PortfoliosLab logo
HESAY vs. AZO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HESAY and AZO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HESAY vs. AZO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

HESAY:

0.42

AZO:

1.07

Sortino Ratio

HESAY:

0.81

AZO:

1.54

Omega Ratio

HESAY:

1.10

AZO:

1.19

Calmar Ratio

HESAY:

0.58

AZO:

1.46

Martin Ratio

HESAY:

1.42

AZO:

6.46

Ulcer Index

HESAY:

8.87%

AZO:

3.48%

Daily Std Dev

HESAY:

29.30%

AZO:

21.36%

Max Drawdown

HESAY:

-45.94%

AZO:

-46.33%

Current Drawdown

HESAY:

-6.67%

AZO:

-4.29%

Fundamentals

Market Cap

HESAY:

$292.85B

AZO:

$61.29B

EPS

HESAY:

$4.95

AZO:

$149.07

PE Ratio

HESAY:

55.96

AZO:

24.58

PEG Ratio

HESAY:

5.37

AZO:

1.83

PS Ratio

HESAY:

19.14

AZO:

3.29

PB Ratio

HESAY:

14.64

AZO:

13.38

Total Revenue (TTM)

HESAY:

$9.25B

AZO:

$18.67B

Gross Profit (TTM)

HESAY:

$6.48B

AZO:

$9.92B

EBITDA (TTM)

HESAY:

$3.93B

AZO:

$4.18B

Returns By Period

In the year-to-date period, HESAY achieves a 15.80% return, which is significantly higher than AZO's 14.42% return. Over the past 10 years, HESAY has outperformed AZO with an annualized return of 23.82%, while AZO has yielded a comparatively lower 18.39% annualized return.


HESAY

YTD

15.80%

1M

8.71%

6M

25.26%

1Y

12.67%

5Y*

32.09%

10Y*

23.82%

AZO

YTD

14.42%

1M

1.34%

6M

17.80%

1Y

22.97%

5Y*

28.40%

10Y*

18.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HESAY vs. AZO — Risk-Adjusted Performance Rank

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

HESAY
The Risk-Adjusted Performance Rank of HESAY is 6767
Overall Rank
The Sharpe Ratio Rank of HESAY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of HESAY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HESAY is 5959
Omega Ratio Rank
The Calmar Ratio Rank of HESAY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of HESAY is 6969
Martin Ratio Rank

AZO
The Risk-Adjusted Performance Rank of AZO is 8484
Overall Rank
The Sharpe Ratio Rank of AZO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AZO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AZO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AZO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HESAY vs. AZO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) and AutoZone, Inc. (AZO). 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 0.42, which is lower than the AZO Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of HESAY and AZO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

HESAY vs. AZO - Dividend Comparison

HESAY's dividend yield for the trailing twelve months is around 0.52%, while AZO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HESAY
Hermes International SA
0.52%1.12%0.65%0.58%0.31%0.81%0.68%0.90%0.76%0.92%2.57%1.04%
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HESAY vs. AZO - Drawdown Comparison

The maximum HESAY drawdown since its inception was -45.94%, roughly equal to the maximum AZO drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for HESAY and AZO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

HESAY vs. AZO - Volatility Comparison

Hermes International SA (HESAY) has a higher volatility of 7.48% compared to AutoZone, Inc. (AZO) at 6.02%. This indicates that HESAY's price experiences larger fluctuations and is considered to be riskier than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

HESAY vs. AZO - Financials Comparison

This section allows you to compare key financial metrics between Hermes International SA and AutoZone, Inc.. 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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B20212022202320242025
1.74B
3.95B
(HESAY) Total Revenue
(AZO) Total Revenue
Values in USD except per share items

HESAY vs. AZO - Profitability Comparison

The chart below illustrates the profitability comparison between Hermes International SA and AutoZone, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%20212022202320242025
68.1%
53.9%
(HESAY) Gross Margin
(AZO) Gross Margin
HESAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hermes International SA reported a gross profit of 1.19B and revenue of 1.74B. Therefore, the gross margin over that period was 68.1%.

AZO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AutoZone, Inc. reported a gross profit of 2.13B and revenue of 3.95B. Therefore, the gross margin over that period was 53.9%.

HESAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hermes International SA reported an operating income of 559.30M and revenue of 1.74B, resulting in an operating margin of 32.1%.

AZO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AutoZone, Inc. reported an operating income of 706.77M and revenue of 3.95B, resulting in an operating margin of 17.9%.

HESAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hermes International SA reported a net income of 369.95M and revenue of 1.74B, resulting in a net margin of 21.2%.

AZO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AutoZone, Inc. reported a net income of 487.92M and revenue of 3.95B, resulting in a net margin of 12.4%.