LVMHF vs. RACE.MI

Last updated Apr 1, 2026

Compare and contrast key facts about LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) and Ferrari NV (RACE.MI).

Performance

LVMHF vs. RACE.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) and Ferrari NV (RACE.MI). The values are adjusted to include any dividend payments, if applicable.

LVMHF vs. RACE.MI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVMHF LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-27.20%	19.41%	-16.25%	14.75%	-8.08%	39.72%	36.98%	63.06%	3.71%	55.50%
RACE.MI Ferrari NV	-10.67%	-12.08%	28.21%	58.40%	-16.30%	11.63%	41.09%	68.24%	-4.76%	82.24%

Different Trading Currencies

LVMHF is traded in USD, while RACE.MI is traded in EUR. To make them comparable, the RACE.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LVMHF achieves a -27.20% return, which is significantly lower than RACE.MI's -10.67% return. Over the past 10 years, LVMHF has underperformed RACE.MI with an annualized return of 15.99%, while RACE.MI has yielded a comparatively higher 24.36% annualized return.

LVMHF

• 1D: 3.90%
• 1M: -14.23%
• YTD: -27.20%
• 6M: -9.55%
• 1Y: -8.17%
• 3Y*: -12.69%
• 5Y*: -0.19%
• 10Y*: 15.99%

RACE.MI

• 1D: 0.66%
• 1M: -11.94%
• YTD: -10.67%
• 6M: -30.74%
• 1Y: -20.53%
• 3Y*: 8.12%
• 5Y*: 10.51%
• 10Y*: 24.36%

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

Return for Risk

LVMHF vs. RACE.MI — Risk / Return Rank

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

LVMHF

LVMHF Risk / Return Rank: 28
LVMHF Sharpe Ratio Rank: 30
LVMHF Sortino Ratio Rank: 26
LVMHF Omega Ratio Rank: 26
LVMHF Calmar Ratio Rank: 31
LVMHF Martin Ratio Rank: 26

RACE.MI

RACE.MI Risk / Return Rank: 15
RACE.MI Sharpe Ratio Rank: 11
RACE.MI Sortino Ratio Rank: 14
RACE.MI Omega Ratio Rank: 12
RACE.MI Calmar Ratio Rank: 19
RACE.MI Martin Ratio Rank: 18

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.

LVMHF vs. RACE.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) and Ferrari NV (RACE.MI). 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.

	LVMHF	RACE.MI	Difference
Sharpe ratio Return per unit of total volatility	-0.25	-0.58	+0.33
Sortino ratio Return per unit of downside risk	-0.13	-0.59	+0.46
Omega ratio Gain probability vs. loss probability	0.98	0.91	+0.07
Calmar ratio Return relative to maximum drawdown	-0.32	-0.53	+0.21
Martin ratio Return relative to average drawdown	-0.91	-1.00	+0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LVMHF vs. RACE.MI - Sharpe Ratio Comparison

The current LVMHF Sharpe Ratio is -0.25, which is higher than the RACE.MI Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of LVMHF and RACE.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LVMHF	RACE.MI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	-0.58	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.35	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.84	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.74	-0.46

Correlation

The correlation between LVMHF and RACE.MI is 0.41, 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.

Dividends

LVMHF vs. RACE.MI - Dividend Comparison

LVMHF's dividend yield for the trailing twelve months is around 4.26%, more than RACE.MI's 1.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVMHF LVMH Moët Hennessy - Louis Vuitton, Société Européenne	4.26%	3.10%	3.87%	3.37%	3.48%	5.31%	1.70%	2.96%	2.95%	0.54%	1.90%	2.11%
RACE.MI Ferrari NV	1.03%	0.94%	0.59%	0.59%	0.68%	0.38%	0.60%	0.70%	0.82%	0.73%	0.83%	0.00%

Drawdowns

LVMHF vs. RACE.MI - Drawdown Comparison

The maximum LVMHF drawdown since its inception was -62.09%, which is greater than RACE.MI's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for LVMHF and RACE.MI.

Drawdown Indicators

	LVMHF	RACE.MI	Difference
Max Drawdown Largest peak-to-trough decline	-62.09%	-43.44%	-18.65%
Max Drawdown (1Y) Largest decline over 1 year	-31.28%	-38.66%	+7.38%
Max Drawdown (5Y) Largest decline over 5 years	-44.08%	-43.44%	-0.64%
Max Drawdown (10Y) Largest decline over 10 years	-44.08%	-43.44%	-0.64%
Current Drawdown Current decline from peak	-39.75%	-40.30%	+0.55%
Average Drawdown Average peak-to-trough decline	-13.38%	-9.65%	-3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.92%	20.95%	-10.03%

Volatility

LVMHF vs. RACE.MI - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) and Ferrari NV (RACE.MI) have volatilities of 9.68% and 9.79%, 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.

Volatility by Period

	LVMHF	RACE.MI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.68%	9.79%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	22.29%	28.38%	-6.09%
Volatility (1Y) Calculated over the trailing 1-year period	33.40%	35.50%	-2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.13%	29.38%	+2.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.99%	28.72%	+2.27%

Financials