HEIA.AS vs. SHELL.AS
Compare and contrast key facts about Heineken N.V. (HEIA.AS) and Shell plc (SHELL.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEIA.AS or SHELL.AS.
Performance
HEIA.AS vs. SHELL.AS - Performance Comparison
Returns By Period
In the year-to-date period, HEIA.AS achieves a -20.51% return, which is significantly lower than SHELL.AS's 9.38% return. Over the past 10 years, HEIA.AS has underperformed SHELL.AS with an annualized return of 3.12%, while SHELL.AS has yielded a comparatively higher 6.20% annualized return.
HEIA.AS
-20.51%
-8.53%
-25.29%
-12.19%
-3.54%
3.12%
SHELL.AS
9.38%
2.98%
-2.96%
7.77%
7.51%
6.20%
Fundamentals
| HEIA.AS | SHELL.AS | |
|---|---|---|
| Market Cap | €40.80B | €188.16B |
| EPS | €1.88 | €2.30 |
| PE Ratio | 38.11 | 13.32 |
| PEG Ratio | 0.88 | 2.53 |
| Total Revenue (TTM) | €15.84B | €296.76B |
| Gross Profit (TTM) | €1.46B | €43.15B |
| EBITDA (TTM) | €3.31B | €16.75B |
Key characteristics
| HEIA.AS | SHELL.AS | |
|---|---|---|
| Sharpe Ratio | -0.68 | 0.57 |
| Sortino Ratio | -0.77 | 0.85 |
| Omega Ratio | 0.89 | 1.11 |
| Calmar Ratio | -0.43 | 0.69 |
| Martin Ratio | -1.17 | 1.75 |
| Ulcer Index | 11.28% | 5.42% |
| Daily Std Dev | 19.46% | 16.66% |
| Max Drawdown | -58.39% | -63.48% |
| Current Drawdown | -30.12% | -6.86% |
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Correlation
The correlation between HEIA.AS and SHELL.AS is 0.36, 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
HEIA.AS vs. SHELL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Heineken N.V. (HEIA.AS) and Shell plc (SHELL.AS). 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
HEIA.AS vs. SHELL.AS - Dividend Comparison
HEIA.AS's dividend yield for the trailing twelve months is around 2.41%, less than SHELL.AS's 4.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEIA.AS Heineken N.V. | 2.41% | 2.09% | 1.66% | 0.99% | 1.14% | 1.74% | 1.97% | 1.56% | 1.94% | 1.50% | 1.51% | 1.87% |
SHELL.AS Shell plc | 4.05% | 3.86% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% | 5.12% | 5.18% |
Drawdowns
HEIA.AS vs. SHELL.AS - Drawdown Comparison
The maximum HEIA.AS drawdown since its inception was -58.39%, smaller than the maximum SHELL.AS drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for HEIA.AS and SHELL.AS. For additional features, visit the drawdowns tool.
Volatility
HEIA.AS vs. SHELL.AS - Volatility Comparison
Heineken N.V. (HEIA.AS) has a higher volatility of 6.62% compared to Shell plc (SHELL.AS) at 5.62%. This indicates that HEIA.AS's price experiences larger fluctuations and is considered to be riskier than SHELL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HEIA.AS vs. SHELL.AS - Financials Comparison
This section allows you to compare key financial metrics between Heineken N.V. and Shell plc. 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