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MC.PA vs. RMS.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MC.PA vs. RMS.PA - 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 Hermès International Société en commandite par actions (RMS.PA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.57%
-14.15%
MC.PA
RMS.PA

Returns By Period

In the year-to-date period, MC.PA achieves a -19.00% return, which is significantly lower than RMS.PA's 6.65% return. Over the past 10 years, MC.PA has underperformed RMS.PA with an annualized return of 18.38%, while RMS.PA has yielded a comparatively higher 23.43% annualized return.


MC.PA

YTD

-19.00%

1M

-5.55%

6M

-24.85%

1Y

-15.84%

5Y (annualized)

9.49%

10Y (annualized)

18.38%

RMS.PA

YTD

6.65%

1M

-1.07%

6M

-11.37%

1Y

6.42%

5Y (annualized)

25.55%

10Y (annualized)

23.43%

Fundamentals


MC.PARMS.PA
Market Cap€285.68B€209.39B
EPS€27.94€42.41
PE Ratio20.4946.66
PEG Ratio5.164.83
Total Revenue (TTM)€85.59B€14.23B
Gross Profit (TTM)€58.65B€9.86B
EBITDA (TTM)€24.43B€6.43B

Key characteristics


MC.PARMS.PA
Sharpe Ratio-0.560.20
Sortino Ratio-0.730.48
Omega Ratio0.911.06
Calmar Ratio-0.460.24
Martin Ratio-0.910.49
Ulcer Index17.57%10.00%
Daily Std Dev28.26%24.87%
Max Drawdown-70.25%-47.65%
Current Drawdown-33.08%-15.24%

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Correlation

-0.50.00.51.00.5

The correlation between MC.PA and RMS.PA is 0.52, 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.

Risk-Adjusted Performance

MC.PA vs. RMS.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and Hermès International Société en commandite par actions (RMS.PA). 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.


Sharpe ratio
The chart of Sharpe ratio for MC.PA, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.620.01
The chart of Sortino ratio for MC.PA, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.830.22
The chart of Omega ratio for MC.PA, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.03
The chart of Calmar ratio for MC.PA, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.02
The chart of Martin ratio for MC.PA, currently valued at -1.05, compared to the broader market0.0010.0020.0030.00-1.050.04
MC.PA
RMS.PA

The current MC.PA Sharpe Ratio is -0.56, which is lower than the RMS.PA Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of MC.PA and RMS.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.62
0.01
MC.PA
RMS.PA

Dividends

MC.PA vs. RMS.PA - Dividend Comparison

MC.PA's dividend yield for the trailing twelve months is around 2.21%, more than RMS.PA's 0.66% yield.


TTM20232022202120202019201820172016201520142013
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.21%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%
RMS.PA
Hermès International Société en commandite par actions
0.66%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%0.95%0.92%0.95%

Drawdowns

MC.PA vs. RMS.PA - Drawdown Comparison

The maximum MC.PA drawdown since its inception was -70.25%, which is greater than RMS.PA's maximum drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for MC.PA and RMS.PA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.92%
-17.97%
MC.PA
RMS.PA

Volatility

MC.PA vs. RMS.PA - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and Hermès International Société en commandite par actions (RMS.PA) have volatilities of 8.91% and 8.51%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.91%
8.51%
MC.PA
RMS.PA

Financials

MC.PA vs. RMS.PA - Financials Comparison

This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton, Société Européenne and Hermès International Société en commandite par actions. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items