HESAY vs. ^NDX

In the year-to-date period, HESAY achieves a 13.79% return, which is significantly higher than ^NDX's 1.67% return. Over the past 10 years, HESAY has outperformed ^NDX with an annualized return of 22.33%, while ^NDX has yielded a comparatively lower 16.80% annualized return.

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

The current HESAY Sharpe Ratio is 0.54, which is comparable to the ^NDX Sharpe Ratio of 0.55. 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.

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.

Hermes International SA (HESAY) has a higher volatility of 7.35% compared to NASDAQ 100 (^NDX) at 5.57%. 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.