HMSB.DE vs. EONGY
HMSB.DE (H & M Hennes & Mauritz AB (publ)) and EONGY (E.ON SE ADR) are both stocks. HMSB.DE operates in Apparel Manufacturing (Consumer Cyclical), while EONGY operates in Utilities - Diversified (Utilities). Over the past 10 years, HMSB.DE returned -5.34%/yr vs 14.36%/yr for EONGY. At a 0.14 correlation, their price movements are largely independent.
Performance
HMSB.DE vs. EONGY - Performance Comparison
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Different Trading Currencies
HMSB.DE is traded in EUR, while EONGY is traded in USD. To make them comparable, the EONGY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, HMSB.DE achieves a -11.83% return, which is significantly lower than EONGY's 16.05% return. Over the past 10 years, HMSB.DE has underperformed EONGY with an annualized return of -5.34%, while EONGY has yielded a comparatively higher 14.36% 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%
EONGY
- 1D
- 0.53%
- 1M
- -1.66%
- YTD
- 16.05%
- 6M
- 20.46%
- 1Y
- 21.41%
- 3Y*
- 21.56%
- 5Y*
- 17.13%
- 10Y*
- 14.36%
HMSB.DE vs. EONGY - 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% |
EONGY E.ON SE ADR | 16.05% | 48.75% | -3.87% | 37.71% | -20.70% | 39.90% | -1.58% | 14.41% | -2.68% | 42.82% |
Correlation
The correlation between HMSB.DE and EONGY is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2007 | 0.14 |
The correlation between HMSB.DE and EONGY shifts across timeframes, from 0.02 (3 years) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HMSB.DE vs. EONGY — Risk / Return Rank
HMSB.DE
EONGY
HMSB.DE vs. EONGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for H & M Hennes & Mauritz AB (publ) (HMSB.DE) and E.ON SE ADR (EONGY). 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 | EONGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.99 | -1.00 |
| Martin ratioReturn relative to average drawdown | 2.92 | 4.51 | -1.59 |
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 | EONGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.00 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.77 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.60 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.03 | -0.02 |
Drawdowns
HMSB.DE vs. EONGY - Drawdown Comparison
The maximum HMSB.DE drawdown since its inception was -76.71%, roughly equal to the maximum EONGY drawdown of -80.36%. Use the drawdown chart below to compare losses from any high point for HMSB.DE and EONGY.
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Drawdown Indicators
| HMSB.DE | EONGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.71% | -80.36% | +3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -22.47% | -10.81% | -11.66% |
Max Drawdown (3Y)Largest decline over 3 years | -35.31% | -23.32% | -11.99% |
Max Drawdown (5Y)Largest decline over 5 years | -55.89% | -37.84% | -18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -69.08% | -37.84% | -31.24% |
Current DrawdownCurrent decline from peak | -59.79% | -8.26% | -51.53% |
Average DrawdownAverage peak-to-trough decline | -37.58% | -53.34% | +15.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 4.76% | +2.77% |
Volatility
HMSB.DE vs. EONGY - Volatility Comparison
H & M Hennes & Mauritz AB (publ) (HMSB.DE) has a higher volatility of 8.84% compared to E.ON SE ADR (EONGY) at 7.82%. This indicates that HMSB.DE's price experiences larger fluctuations and is considered to be riskier than EONGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMSB.DE | EONGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.84% | 7.82% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 17.57% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.85% | 21.47% | +8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.97% | 22.38% | +23.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.97% | 23.89% | +21.08% |
Dividends
HMSB.DE vs. EONGY - Dividend Comparison
HMSB.DE's dividend yield for the trailing twelve months is around 0.38%, less than EONGY's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 3.16% | 3.27% | 4.98% | 4.06% | 5.22% | 2.91% | 3.33% | 3.39% | 2.77% | 4.35% | 29.92% | 5.47% |
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. EONGY - Financials Comparison
This section allows you to compare key financial metrics between H & M Hennes & Mauritz AB (publ) and E.ON SE ADR. 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 EONGY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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