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HESAY vs. PPRUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HESAY and PPRUY is 0.56, 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.


-0.50.00.51.00.6

Performance

HESAY vs. PPRUY - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
793.64%
104.72%
HESAY
PPRUY

Key characteristics

Sharpe Ratio

HESAY:

0.33

PPRUY:

-1.16

Sortino Ratio

HESAY:

0.71

PPRUY:

-1.73

Omega Ratio

HESAY:

1.09

PPRUY:

0.78

Calmar Ratio

HESAY:

0.48

PPRUY:

-0.59

Martin Ratio

HESAY:

0.92

PPRUY:

-1.42

Ulcer Index

HESAY:

10.13%

PPRUY:

30.66%

Daily Std Dev

HESAY:

27.83%

PPRUY:

37.63%

Max Drawdown

HESAY:

-45.94%

PPRUY:

-74.41%

Current Drawdown

HESAY:

-9.16%

PPRUY:

-71.71%

Fundamentals

Market Cap

HESAY:

$249.67B

PPRUY:

$31.34B

EPS

HESAY:

$4.45

PPRUY:

$1.78

PE Ratio

HESAY:

53.51

PPRUY:

14.15

PEG Ratio

HESAY:

5.35

PPRUY:

1.62

Total Revenue (TTM)

HESAY:

$14.23B

PPRUY:

$18.45B

Gross Profit (TTM)

HESAY:

$10.17B

PPRUY:

$13.91B

EBITDA (TTM)

HESAY:

$6.48B

PPRUY:

$5.02B

Returns By Period

In the year-to-date period, HESAY achieves a 12.38% return, which is significantly higher than PPRUY's -43.06% return. Over the past 10 years, HESAY has outperformed PPRUY with an annualized return of 22.09%, while PPRUY has yielded a comparatively lower 5.44% annualized return.


HESAY

YTD

12.38%

1M

10.37%

6M

3.18%

1Y

8.59%

5Y*

27.03%

10Y*

22.09%

PPRUY

YTD

-43.06%

1M

3.83%

6M

-27.77%

1Y

-43.73%

5Y*

-15.94%

10Y*

5.44%

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Risk-Adjusted Performance

HESAY vs. PPRUY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for HESAY, currently valued at 0.33, compared to the broader market-4.00-2.000.002.000.33-1.16
The chart of Sortino ratio for HESAY, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.71-1.73
The chart of Omega ratio for HESAY, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.78
The chart of Calmar ratio for HESAY, currently valued at 0.48, compared to the broader market0.002.004.006.000.48-0.59
The chart of Martin ratio for HESAY, currently valued at 0.92, compared to the broader market0.0010.0020.000.92-1.42
HESAY
PPRUY

The current HESAY Sharpe Ratio is 0.33, which is higher than the PPRUY Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of HESAY and PPRUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.33
-1.16
HESAY
PPRUY

Dividends

HESAY vs. PPRUY - Dividend Comparison

HESAY's dividend yield for the trailing twelve months is around 1.15%, less than PPRUY's 6.24% yield.


TTM20232022202120202019201820172016201520142013
HESAY
Hermes International SA
1.15%0.65%0.58%0.31%0.81%0.68%0.90%0.76%0.92%2.57%1.04%0.91%
PPRUY
Kering SA
6.24%3.41%2.62%1.20%1.23%1.80%10.29%1.04%2.00%2.65%2.67%3.68%

Drawdowns

HESAY vs. PPRUY - Drawdown Comparison

The maximum HESAY drawdown since its inception was -45.94%, smaller than the maximum PPRUY drawdown of -74.41%. Use the drawdown chart below to compare losses from any high point for HESAY and PPRUY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.16%
-71.71%
HESAY
PPRUY

Volatility

HESAY vs. PPRUY - Volatility Comparison

The current volatility for Hermes International SA (HESAY) is 7.44%, while Kering SA (PPRUY) has a volatility of 11.25%. This indicates that HESAY experiences smaller price fluctuations and is considered to be less risky than PPRUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.44%
11.25%
HESAY
PPRUY

Financials

HESAY vs. PPRUY - Financials Comparison

This section allows you to compare key financial metrics between Hermes International SA and Kering SA. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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