HEN.DE vs. LEN
HEN.DE (Henkel AG & Co. KGaA) and LEN (Lennar Corporation) are both stocks. HEN.DE operates in Household & Personal Products (Consumer Defensive), while LEN operates in Residential Construction (Consumer Cyclical). Over the past 10 years, HEN.DE returned -1.46%/yr vs 8.35%/yr for LEN. At a 0.18 correlation, their price movements are largely independent.
Performance
HEN.DE vs. LEN - Performance Comparison
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Different Trading Currencies
HEN.DE is traded in EUR, while LEN is traded in USD. To make them comparable, the LEN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, HEN.DE achieves a -2.48% return, which is significantly higher than LEN's -11.07% return. Over the past 10 years, HEN.DE has underperformed LEN with an annualized return of -1.46%, while LEN has yielded a comparatively higher 8.35% annualized return.
HEN.DE
- 1D
- -1.13%
- 1M
- 5.88%
- YTD
- -2.48%
- 6M
- -1.34%
- 1Y
- -0.80%
- 3Y*
- -0.18%
- 5Y*
- -2.70%
- 10Y*
- -1.46%
LEN
- 1D
- -1.37%
- 1M
- 6.80%
- YTD
- -11.07%
- 6M
- -31.77%
- 1Y
- -16.27%
- 3Y*
- -7.29%
- 5Y*
- 1.59%
- 10Y*
- 8.35%
HEN.DE vs. LEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEN.DE Henkel AG & Co. KGaA | -2.48% | -9.72% | 17.71% | 10.83% | -9.55% | -10.96% | -1.23% | 0.16% | -12.72% | 2.56% |
LEN Lennar Corporation | -11.07% | -30.20% | -1.21% | 61.92% | -15.73% | 65.51% | 26.60% | 46.19% | -34.99% | 31.81% |
Correlation
The correlation between HEN.DE and LEN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.18 |
The correlation between HEN.DE and LEN shifts across timeframes, from 0.12 (3 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HEN.DE vs. LEN — Risk / Return Rank
HEN.DE
LEN
HEN.DE vs. LEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co. KGaA (HEN.DE) and Lennar Corporation (LEN). 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.
| HEN.DE | LEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.95 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.40 | +0.37 |
| Martin ratioReturn relative to average drawdown | -0.08 | -0.78 | +0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HEN.DE | LEN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.45 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.05 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.23 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.17 | +0.13 |
Drawdowns
HEN.DE vs. LEN - Drawdown Comparison
The maximum HEN.DE drawdown since its inception was -55.97%, smaller than the maximum LEN drawdown of -86.21%. Use the drawdown chart below to compare losses from any high point for HEN.DE and LEN.
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Drawdown Indicators
| HEN.DE | LEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.97% | -86.21% | +30.24% |
Max Drawdown (1Y)Largest decline over 1 year | -22.35% | -40.72% | +18.37% |
Max Drawdown (3Y)Largest decline over 3 years | -22.75% | -56.81% | +34.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.55% | -56.81% | +28.26% |
Max Drawdown (10Y)Largest decline over 10 years | -49.66% | -58.46% | +8.80% |
Current DrawdownCurrent decline from peak | -29.76% | -52.97% | +23.21% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -23.06% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.72% | 21.00% | -11.28% |
Volatility
HEN.DE vs. LEN - Volatility Comparison
The current volatility for Henkel AG & Co. KGaA (HEN.DE) is 6.90%, while Lennar Corporation (LEN) has a volatility of 9.34%. This indicates that HEN.DE experiences smaller price fluctuations and is considered to be less risky than LEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HEN.DE | LEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 9.34% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 26.17% | -11.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.93% | 35.96% | -18.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 33.34% | -14.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.79% | 36.71% | -16.92% |
Dividends
HEN.DE vs. LEN - Dividend Comparison
HEN.DE's dividend yield for the trailing twelve months is around 3.35%, more than LEN's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEN.DE Henkel AG & Co. KGaA | 3.35% | 3.11% | 2.46% | 2.82% | 3.04% | 2.66% | 4.64% | 2.18% | 2.06% | 1.60% | 1.46% | 1.46% |
LEN Lennar Corporation | 2.24% | 1.95% | 1.47% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% |
Financials
HEN.DE vs. LEN - Financials Comparison
This section allows you to compare key financial metrics between Henkel AG & Co. KGaA and Lennar Corporation. 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
Frequently Asked Questions
HEN.DE and LEN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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