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ESEE.DE vs. MC.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ESEE.DEMC.PA
YTD Return25.53%-13.02%
1Y Return39.25%-2.76%
3Y Return (Ann)11.94%-0.69%
5Y Return (Ann)16.04%11.81%
10Y Return (Ann)14.76%19.61%
Sharpe Ratio3.27-0.17
Sortino Ratio4.28-0.05
Omega Ratio1.670.99
Calmar Ratio4.34-0.15
Martin Ratio19.75-0.30
Ulcer Index1.84%15.91%
Daily Std Dev11.12%28.28%
Max Drawdown-33.58%-70.25%
Current Drawdown-0.36%-28.14%

Correlation

-0.50.00.51.00.6

The correlation between ESEE.DE and MC.PA is 0.59, 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.

Performance

ESEE.DE vs. MC.PA - Performance Comparison

In the year-to-date period, ESEE.DE achieves a 25.53% return, which is significantly higher than MC.PA's -13.02% return. Over the past 10 years, ESEE.DE has underperformed MC.PA with an annualized return of 14.76%, while MC.PA has yielded a comparatively higher 19.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
15.44%
-17.24%
ESEE.DE
MC.PA

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Risk-Adjusted Performance

ESEE.DE vs. MC.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.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.


ESEE.DE
Sharpe ratio
The chart of Sharpe ratio for ESEE.DE, currently valued at 3.53, compared to the broader market-2.000.002.004.006.003.53
Sortino ratio
The chart of Sortino ratio for ESEE.DE, currently valued at 4.90, compared to the broader market0.005.0010.004.90
Omega ratio
The chart of Omega ratio for ESEE.DE, currently valued at 1.69, compared to the broader market1.001.502.002.503.003.501.69
Calmar ratio
The chart of Calmar ratio for ESEE.DE, currently valued at 4.99, compared to the broader market0.005.0010.0015.004.99
Martin ratio
The chart of Martin ratio for ESEE.DE, currently valued at 22.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.44
MC.PA
Sharpe ratio
The chart of Sharpe ratio for MC.PA, currently valued at -0.09, compared to the broader market-2.000.002.004.006.00-0.09
Sortino ratio
The chart of Sortino ratio for MC.PA, currently valued at 0.10, compared to the broader market0.005.0010.000.10
Omega ratio
The chart of Omega ratio for MC.PA, currently valued at 1.01, compared to the broader market1.001.502.002.503.003.501.01
Calmar ratio
The chart of Calmar ratio for MC.PA, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.08
Martin ratio
The chart of Martin ratio for MC.PA, currently valued at -0.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.16

ESEE.DE vs. MC.PA - Sharpe Ratio Comparison

The current ESEE.DE Sharpe Ratio is 3.27, which is higher than the MC.PA Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of ESEE.DE and MC.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
3.53
-0.09
ESEE.DE
MC.PA

Dividends

ESEE.DE vs. MC.PA - Dividend Comparison

ESEE.DE has not paid dividends to shareholders, while MC.PA's dividend yield for the trailing twelve months is around 2.06%.


TTM20232022202120202019201820172016201520142013
ESEE.DE
BNP Paribas Easy S&P 500 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.06%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%

Drawdowns

ESEE.DE vs. MC.PA - Drawdown Comparison

The maximum ESEE.DE drawdown since its inception was -33.58%, smaller than the maximum MC.PA drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and MC.PA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.67%
-30.58%
ESEE.DE
MC.PA

Volatility

ESEE.DE vs. MC.PA - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) is 1.69%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) has a volatility of 9.58%. This indicates that ESEE.DE experiences smaller price fluctuations and is considered to be less risky than MC.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
1.69%
9.58%
ESEE.DE
MC.PA