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BURBY vs. HESAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BURBY and HESAY is 0.39, 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.


Performance

BURBY vs. HESAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burberry Group Plc (BURBY) and Hermes International SA (HESAY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BURBY:

0.16

HESAY:

0.56

Sortino Ratio

BURBY:

0.70

HESAY:

1.03

Omega Ratio

BURBY:

1.08

HESAY:

1.13

Calmar Ratio

BURBY:

0.14

HESAY:

0.79

Martin Ratio

BURBY:

0.45

HESAY:

2.07

Ulcer Index

BURBY:

23.54%

HESAY:

8.20%

Daily Std Dev

BURBY:

56.72%

HESAY:

31.47%

Max Drawdown

BURBY:

-75.06%

HESAY:

-45.60%

Current Drawdown

BURBY:

-54.02%

HESAY:

-7.60%

Fundamentals

Market Cap

BURBY:

$4.99B

HESAY:

$288.88B

EPS

BURBY:

-$0.28

HESAY:

$4.93

PEG Ratio

BURBY:

1.12

HESAY:

5.73

PS Ratio

BURBY:

2.03

HESAY:

19.04

PB Ratio

BURBY:

4.07

HESAY:

14.84

Returns By Period

In the year-to-date period, BURBY achieves a 15.07% return, which is significantly lower than HESAY's 15.87% return. Over the past 10 years, BURBY has underperformed HESAY with an annualized return of -3.56%, while HESAY has yielded a comparatively higher 22.46% annualized return.


BURBY

YTD

15.07%

1M

43.60%

6M

21.50%

1Y

10.79%

3Y*

-10.37%

5Y*

-2.87%

10Y*

-3.56%

HESAY

YTD

15.87%

1M

2.06%

6M

26.93%

1Y

16.86%

3Y*

33.20%

5Y*

27.79%

10Y*

22.46%

*Annualized

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Burberry Group Plc

Hermes International SA

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BURBY vs. HESAY — Risk-Adjusted Performance Rank

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

BURBY
The Risk-Adjusted Performance Rank of BURBY is 5656
Overall Rank
The Sharpe Ratio Rank of BURBY is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BURBY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BURBY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BURBY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BURBY is 5757
Martin Ratio Rank

HESAY
The Risk-Adjusted Performance Rank of HESAY is 7070
Overall Rank
The Sharpe Ratio Rank of HESAY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of HESAY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of HESAY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of HESAY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of HESAY is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BURBY vs. HESAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Burberry Group Plc (BURBY) 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.


The current BURBY Sharpe Ratio is 0.16, which is lower than the HESAY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BURBY and HESAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BURBY vs. HESAY - Dividend Comparison

BURBY's dividend yield for the trailing twelve months is around 3.93%, more than HESAY's 0.52% yield.


TTM20242023202220212020201920182017201620152014
BURBY
Burberry Group Plc
3.93%4.52%4.32%2.64%3.03%0.00%1.86%2.48%2.12%2.81%3.10%0.72%
HESAY
Hermes International SA
0.52%1.13%0.65%0.57%0.31%0.81%0.68%0.91%0.76%0.92%2.53%1.04%

Drawdowns

BURBY vs. HESAY - Drawdown Comparison

The maximum BURBY drawdown since its inception was -75.06%, which is greater than HESAY's maximum drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for BURBY and HESAY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BURBY vs. HESAY - Volatility Comparison

Burberry Group Plc (BURBY) has a higher volatility of 17.77% compared to Hermes International SA (HESAY) at 7.57%. This indicates that BURBY'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.


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Financials

BURBY 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20212022202320242025
1.57B
1.74B
(BURBY) Total Revenue
(HESAY) Total Revenue
Values in USD except per share items