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MC.PA vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MC.PA vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MC.PA achieves a -19.55% return, which is significantly lower than PPFB.DE's 2.74% return.


MC.PA

1D
3.53%
1M
10.80%
YTD
-19.55%
6M
-16.91%
1Y
13.44%
3Y*
-13.46%
5Y*
-3.38%
10Y*
16.10%

PPFB.DE

1D
0.61%
1M
-4.13%
YTD
2.74%
6M
5.47%
1Y
29.94%
3Y*
28.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MC.PA vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-19.55%3.93%-11.73%9.60%-4.76%10.09%
PPFB.DE
iShares Physical Gold ETC
2.74%49.11%34.17%9.42%7.03%2.86%

Correlation

The correlation between MC.PA and PPFB.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

-0.02

The correlation between MC.PA and PPFB.DE shifts across timeframes, from -0.02 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MC.PA vs. PPFB.DE — Risk / Return Rank

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

MC.PA
MC.PA Risk / Return Rank: 5252
Overall Rank
MC.PA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MC.PA Sortino Ratio Rank: 5151
Sortino Ratio Rank
MC.PA Omega Ratio Rank: 4949
Omega Ratio Rank
MC.PA Calmar Ratio Rank: 5252
Calmar Ratio Rank
MC.PA Martin Ratio Rank: 5151
Martin Ratio Rank

PPFB.DE
PPFB.DE Risk / Return Rank: 3636
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 4040
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 3232
Martin Ratio Rank
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.

MC.PA vs. PPFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and iShares Physical Gold ETC (PPFB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MC.PAPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.09

1.26

-0.16

Calmar ratioReturn relative to maximum drawdown

0.37

1.81

-1.44

Martin ratioReturn relative to average drawdown

0.74

4.60

-3.86

MC.PA vs. PPFB.DE - Sharpe Ratio Comparison

The current MC.PA Sharpe Ratio is 0.37, which is lower than the PPFB.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of MC.PA and PPFB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MC.PA vs. PPFB.DE - Drawdown Comparison

The maximum MC.PA drawdown since its inception was -54.74%, which is greater than PPFB.DE's maximum drawdown of -16.60%. Use the drawdown chart below to compare losses from any high point for MC.PA and PPFB.DE.


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Drawdown Indicators


MC.PAPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.74%

-16.60%

-38.14%

Max Drawdown (1Y)

Largest decline over 1 year

-30.65%

-16.60%

-14.05%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-16.60%

-32.27%

Max Drawdown (5Y)

Largest decline over 5 years

-49.03%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

Current Drawdown

Current decline from peak

-39.02%

-15.00%

-24.02%

Average Drawdown

Average peak-to-trough decline

-12.08%

-4.42%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.58%

6.55%

+9.03%

Volatility

MC.PA vs. PPFB.DE - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) has a higher volatility of 7.96% compared to iShares Physical Gold ETC (PPFB.DE) at 5.11%. This indicates that MC.PA's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MC.PAPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

5.11%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

21.54%

20.18%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

31.28%

23.12%

+8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.90%

16.13%

+13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.93%

16.13%

+11.80%

Dividends

MC.PA vs. PPFB.DE - Dividend Comparison

MC.PA's dividend yield for the trailing twelve months is around 2.55%, while PPFB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.55%2.02%2.05%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%
PPFB.DE
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MC.PA and PPFB.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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