EL.PA vs. RMS.PA
Compare and contrast key facts about EssilorLuxottica Société anonyme (EL.PA) and Hermès International Société en commandite par actions (RMS.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EL.PA or RMS.PA.
Performance
EL.PA vs. RMS.PA - Performance Comparison
Returns By Period
In the year-to-date period, EL.PA achieves a 28.95% return, which is significantly higher than RMS.PA's 5.81% return. Over the past 10 years, EL.PA has underperformed RMS.PA with an annualized return of 11.34%, while RMS.PA has yielded a comparatively higher 23.25% annualized return.
EL.PA
28.95%
5.86%
9.54%
30.55%
11.93%
11.34%
RMS.PA
5.81%
-3.40%
-12.30%
5.49%
25.20%
23.25%
Fundamentals
| EL.PA | RMS.PA | |
|---|---|---|
| Market Cap | €104.96B | €209.39B |
| EPS | €5.04 | €42.41 |
| PE Ratio | 45.56 | 46.66 |
| PEG Ratio | 2.43 | 4.83 |
| Total Revenue (TTM) | €25.83B | €14.23B |
| Gross Profit (TTM) | €16.25B | €9.86B |
| EBITDA (TTM) | €5.87B | €6.43B |
Key characteristics
| EL.PA | RMS.PA | |
|---|---|---|
| Sharpe Ratio | 1.70 | 0.11 |
| Sortino Ratio | 2.49 | 0.36 |
| Omega Ratio | 1.32 | 1.04 |
| Calmar Ratio | 3.22 | 0.14 |
| Martin Ratio | 11.70 | 0.28 |
| Ulcer Index | 2.64% | 10.04% |
| Daily Std Dev | 18.13% | 24.92% |
| Max Drawdown | -42.78% | -47.65% |
| Current Drawdown | -0.61% | -15.91% |
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Correlation
The correlation between EL.PA and RMS.PA is 0.38, 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.
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.
Dividends
EL.PA vs. RMS.PA - Dividend Comparison
EL.PA's dividend yield for the trailing twelve months is around 1.72%, more than RMS.PA's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL.PA EssilorLuxottica Société anonyme | 1.72% | 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 | 0.67% | 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.
Volatility
EL.PA vs. RMS.PA - Volatility Comparison
The current volatility for EssilorLuxottica Société anonyme (EL.PA) is 5.69%, while Hermès International Société en commandite par actions (RMS.PA) has a volatility of 8.51%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities