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HAGHY vs. RNMBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HAGHY and RNMBY is 0.04, 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

HAGHY vs. RNMBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hensoldt AG (HAGHY) and Rheinmetall AG ADR (RNMBY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HAGHY:

2.61

RNMBY:

6.04

Sortino Ratio

HAGHY:

3.23

RNMBY:

5.66

Omega Ratio

HAGHY:

1.51

RNMBY:

1.79

Calmar Ratio

HAGHY:

4.67

RNMBY:

15.78

Martin Ratio

HAGHY:

13.48

RNMBY:

37.51

Ulcer Index

HAGHY:

12.31%

RNMBY:

7.36%

Daily Std Dev

HAGHY:

65.73%

RNMBY:

47.32%

Max Drawdown

HAGHY:

-39.35%

RNMBY:

-66.18%

Current Drawdown

HAGHY:

0.00%

RNMBY:

-1.32%

Fundamentals

Market Cap

HAGHY:

$12.17B

RNMBY:

$96.01B

EPS

HAGHY:

$0.45

RNMBY:

$4.20

PE Ratio

HAGHY:

117.11

RNMBY:

102.16

PS Ratio

HAGHY:

5.26

RNMBY:

9.17

PB Ratio

HAGHY:

11.88

RNMBY:

18.89

Total Revenue (TTM)

HAGHY:

$1.91B

RNMBY:

$10.48B

Gross Profit (TTM)

HAGHY:

$450.00M

RNMBY:

$4.65B

Returns By Period

In the year-to-date period, HAGHY achieves a 200.57% return, which is significantly lower than RNMBY's 236.49% return.


HAGHY

YTD

200.57%

1M

37.28%

6M

178.72%

1Y

173.93%

3Y*

63.98%

5Y*

N/A

10Y*

N/A

RNMBY

YTD

236.49%

1M

25.67%

6M

225.76%

1Y

282.37%

3Y*

121.78%

5Y*

95.14%

10Y*

47.14%

*Annualized

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Hensoldt AG

Rheinmetall AG ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HAGHY vs. RNMBY — Risk-Adjusted Performance Rank

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

HAGHY
The Risk-Adjusted Performance Rank of HAGHY is 9797
Overall Rank
The Sharpe Ratio Rank of HAGHY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of HAGHY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HAGHY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HAGHY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of HAGHY is 9797
Martin Ratio Rank

RNMBY
The Risk-Adjusted Performance Rank of RNMBY is 9999
Overall Rank
The Sharpe Ratio Rank of RNMBY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of RNMBY is 9999
Sortino Ratio Rank
The Omega Ratio Rank of RNMBY is 9898
Omega Ratio Rank
The Calmar Ratio Rank of RNMBY is 100100
Calmar Ratio Rank
The Martin Ratio Rank of RNMBY is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAGHY vs. RNMBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hensoldt AG (HAGHY) and Rheinmetall AG ADR (RNMBY). 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.


The current HAGHY Sharpe Ratio is 2.61, which is lower than the RNMBY Sharpe Ratio of 6.04. The chart below compares the historical Sharpe Ratios of HAGHY and RNMBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HAGHY vs. RNMBY - Dividend Comparison

HAGHY's dividend yield for the trailing twelve months is around 0.51%, more than RNMBY's 0.43% yield.


TTM20242023202220212020201920182017201620152014
HAGHY
Hensoldt AG
0.51%1.21%1.18%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RNMBY
Rheinmetall AG ADR
0.43%0.95%1.48%1.83%2.57%2.46%2.03%2.37%1.24%1.99%0.51%1.26%

Drawdowns

HAGHY vs. RNMBY - Drawdown Comparison

The maximum HAGHY drawdown since its inception was -39.35%, smaller than the maximum RNMBY drawdown of -66.18%. Use the drawdown chart below to compare losses from any high point for HAGHY and RNMBY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HAGHY vs. RNMBY - Volatility Comparison

Hensoldt AG (HAGHY) has a higher volatility of 21.19% compared to Rheinmetall AG ADR (RNMBY) at 13.02%. This indicates that HAGHY's price experiences larger fluctuations and is considered to be riskier than RNMBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

HAGHY vs. RNMBY - Financials Comparison

This section allows you to compare key financial metrics between Hensoldt AG and Rheinmetall AG ADR. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
864.00M
2.31B
(HAGHY) Total Revenue
(RNMBY) Total Revenue
Values in USD except per share items