CA.PA vs. RMS.PA
CA.PA (Carrefour SA) and RMS.PA (Hermès International Société en commandite par actions) are both stocks. CA.PA operates in Grocery Stores (Consumer Defensive), while RMS.PA operates in Luxury Goods (Consumer Cyclical). Over the past 10 years, CA.PA returned -0.27%/yr vs 18.18%/yr for RMS.PA. At a 0.24 correlation, their price movements are largely independent.
Performance
CA.PA vs. RMS.PA - Performance Comparison
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Returns By Period
In the year-to-date period, CA.PA achieves a 19.04% return, which is significantly higher than RMS.PA's -24.67% return. Over the past 10 years, CA.PA has underperformed RMS.PA with an annualized return of -0.27%, while RMS.PA has yielded a comparatively higher 18.18% annualized return.
CA.PA
- 1D
- 0.25%
- 1M
- -1.31%
- YTD
- 19.04%
- 6M
- 25.48%
- 1Y
- 30.91%
- 3Y*
- 5.07%
- 5Y*
- 3.59%
- 10Y*
- -0.27%
RMS.PA
- 1D
- 1.18%
- 1M
- -4.73%
- YTD
- -24.67%
- 6M
- -26.17%
- 1Y
- -31.10%
- 3Y*
- -5.23%
- 5Y*
- 7.40%
- 10Y*
- 18.18%
CA.PA vs. RMS.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CA.PA Carrefour SA | 19.04% | 12.75% | -12.45% | 9.45% | -0.24% | 18.12% | -4.68% | 3.02% | -14.78% | -18.67% |
RMS.PA Hermès International Société en commandite par actions | -24.67% | -7.65% | 22.38% | 33.69% | -5.31% | 75.41% | 32.94% | 38.49% | 9.93% | 15.43% |
Correlation
The correlation between CA.PA and RMS.PA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 1993 | 0.24 |
The correlation between CA.PA and RMS.PA shifts across timeframes, from 0.07 (5 years) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CA.PA vs. RMS.PA — Risk / Return Rank
CA.PA
RMS.PA
CA.PA vs. RMS.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carrefour SA (CA.PA) and Hermès International Société en commandite par actions (RMS.PA). 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.
| CA.PA | RMS.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +3.54 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.81 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | -0.90 | +4.14 |
| Martin ratioReturn relative to average drawdown | 8.39 | -1.66 | +10.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CA.PA | RMS.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | -1.11 | +2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.25 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.71 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.65 | -0.49 |
Drawdowns
CA.PA vs. RMS.PA - Drawdown Comparison
The maximum CA.PA drawdown since its inception was -79.26%, which is greater than RMS.PA's maximum drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for CA.PA and RMS.PA.
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Drawdown Indicators
| CA.PA | RMS.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -47.65% | -31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -36.15% | +26.71% |
Max Drawdown (3Y)Largest decline over 3 years | -28.81% | -43.77% | +14.96% |
Max Drawdown (5Y)Largest decline over 5 years | -33.82% | -43.77% | +9.95% |
Max Drawdown (10Y)Largest decline over 10 years | -45.16% | -43.77% | -1.39% |
Current DrawdownCurrent decline from peak | -58.56% | -43.11% | -15.45% |
Average DrawdownAverage peak-to-trough decline | -46.51% | -11.12% | -35.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 19.70% | -16.08% |
Volatility
CA.PA vs. RMS.PA - Volatility Comparison
The current volatility for Carrefour SA (CA.PA) is 5.31%, while Hermès International Société en commandite par actions (RMS.PA) has a volatility of 8.04%. This indicates that CA.PA experiences smaller price fluctuations and is considered to be less risky than RMS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CA.PA | RMS.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 8.04% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 22.99% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 29.26% | -7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 28.76% | -5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.97% | 25.08% | -0.11% |
Dividends
CA.PA vs. RMS.PA - Dividend Comparison
CA.PA's dividend yield for the trailing twelve months is around 6.07%, more than RMS.PA's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CA.PA Carrefour SA | 6.07% | 8.08% | 6.34% | 3.38% | 3.32% | 2.98% | 1.64% | 3.08% | 3.09% | 3.88% | 3.06% | 2.55% |
RMS.PA Hermès International Société en commandite par actions | 1.14% | 1.23% | 1.08% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% |
Financials
CA.PA vs. RMS.PA - Financials Comparison
This section allows you to compare key financial metrics between Carrefour SA and Hermès International Société en commandite par actions. 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
Frequently Asked Questions
CA.PA and RMS.PA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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