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HEN.DE vs. LTAM.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEN.DE vs. LTAM.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Henkel AG & Co. KGaA (HEN.DE) and iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEN.DE achieves a -2.48% return, which is significantly lower than LTAM.AS's 11.79% return. Over the past 10 years, HEN.DE has underperformed LTAM.AS with an annualized return of -1.46%, while LTAM.AS has yielded a comparatively higher 7.16% 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%

LTAM.AS

1D
-2.15%
1M
-5.48%
YTD
11.79%
6M
10.17%
1Y
34.82%
3Y*
10.51%
5Y*
9.37%
10Y*
7.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEN.DE vs. LTAM.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)
11.79%36.08%-22.43%28.47%14.01%-3.03%-18.51%14.74%-1.57%7.45%

Correlation

The correlation between HEN.DE and LTAM.AS is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2008

0.29

The correlation between HEN.DE and LTAM.AS shifts across timeframes, from 0.07 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HEN.DE vs. LTAM.AS — Risk / Return Rank

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

HEN.DE
HEN.DE Risk / Return Rank: 3636
Overall Rank
HEN.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HEN.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
HEN.DE Omega Ratio Rank: 3232
Omega Ratio Rank
HEN.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
HEN.DE Martin Ratio Rank: 3939
Martin Ratio Rank

LTAM.AS
LTAM.AS Risk / Return Rank: 5858
Overall Rank
LTAM.AS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LTAM.AS Sortino Ratio Rank: 5757
Sortino Ratio Rank
LTAM.AS Omega Ratio Rank: 5454
Omega Ratio Rank
LTAM.AS Calmar Ratio Rank: 6666
Calmar Ratio Rank
LTAM.AS Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HEN.DE vs. LTAM.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co. KGaA (HEN.DE) and iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.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.


HEN.DELTAM.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.01

1.33

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.04

3.28

-3.31

Martin ratioReturn relative to average drawdown

-0.08

9.77

-9.85

HEN.DE vs. LTAM.AS - Sharpe Ratio Comparison

The current HEN.DE Sharpe Ratio is -0.04, which is lower than the LTAM.AS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of HEN.DE and LTAM.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HEN.DELTAM.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

1.95

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.44

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.28

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.07

+0.24

Drawdowns

HEN.DE vs. LTAM.AS - Drawdown Comparison

The maximum HEN.DE drawdown since its inception was -55.97%, smaller than the maximum LTAM.AS drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for HEN.DE and LTAM.AS.


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Drawdown Indicators


HEN.DELTAM.ASDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-60.23%

+4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-22.35%

-10.47%

-11.88%

Max Drawdown (3Y)

Largest decline over 3 years

-22.75%

-25.56%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-28.55%

-25.56%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-49.66%

-49.89%

+0.23%

Current Drawdown

Current decline from peak

-29.76%

-10.47%

-19.29%

Average Drawdown

Average peak-to-trough decline

-17.52%

-26.14%

+8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.72%

3.54%

+6.18%

Volatility

HEN.DE vs. LTAM.AS - Volatility Comparison

Henkel AG & Co. KGaA (HEN.DE) has a higher volatility of 6.90% compared to iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS) at 5.21%. This indicates that HEN.DE's price experiences larger fluctuations and is considered to be riskier than LTAM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEN.DELTAM.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.21%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

14.94%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

17.63%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

20.78%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.79%

25.09%

-5.30%

Dividends

HEN.DE vs. LTAM.AS - Dividend Comparison

HEN.DE's dividend yield for the trailing twelve months is around 3.35%, more than LTAM.AS's 3.00% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)
3.00%3.21%5.22%3.99%6.79%2.66%1.65%2.11%1.84%1.41%1.23%2.69%

Frequently Asked Questions


HEN.DE and LTAM.AS have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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