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HEROMOTOCO.NS vs. RACE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HEROMOTOCO.NSRACE
YTD Return12.64%30.96%
1Y Return46.73%26.03%
3Y Return (Ann)23.38%20.25%
5Y Return (Ann)16.14%22.26%
Sharpe Ratio1.850.91
Sortino Ratio2.591.50
Omega Ratio1.311.19
Calmar Ratio1.812.11
Martin Ratio6.104.91
Ulcer Index8.01%5.15%
Daily Std Dev26.48%27.65%
Max Drawdown-58.18%-43.61%
Current Drawdown-25.63%-11.35%

Fundamentals


HEROMOTOCO.NSRACE
Market Cap₹951.41B$82.08B
EPS₹202.20$8.44
PE Ratio23.3651.79
Total Revenue (TTM)₹296.15B$4.82B
Gross Profit (TTM)₹81.69B$2.40B
EBITDA (TTM)₹45.28B$1.74B

Correlation

-0.50.00.51.00.1

The correlation between HEROMOTOCO.NS and RACE is 0.10, 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

HEROMOTOCO.NS vs. RACE - Performance Comparison

In the year-to-date period, HEROMOTOCO.NS achieves a 12.64% return, which is significantly lower than RACE's 30.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.30%
4.96%
HEROMOTOCO.NS
RACE

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Risk-Adjusted Performance

HEROMOTOCO.NS vs. RACE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hero MotoCorp Limited (HEROMOTOCO.NS) and Ferrari N.V. (RACE). 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.


HEROMOTOCO.NS
Sharpe ratio
The chart of Sharpe ratio for HEROMOTOCO.NS, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03
Sortino ratio
The chart of Sortino ratio for HEROMOTOCO.NS, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.006.001.60
Omega ratio
The chart of Omega ratio for HEROMOTOCO.NS, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for HEROMOTOCO.NS, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Martin ratio
The chart of Martin ratio for HEROMOTOCO.NS, currently valued at 3.12, compared to the broader market0.0010.0020.0030.003.12
RACE
Sharpe ratio
The chart of Sharpe ratio for RACE, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74
Sortino ratio
The chart of Sortino ratio for RACE, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.006.001.27
Omega ratio
The chart of Omega ratio for RACE, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for RACE, currently valued at 1.69, compared to the broader market0.002.004.006.001.69
Martin ratio
The chart of Martin ratio for RACE, currently valued at 3.91, compared to the broader market0.0010.0020.0030.003.91

HEROMOTOCO.NS vs. RACE - Sharpe Ratio Comparison

The current HEROMOTOCO.NS Sharpe Ratio is 1.85, which is higher than the RACE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of HEROMOTOCO.NS and RACE, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.03
0.74
HEROMOTOCO.NS
RACE

Dividends

HEROMOTOCO.NS vs. RACE - Dividend Comparison

HEROMOTOCO.NS's dividend yield for the trailing twelve months is around 1.41%, more than RACE's 0.59% yield.


TTM20232022202120202019201820172016201520142013
HEROMOTOCO.NS
Hero MotoCorp Limited
1.41%2.42%3.47%1.22%2.89%3.56%3.06%2.25%2.37%1.11%3.06%2.89%
RACE
Ferrari N.V.
0.59%0.59%0.69%0.40%0.54%0.70%0.88%0.65%0.89%0.00%0.00%0.00%

Drawdowns

HEROMOTOCO.NS vs. RACE - Drawdown Comparison

The maximum HEROMOTOCO.NS drawdown since its inception was -58.18%, which is greater than RACE's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for HEROMOTOCO.NS and RACE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.87%
-11.35%
HEROMOTOCO.NS
RACE

Volatility

HEROMOTOCO.NS vs. RACE - Volatility Comparison

The current volatility for Hero MotoCorp Limited (HEROMOTOCO.NS) is 8.76%, while Ferrari N.V. (RACE) has a volatility of 9.50%. This indicates that HEROMOTOCO.NS experiences smaller price fluctuations and is considered to be less risky than RACE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.76%
9.50%
HEROMOTOCO.NS
RACE

Financials

HEROMOTOCO.NS vs. RACE - Financials Comparison

This section allows you to compare key financial metrics between Hero MotoCorp Limited and Ferrari N.V.. 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



Please note, different currencies. HEROMOTOCO.NS values in INR, RACE values in USD