LUXOR-B.CO vs. HESAY

Last updated Jun 5, 2026

LUXOR-B.CO (Investeringsselskabet Luxor A/S) and HESAY (Hermes International SA) are both stocks. LUXOR-B.CO operates in Mortgage Finance (Financial Services), while HESAY operates in Luxury Goods (Consumer Cyclical). Over the past 10 years, LUXOR-B.CO returned 15.36%/yr vs 18.16%/yr for HESAY. At a 0.02 correlation, their price movements are largely independent.

Performance

LUXOR-B.CO vs. HESAY - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Investeringsselskabet Luxor A/S (LUXOR-B.CO) and Hermes International SA (HESAY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LUXOR-B.CO is traded in DKK, while HESAY is traded in USD. To make them comparable, the HESAY values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUXOR-B.CO achieves a -9.51% return, which is significantly higher than HESAY's -23.34% return. Over the past 10 years, LUXOR-B.CO has underperformed HESAY with an annualized return of 15.36%, while HESAY has yielded a comparatively higher 18.16% annualized return.

LUXOR-B.CO

• 1D: 2.27%
• 1M: 3.05%
• YTD: -9.51%
• 6M: -2.12%
• 1Y: 19.90%
• 3Y*: 10.00%
• 5Y*: 14.43%
• 10Y*: 15.36%

HESAY

• 1D: 1.09%
• 1M: -4.40%
• YTD: -23.34%
• 6M: -25.17%
• 1Y: -30.51%
• 3Y*: -4.74%
• 5Y*: 7.72%
• 10Y*: 18.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LUXOR-B.CO vs. HESAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LUXOR-B.CO Investeringsselskabet Luxor A/S	-9.51%	49.65%	19.84%	-31.33%	50.49%	35.69%	16.76%	1.56%	12.89%	26.09%
HESAY Hermes International SA	-23.34%	-7.45%	21.26%	34.46%	-5.69%	75.02%	31.97%	40.77%	9.22%	16.37%

Correlation

The correlation between LUXOR-B.CO and HESAY is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Aug 31, 2009	0.02

Return for Risk

LUXOR-B.CO vs. HESAY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LUXOR-B.CO

LUXOR-B.CO Risk / Return Rank: 57
LUXOR-B.CO Sharpe Ratio Rank: 61
LUXOR-B.CO Sortino Ratio Rank: 55
LUXOR-B.CO Omega Ratio Rank: 55
LUXOR-B.CO Calmar Ratio Rank: 58
LUXOR-B.CO Martin Ratio Rank: 57

HESAY

HESAY Risk / Return Rank: 7
HESAY Sharpe Ratio Rank: 5
HESAY Sortino Ratio Rank: 7
HESAY Omega Ratio Rank: 9
HESAY Calmar Ratio Rank: 10
HESAY Martin Ratio Rank: 5

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LUXOR-B.CO vs. HESAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Investeringsselskabet Luxor A/S (LUXOR-B.CO) and Hermes International SA (HESAY). 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.

	LUXOR-B.CO	HESAY	Difference
Sharpe ratio: Return per unit of total volatility	0.59	-1.06	+1.65
Sortino ratio: Return per unit of downside risk	1.01	-1.45	+2.46
Omega ratio: Gain probability vs. loss probability	1.14	0.83	+0.31
Calmar ratio: Return relative to maximum drawdown	0.72	-0.85	+1.58
Martin ratio: Return relative to average drawdown	1.51	-1.56	+3.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LUXOR-B.CO vs. HESAY - Sharpe Ratio Comparison

The current LUXOR-B.CO Sharpe Ratio is 0.59, which is higher than the HESAY Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of LUXOR-B.CO and HESAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LUXOR-B.CO	HESAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	-1.06	+1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.26	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.69	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.54	+0.02

Drawdowns

LUXOR-B.CO vs. HESAY - Drawdown Comparison

The maximum LUXOR-B.CO drawdown since its inception was -95.47%, which is greater than HESAY's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for LUXOR-B.CO and HESAY.

Drawdown Indicators

	LUXOR-B.CO	HESAY	Difference
Max Drawdown Largest peak-to-trough decline	-95.47%	-44.03%	-51.44%
Max Drawdown (1Y) Largest decline over 1 year	-28.14%	-35.82%	+7.68%
Max Drawdown (3Y) Largest decline over 3 years	-28.14%	-44.03%	+15.89%
Max Drawdown (5Y) Largest decline over 5 years	-37.56%	-44.03%	+6.47%
Max Drawdown (10Y) Largest decline over 10 years	-37.56%	-44.03%	+6.47%
Current Drawdown Current decline from peak	-17.78%	-42.69%	+24.91%
Average Drawdown Average peak-to-trough decline	-31.14%	-9.99%	-21.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.31%	19.55%	-6.24%

Volatility

LUXOR-B.CO vs. HESAY - Volatility Comparison

Investeringsselskabet Luxor A/S (LUXOR-B.CO) has a higher volatility of 7.93% compared to Hermes International SA (HESAY) at 6.77%. This indicates that LUXOR-B.CO's price experiences larger fluctuations and is considered to be riskier than HESAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LUXOR-B.CO	HESAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.93%	6.77%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	27.49%	22.44%	+5.05%
Volatility (1Y) Calculated over the trailing 1-year period	34.39%	29.06%	+5.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.88%	29.38%	+7.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.41%	26.38%	+8.03%

Dividends

LUXOR-B.CO vs. HESAY - Dividend Comparison

LUXOR-B.CO's dividend yield for the trailing twelve months is around 7.41%, more than HESAY's 1.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HESAY Hermes International SA	1.13%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%
LUXOR-B.CO Investeringsselskabet Luxor A/S	7.41%	15.72%	7.87%	8.77%	5.68%	4.03%	4.79%	5.30%	4.93%	6.02%	5.71%	14.29%

Financials

Frequently Asked Questions

Can I hold both LUXOR-B.CO and HESAY in my portfolio?

LUXOR-B.CO and HESAY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.