HESAY vs. BTC-USD
Compare and contrast key facts about Hermes International SA (HESAY) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HESAY or BTC-USD.
Key characteristics
HESAY | BTC-USD | |
---|---|---|
YTD Return | 1.49% | 43.31% |
1Y Return | 7.52% | 128.23% |
3Y Return (Ann) | 13.29% | 8.75% |
5Y Return (Ann) | 25.52% | 42.39% |
10Y Return (Ann) | 22.98% | 62.70% |
Sharpe Ratio | 0.36 | 1.04 |
Daily Std Dev | 25.53% | 43.12% |
Max Drawdown | -45.94% | -93.07% |
Current Drawdown | -17.96% | -17.12% |
Correlation
The correlation between HESAY and BTC-USD is 0.05, 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
HESAY vs. BTC-USD - Performance Comparison
In the year-to-date period, HESAY achieves a 1.49% return, which is significantly lower than BTC-USD's 43.31% return. Over the past 10 years, HESAY has underperformed BTC-USD with an annualized return of 22.98%, while BTC-USD has yielded a comparatively higher 62.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) and Bitcoin (BTC-USD). 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.
Drawdowns
HESAY vs. BTC-USD - Drawdown Comparison
The maximum HESAY drawdown since its inception was -45.94%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for HESAY and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
HESAY vs. BTC-USD - Volatility Comparison
The current volatility for Hermes International SA (HESAY) is 9.18%, while Bitcoin (BTC-USD) has a volatility of 14.16%. This indicates that HESAY experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.