HESAY vs. JD

In the year-to-date period, HESAY achieves a 15.87% return, which is significantly higher than JD's -3.82% return. Over the past 10 years, HESAY has outperformed JD with an annualized return of 22.46%, while JD has yielded a comparatively lower 0.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) and JD.com, Inc. (JD). 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 0.56, which is higher than the JD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HESAY and JD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HESAY's dividend yield for the trailing twelve months is around 0.52%, less than JD's 3.02% yield.

The maximum HESAY drawdown since its inception was -45.60%, smaller than the maximum JD drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for HESAY and JD.

The current volatility for Hermes International SA (HESAY) is 7.57%, while JD.com, Inc. (JD) has a volatility of 12.69%. This indicates that HESAY experiences smaller price fluctuations and is considered to be less risky than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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