.4%.
HESAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hermes International SA reported a gross profit of 5.66B and revenue of 7.91B. Therefore, the gross margin over that period was 71.6%.
BRBY.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Burberry Group plc reported an operating income of 141.00M and revenue of 1.39B, resulting in an operating margin of 10.2%.
HESAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hermes International SA reported an operating income of 3.91B and revenue of 7.91B, resulting in an operating margin of 49.5%.
BRBY.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Burberry Group plc reported a net income of 47.00M and revenue of 1.39B, resulting in a net margin of 3.4%.
HESAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hermes International SA reported a net income of 2.26B and revenue of 7.91B, resulting in a net margin of 28.6%.
Frequently Asked Questions
BRBY.L and HESAY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BRBY.L and HESAY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer