HMSB.DE vs. ADS.DE
HMSB.DE (H & M Hennes & Mauritz AB (publ)) and ADS.DE (Adidas AG) are both stocks. Both are in the Consumer Cyclical sector — HMSB.DE in Apparel Manufacturing, ADS.DE in Footwear & Accessories. Over the past 10 years, HMSB.DE returned -5.34%/yr vs 4.22%/yr for ADS.DE. At a 0.23 correlation, their price movements are largely independent.
Performance
HMSB.DE vs. ADS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, HMSB.DE achieves a -11.83% return, which is significantly lower than ADS.DE's -3.25% return. Over the past 10 years, HMSB.DE has underperformed ADS.DE with an annualized return of -5.34%, while ADS.DE has yielded a comparatively higher 4.22% annualized return.
HMSB.DE
- 1D
- -0.16%
- 1M
- 0.03%
- YTD
- -11.83%
- 6M
- -7.90%
- 1Y
- 21.29%
- 3Y*
- 7.26%
- 5Y*
- -5.77%
- 10Y*
- -5.34%
ADS.DE
- 1D
- -0.65%
- 1M
- 14.66%
- YTD
- -3.25%
- 6M
- 1.18%
- 1Y
- -23.60%
- 3Y*
- 1.51%
- 5Y*
- -10.60%
- 10Y*
- 4.22%
HMSB.DE vs. ADS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HMSB.DE H & M Hennes & Mauritz AB (publ) | -11.83% | 33.30% | -18.54% | 57.08% | -40.60% | 0.32% | -6.01% | 50.22% | -28.61% | -34.23% |
ADS.DE Adidas AG | -3.25% | -27.95% | 28.98% | 45.09% | -48.72% | -14.11% | 2.80% | 61.04% | 10.63% | 12.58% |
Correlation
The correlation between HMSB.DE and ADS.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 1998 | 0.23 |
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Return for Risk
HMSB.DE vs. ADS.DE — Risk / Return Rank
HMSB.DE
ADS.DE
HMSB.DE vs. ADS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for H & M Hennes & Mauritz AB (publ) (HMSB.DE) and Adidas AG (ADS.DE). 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.
| HMSB.DE | ADS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.89 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.61 | +1.59 |
| Martin ratioReturn relative to average drawdown | 2.92 | -0.98 | +3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HMSB.DE | ADS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | -0.71 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | -0.30 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.13 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.34 | -0.33 |
Drawdowns
HMSB.DE vs. ADS.DE - Drawdown Comparison
The maximum HMSB.DE drawdown since its inception was -76.71%, which is greater than ADS.DE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for HMSB.DE and ADS.DE.
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Drawdown Indicators
| HMSB.DE | ADS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.71% | -71.54% | -5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -22.47% | -38.71% | +16.24% |
Max Drawdown (3Y)Largest decline over 3 years | -35.31% | -49.81% | +14.50% |
Max Drawdown (5Y)Largest decline over 5 years | -55.89% | -71.54% | +15.65% |
Max Drawdown (10Y)Largest decline over 10 years | -69.08% | -71.54% | +2.46% |
Current DrawdownCurrent decline from peak | -59.79% | -49.63% | -10.16% |
Average DrawdownAverage peak-to-trough decline | -37.58% | -24.40% | -13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 24.02% | -16.49% |
Volatility
HMSB.DE vs. ADS.DE - Volatility Comparison
H & M Hennes & Mauritz AB (publ) (HMSB.DE) and Adidas AG (ADS.DE) have volatilities of 8.84% and 9.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMSB.DE | ADS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.84% | 9.26% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 23.43% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.85% | 33.20% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.97% | 34.60% | +11.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.97% | 32.33% | +12.64% |
Dividends
HMSB.DE vs. ADS.DE - Dividend Comparison
HMSB.DE's dividend yield for the trailing twelve months is around 0.38%, less than ADS.DE's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 1.74% | 1.18% | 0.30% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% |
HMSB.DE H & M Hennes & Mauritz AB (publ) | 0.38% | 0.33% | 0.39% | 0.32% | 0.54% | 0.35% | 0.00% | 0.45% | 0.70% | 0.53% | 0.36% | 0.29% |
Financials
HMSB.DE vs. ADS.DE - Financials Comparison
This section allows you to compare key financial metrics between H & M Hennes & Mauritz AB (publ) and Adidas AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HMSB.DE and ADS.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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