HESAY vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about Hermes International SA (HESAY) and NASDAQ 100 Index (^NDX).

Performance

HESAY vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hermes International SA (HESAY) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

HESAY vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HESAY Hermes International SA	-21.84%	4.83%	13.70%	38.27%	-11.23%	63.06%	44.39%	37.55%	4.07%	32.55%
^NDX NASDAQ 100 Index	-4.87%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, HESAY achieves a -21.84% return, which is significantly lower than ^NDX's -4.87% return. Over the past 10 years, HESAY has outperformed ^NDX with an annualized return of 19.59%, while ^NDX has yielded a comparatively lower 18.15% annualized return.

HESAY

• 1D: 1.94%
• 1M: -16.17%
• YTD: -21.84%
• 6M: -21.20%
• 1Y: -25.06%
• 3Y*: -0.63%
• 5Y*: 12.24%
• 10Y*: 19.59%

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HESAY vs. ^NDX — Risk / Return Rank

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

HESAY

HESAY Risk / Return Rank: 10
HESAY Sharpe Ratio Rank: 8
HESAY Sortino Ratio Rank: 10
HESAY Omega Ratio Rank: 11
HESAY Calmar Ratio Rank: 16
HESAY Martin Ratio Rank: 4

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

HESAY vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) and NASDAQ 100 Index (^NDX). 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.

	HESAY	^NDX	Difference
Sharpe ratio Return per unit of total volatility	-0.82	1.04	-1.86
Sortino ratio Return per unit of downside risk	-1.08	1.62	-2.70
Omega ratio Gain probability vs. loss probability	0.87	1.23	-0.36
Calmar ratio Return relative to maximum drawdown	-0.70	1.93	-2.63
Martin ratio Return relative to average drawdown	-1.73	7.05	-8.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HESAY vs. ^NDX - Sharpe Ratio Comparison

The current HESAY Sharpe Ratio is -0.82, which is lower than the ^NDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of HESAY and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HESAY	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.82	1.04	-1.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.56	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.81	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.55	-0.05

Correlation

The correlation between HESAY and ^NDX 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.

Drawdowns

HESAY vs. ^NDX - Drawdown Comparison

The maximum HESAY drawdown since its inception was -45.60%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for HESAY and ^NDX.

Drawdown Indicators

	HESAY	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-45.60%	-82.90%	+37.30%
Max Drawdown (1Y) Largest decline over 1 year	-36.30%	-12.72%	-23.58%
Max Drawdown (5Y) Largest decline over 5 years	-45.60%	-35.56%	-10.04%
Max Drawdown (10Y) Largest decline over 10 years	-45.60%	-35.56%	-10.04%
Current Drawdown Current decline from peak	-34.66%	-8.04%	-26.62%
Average Drawdown Average peak-to-trough decline	-10.57%	-24.72%	+14.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.63%	3.49%	+11.14%

Volatility

HESAY vs. ^NDX - Volatility Comparison

Hermes International SA (HESAY) has a higher volatility of 10.12% compared to NASDAQ 100 Index (^NDX) at 6.65%. This indicates that HESAY's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HESAY	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.12%	6.65%	+3.47%
Volatility (6M) Calculated over the trailing 6-month period	20.85%	12.93%	+7.92%
Volatility (1Y) Calculated over the trailing 1-year period	30.67%	22.77%	+7.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.94%	22.61%	+8.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.61%	22.48%	+5.13%