HESAY vs. ^NDX
Compare and contrast key facts about Hermes International SA (HESAY) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HESAY or ^NDX.
Correlation
The correlation between HESAY and ^NDX is 0.30, 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. ^NDX - Performance Comparison
Key characteristics
HESAY:
0.28
^NDX:
0.12
HESAY:
0.66
^NDX:
0.35
HESAY:
1.08
^NDX:
1.05
HESAY:
0.41
^NDX:
0.13
HESAY:
1.02
^NDX:
0.49
HESAY:
8.57%
^NDX:
6.30%
HESAY:
31.40%
^NDX:
25.00%
HESAY:
-45.94%
^NDX:
-82.90%
HESAY:
-12.54%
^NDX:
-17.67%
Returns By Period
In the year-to-date period, HESAY achieves a 9.68% return, which is significantly higher than ^NDX's -13.11% return. Over the past 10 years, HESAY has outperformed ^NDX with an annualized return of 23.55%, while ^NDX has yielded a comparatively lower 15.24% annualized return.
HESAY
9.68%
-3.65%
15.41%
6.85%
29.67%
23.55%
^NDX
-13.11%
-7.49%
-10.17%
4.97%
15.67%
15.24%
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Risk-Adjusted Performance
HESAY vs. ^NDX — Risk-Adjusted Performance Rank
HESAY
^NDX
HESAY vs. ^NDX - Risk-Adjusted Performance Comparison
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.
Drawdowns
HESAY vs. ^NDX - Drawdown Comparison
The maximum HESAY drawdown since its inception was -45.94%, 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. For additional features, visit the drawdowns tool.
Volatility
HESAY vs. ^NDX - Volatility Comparison
The current volatility for Hermes International SA (HESAY) is 14.95%, while NASDAQ 100 (^NDX) has a volatility of 16.16%. This indicates that HESAY experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.