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EL.PA vs. RMS.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EL.PARMS.PA
YTD Return10.74%17.45%
1Y Return12.00%13.01%
3Y Return (Ann)14.29%28.83%
5Y Return (Ann)14.88%29.57%
10Y Return (Ann)11.38%24.99%
Sharpe Ratio0.630.50
Daily Std Dev17.52%24.40%
Max Drawdown-42.78%-47.65%
Current Drawdown-4.62%-6.66%

Fundamentals


EL.PARMS.PA
Market Cap€91.91B€246.12B
EPS€5.08€41.13
PE Ratio40.0257.14
PEG Ratio3.015.37
Revenue (TTM)€25.39B€13.43B
Gross Profit (TTM)€15.37B€8.21B
EBITDA (TTM)€5.29B€6.04B

Correlation

-0.50.00.51.00.4

The correlation between EL.PA and RMS.PA is 0.37, 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

EL.PA vs. RMS.PA - Performance Comparison

In the year-to-date period, EL.PA achieves a 10.74% return, which is significantly lower than RMS.PA's 17.45% return. Over the past 10 years, EL.PA has underperformed RMS.PA with an annualized return of 11.38%, while RMS.PA has yielded a comparatively higher 24.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%December2024FebruaryMarchAprilMay
7,062.45%
52,740.65%
EL.PA
RMS.PA

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EssilorLuxottica Société anonyme

Hermès International Société en commandite par actions

Risk-Adjusted Performance

EL.PA vs. RMS.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.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.


EL.PA
Sharpe ratio
The chart of Sharpe ratio for EL.PA, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for EL.PA, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.006.000.70
Omega ratio
The chart of Omega ratio for EL.PA, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for EL.PA, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for EL.PA, currently valued at 1.29, compared to the broader market-10.000.0010.0020.0030.001.29
RMS.PA
Sharpe ratio
The chart of Sharpe ratio for RMS.PA, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.004.000.36
Sortino ratio
The chart of Sortino ratio for RMS.PA, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.006.000.68
Omega ratio
The chart of Omega ratio for RMS.PA, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for RMS.PA, currently valued at 0.43, compared to the broader market0.002.004.006.000.43
Martin ratio
The chart of Martin ratio for RMS.PA, currently valued at 1.06, compared to the broader market-10.000.0010.0020.0030.001.06

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

The current EL.PA Sharpe Ratio is 0.63, which roughly equals the RMS.PA Sharpe Ratio of 0.50. The chart below compares the 12-month rolling Sharpe Ratio of EL.PA and RMS.PA.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.42
0.36
EL.PA
RMS.PA

Dividends

EL.PA vs. RMS.PA - Dividend Comparison

EL.PA's dividend yield for the trailing twelve months is around 1.61%, more than RMS.PA's 0.60% yield.


TTM20232022202120202019201820172016201520142013
EL.PA
EssilorLuxottica Société anonyme
1.61%1.78%1.48%0.58%0.90%1.50%1.39%1.30%1.03%0.89%1.01%1.14%
RMS.PA
Hermès International Société en commandite par actions
0.60%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%0.95%0.92%0.95%

Drawdowns

EL.PA vs. RMS.PA - Drawdown Comparison

The maximum EL.PA drawdown since its inception was -42.78%, smaller than the maximum RMS.PA drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for EL.PA and RMS.PA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-5.98%
-8.10%
EL.PA
RMS.PA

Volatility

EL.PA vs. RMS.PA - Volatility Comparison

The current volatility for EssilorLuxottica Société anonyme (EL.PA) is 5.50%, while Hermès International Société en commandite par actions (RMS.PA) has a volatility of 7.38%. This indicates that EL.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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.50%
7.38%
EL.PA
RMS.PA

Financials

EL.PA vs. RMS.PA - Financials Comparison

This section allows you to compare key financial metrics between EssilorLuxottica Société anonyme 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