PortfoliosLab logoPortfoliosLab logo
DSY.PA vs. RMS.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DSY.PA vs. RMS.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dassault Systèmes SE (DSY.PA) and Hermès International Société en commandite par actions (RMS.PA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DSY.PA achieves a -19.10% return, which is significantly higher than RMS.PA's -25.55% return. Over the past 10 years, DSY.PA has underperformed RMS.PA with an annualized return of 3.78%, while RMS.PA has yielded a comparatively higher 18.03% annualized return.


DSY.PA

1D
-2.06%
1M
0.01%
YTD
-19.10%
6M
-17.62%
1Y
-40.53%
3Y*
-22.30%
5Y*
-12.01%
10Y*
3.78%

RMS.PA

1D
-2.46%
1M
-1.54%
YTD
-25.55%
6M
-24.92%
1Y
-33.68%
3Y*
-6.22%
5Y*
7.15%
10Y*
18.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSY.PA vs. RMS.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSY.PA
Dassault Systèmes SE
-19.10%-28.28%-23.82%32.75%-35.68%57.89%13.92%42.01%17.64%23.17%
RMS.PA
Hermès International Société en commandite par actions
-25.55%-7.65%22.38%33.69%-5.31%75.41%32.94%38.49%9.93%15.43%

Correlation

The correlation between DSY.PA and RMS.PA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 3, 1996

0.34

The correlation between DSY.PA and RMS.PA shifts across timeframes, from 0.34 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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

DSY.PA vs. RMS.PA — Risk / Return Rank

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

DSY.PA
DSY.PA Risk / Return Rank: 77
Overall Rank
DSY.PA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSY.PA Sortino Ratio Rank: 77
Sortino Ratio Rank
DSY.PA Omega Ratio Rank: 44
Omega Ratio Rank
DSY.PA Calmar Ratio Rank: 1111
Calmar Ratio Rank
DSY.PA Martin Ratio Rank: 99
Martin Ratio Rank

RMS.PA
RMS.PA Risk / Return Rank: 44
Overall Rank
RMS.PA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RMS.PA Sortino Ratio Rank: 44
Sortino Ratio Rank
RMS.PA Omega Ratio Rank: 55
Omega Ratio Rank
RMS.PA Calmar Ratio Rank: 55
Calmar Ratio Rank
RMS.PA Martin Ratio Rank: 22
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.

DSY.PA vs. RMS.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dassault Systèmes SE (DSY.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.


DSY.PARMS.PADifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.78

0.80

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.92

+0.14

Martin ratioReturn relative to average drawdown

-1.35

-1.71

+0.37

DSY.PA vs. RMS.PA - Sharpe Ratio Comparison

The current DSY.PA Sharpe Ratio is -1.07, which is comparable to the RMS.PA Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of DSY.PA and RMS.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DSY.PARMS.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.07

-1.14

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.24

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.71

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.65

-0.37

Drawdowns

DSY.PA vs. RMS.PA - Drawdown Comparison

The maximum DSY.PA drawdown since its inception was -86.77%, 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 DSY.PA and RMS.PA.


Loading charts...

Drawdown Indicators


DSY.PARMS.PADifference

Max Drawdown

Largest peak-to-trough decline

-86.77%

-47.65%

-39.12%

Max Drawdown (1Y)

Largest decline over 1 year

-51.56%

-36.15%

-15.41%

Max Drawdown (3Y)

Largest decline over 3 years

-66.60%

-43.77%

-22.83%

Max Drawdown (5Y)

Largest decline over 5 years

-70.94%

-43.77%

-27.17%

Max Drawdown (10Y)

Largest decline over 10 years

-70.94%

-43.77%

-27.17%

Current Drawdown

Current decline from peak

-64.89%

-43.77%

-21.12%

Average Drawdown

Average peak-to-trough decline

-34.44%

-11.12%

-23.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.06%

19.57%

+9.49%

Volatility

DSY.PA vs. RMS.PA - Volatility Comparison

Dassault Systèmes SE (DSY.PA) has a higher volatility of 12.47% compared to Hermès International Société en commandite par actions (RMS.PA) at 9.60%. This indicates that DSY.PA's price experiences larger fluctuations and is considered to be riskier than RMS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DSY.PARMS.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.47%

9.60%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

33.87%

22.97%

+10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

37.62%

29.23%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.28%

28.76%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.28%

25.08%

+3.20%

Dividends

DSY.PA vs. RMS.PA - Dividend Comparison

DSY.PA's dividend yield for the trailing twelve months is around 1.42%, more than RMS.PA's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
DSY.PA
Dassault Systèmes SE
1.42%1.09%0.69%0.47%0.51%0.21%0.42%0.44%0.56%0.60%0.65%0.58%
RMS.PA
Hermès International Société en commandite par actions
1.15%1.23%1.08%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%0.95%

Financials

DSY.PA vs. RMS.PA - Financials Comparison

This section allows you to compare key financial metrics between Dassault Systèmes SE 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.


Quarterly
Annual

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


Values in EUR except per share items

Frequently Asked Questions


DSY.PA and RMS.PA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DSY.PA and RMS.PA

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