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BURBY vs. HESAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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BURBY vs. HESAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BURBY
Burberry Group Plc
-13.97%41.06%-30.66%-22.38%2.63%1.99%-16.75%36.74%-6.63%37.44%
HESAY
Hermes International SA
-21.84%4.83%13.70%38.27%-11.23%63.06%44.39%37.55%4.07%32.55%

Fundamentals

Total Revenue (TTM)

BURBY:

$5.43B

HESAY:

$31.11B

Gross Profit (TTM)

BURBY:

$3.42B

HESAY:

$22.00B

EBITDA (TTM)

BURBY:

$772.00M

HESAY:

$15.00B

Returns By Period

In the year-to-date period, BURBY achieves a -13.97% return, which is significantly higher than HESAY's -21.84% return. Over the past 10 years, BURBY has underperformed HESAY with an annualized return of 0.22%, while HESAY has yielded a comparatively higher 19.59% annualized return.


BURBY

1D
-0.34%
1M
-1.26%
YTD
-13.97%
6M
-8.77%
1Y
50.36%
3Y*
-20.79%
5Y*
-8.94%
10Y*
0.22%

HESAY

1D
1.94%
1M
-16.17%
YTD
-21.84%
6M
-21.20%
1Y
-25.06%
3Y*
-0.63%
5Y*
12.24%
10Y*
19.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BURBY vs. HESAY — Risk / Return Rank

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

BURBY
BURBY Risk / Return Rank: 7171
Overall Rank
BURBY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BURBY Sortino Ratio Rank: 7272
Sortino Ratio Rank
BURBY Omega Ratio Rank: 6868
Omega Ratio Rank
BURBY Calmar Ratio Rank: 7272
Calmar Ratio Rank
BURBY Martin Ratio Rank: 7070
Martin Ratio Rank

HESAY
HESAY Risk / Return Rank: 1010
Overall Rank
HESAY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HESAY Sortino Ratio Rank: 1010
Sortino Ratio Rank
HESAY Omega Ratio Rank: 1111
Omega Ratio Rank
HESAY Calmar Ratio Rank: 1616
Calmar Ratio Rank
HESAY Martin Ratio Rank: 44
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.

BURBY vs. HESAY - Risk-Adjusted Trends 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.


BURBYHESAYDifference

Sharpe ratio

Return per unit of total volatility

1.07

-0.82

+1.89

Sortino ratio

Return per unit of downside risk

1.74

-1.08

+2.82

Omega ratio

Gain probability vs. loss probability

1.21

0.87

+0.33

Calmar ratio

Return relative to maximum drawdown

1.67

-0.70

+2.37

Martin ratio

Return relative to average drawdown

3.67

-1.73

+5.40

BURBY vs. HESAY - Sharpe Ratio Comparison

The current BURBY Sharpe Ratio is 1.07, which is higher than the HESAY Sharpe Ratio of -0.82. 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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Sharpe Ratios by Period


BURBYHESAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

-0.82

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.40

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.71

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.50

-0.33

Correlation

The correlation between BURBY and HESAY is 0.45, 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.


Dividends

BURBY vs. HESAY - Dividend Comparison

BURBY has not paid dividends to shareholders, while HESAY's dividend yield for the trailing twelve months is around 1.62%.


TTM20252024202320222021202020192018201720162015
BURBY
Burberry Group Plc
0.00%0.00%4.52%4.28%2.65%3.06%0.00%2.21%2.34%4.33%5.44%2.93%
HESAY
Hermes International SA
1.62%1.18%1.13%0.67%0.57%0.31%0.46%0.68%0.91%1.55%1.81%2.54%

Drawdowns

BURBY vs. HESAY - Drawdown Comparison

The maximum BURBY drawdown since its inception was -75.10%, 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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Drawdown Indicators


BURBYHESAYDifference

Max Drawdown

Largest peak-to-trough decline

-75.10%

-45.60%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-27.68%

-36.30%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-75.10%

-45.60%

-29.50%

Max Drawdown (10Y)

Largest decline over 10 years

-75.10%

-45.60%

-29.50%

Current Drawdown

Current decline from peak

-51.59%

-34.66%

-16.93%

Average Drawdown

Average peak-to-trough decline

-21.89%

-10.57%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.63%

14.63%

-2.00%

Volatility

BURBY vs. HESAY - Volatility Comparison

Burberry Group Plc (BURBY) has a higher volatility of 11.28% compared to Hermes International SA (HESAY) at 10.12%. 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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Volatility by Period


BURBYHESAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

10.12%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

28.61%

20.85%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

47.27%

30.67%

+16.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.45%

30.94%

+9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.49%

27.61%

+10.88%

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


2.00B4.00B6.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.38B
7.91B
(BURBY) Total Revenue
(HESAY) Total Revenue
Values in USD except per share items