PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FOO.DE vs. MOH.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FOO.DE vs. MOH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Salesforce.com Inc (FOO.DE) and LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.18%
-26.34%
FOO.DE
MOH.DE

Returns By Period

In the year-to-date period, FOO.DE achieves a 28.08% return, which is significantly higher than MOH.DE's -19.42% return.


FOO.DE

YTD

28.08%

1M

13.28%

6M

15.90%

1Y

50.87%

5Y (annualized)

N/A

10Y (annualized)

N/A

MOH.DE

YTD

-19.42%

1M

-5.65%

6M

-24.57%

1Y

-15.97%

5Y (annualized)

9.79%

10Y (annualized)

17.11%

Fundamentals


FOO.DEMOH.DE
Market Cap€291.96B€299.28B
EPS€5.44€27.94
PE Ratio56.1420.49
PEG Ratio2.254.94
Total Revenue (TTM)€27.75B€85.59B
Gross Profit (TTM)€21.28B€58.65B
EBITDA (TTM)€8.13B€24.43B

Key characteristics


FOO.DEMOH.DE
Sharpe Ratio1.36-0.57
Sortino Ratio1.72-0.74
Omega Ratio1.310.91
Calmar Ratio1.50-0.46
Martin Ratio3.51-0.91
Ulcer Index13.87%17.51%
Daily Std Dev35.46%28.16%
Max Drawdown-55.95%-67.66%
Current Drawdown-6.38%-33.24%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between FOO.DE and MOH.DE is 0.41, 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.

Risk-Adjusted Performance

FOO.DE vs. MOH.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Salesforce.com Inc (FOO.DE) and LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for FOO.DE, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28-0.61
The chart of Sortino ratio for FOO.DE, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.63-0.82
The chart of Omega ratio for FOO.DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.90
The chart of Calmar ratio for FOO.DE, currently valued at 1.38, compared to the broader market0.002.004.006.001.38-0.48
The chart of Martin ratio for FOO.DE, currently valued at 3.30, compared to the broader market-10.000.0010.0020.0030.003.30-1.04
FOO.DE
MOH.DE

The current FOO.DE Sharpe Ratio is 1.36, which is higher than the MOH.DE Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of FOO.DE and MOH.DE, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.28
-0.61
FOO.DE
MOH.DE

Dividends

FOO.DE vs. MOH.DE - Dividend Comparison

FOO.DE's dividend yield for the trailing twelve months is around 0.36%, less than MOH.DE's 2.21% yield.


TTM20232022202120202019201820172016201520142013
FOO.DE
Salesforce.com Inc
0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOH.DE
LVMH Moët Hennessy - Louis Vuitton Société Européenne
2.21%1.70%1.74%0.96%1.79%1.49%2.14%1.70%2.00%2.23%2.40%2.28%

Drawdowns

FOO.DE vs. MOH.DE - Drawdown Comparison

The maximum FOO.DE drawdown since its inception was -55.95%, smaller than the maximum MOH.DE drawdown of -67.66%. Use the drawdown chart below to compare losses from any high point for FOO.DE and MOH.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.26%
-36.66%
FOO.DE
MOH.DE

Volatility

FOO.DE vs. MOH.DE - Volatility Comparison

Salesforce.com Inc (FOO.DE) has a higher volatility of 10.40% compared to LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) at 8.93%. This indicates that FOO.DE's price experiences larger fluctuations and is considered to be riskier than MOH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.40%
8.93%
FOO.DE
MOH.DE

Financials

FOO.DE vs. MOH.DE - Financials Comparison

This section allows you to compare key financial metrics between Salesforce.com Inc and LVMH Moët Hennessy - Louis Vuitton Société Européenne. 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