MEL.MC vs. KER.PA

Last updated Jun 4, 2026

MEL.MC (Meliá Hotels International, S.A.) and KER.PA (Kering SA) are both stocks. Both are in the Consumer Cyclical sector — MEL.MC in Lodging, KER.PA in Luxury Goods. Over the past 10 years, MEL.MC returned 0.86%/yr vs 8.15%/yr for KER.PA. At a 0.34 correlation, their price movements are largely independent.

Performance

MEL.MC vs. KER.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Meliá Hotels International, S.A. (MEL.MC) and Kering SA (KER.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MEL.MC achieves a 40.78% return, which is significantly higher than KER.PA's -18.02% return. Over the past 10 years, MEL.MC has underperformed KER.PA with an annualized return of 0.86%, while KER.PA has yielded a comparatively higher 8.15% annualized return.

MEL.MC

• 1D: 0.36%
• 1M: 0.63%
• YTD: 40.78%
• 6M: 53.90%
• 1Y: 67.60%
• 3Y*: 22.82%
• 5Y*: 10.44%
• 10Y*: 0.86%

KER.PA

• 1D: -4.07%
• 1M: 8.16%
• YTD: -18.02%
• 6M: -16.04%
• 1Y: 43.97%
• 3Y*: -19.40%
• 5Y*: -17.69%
• 10Y*: 8.15%

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

MEL.MC vs. KER.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MEL.MC Meliá Hotels International, S.A.	40.78%	9.27%	24.78%	30.19%	-23.73%	4.93%	-27.23%	-2.59%	-27.74%	4.66%
KER.PA Kering SA	-18.02%	30.28%	-37.75%	-14.00%	-31.24%	20.44%	3.11%	45.37%	14.15%	87.50%

Correlation

The correlation between MEL.MC and KER.PA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 4, 1996	0.34

Return for Risk

MEL.MC vs. KER.PA — Risk / Return Rank

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

MEL.MC

MEL.MC Risk / Return Rank: 90
MEL.MC Sharpe Ratio Rank: 93
MEL.MC Sortino Ratio Rank: 92
MEL.MC Omega Ratio Rank: 89
MEL.MC Calmar Ratio Rank: 88
MEL.MC Martin Ratio Rank: 87

KER.PA

KER.PA Risk / Return Rank: 67
KER.PA Sharpe Ratio Rank: 72
KER.PA Sortino Ratio Rank: 70
KER.PA Omega Ratio Rank: 65
KER.PA Calmar Ratio Rank: 65
KER.PA Martin Ratio Rank: 63

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.

MEL.MC vs. KER.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meliá Hotels International, S.A. (MEL.MC) and Kering SA (KER.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.

	MEL.MC	KER.PA	Difference
Sharpe ratio: Return per unit of total volatility	2.63	1.04	+1.59
Sortino ratio: Return per unit of downside risk	3.54	1.74	+1.80
Omega ratio: Gain probability vs. loss probability	1.42	1.20	+0.22
Calmar ratio: Return relative to maximum drawdown	4.01	1.28	+2.73
Martin ratio: Return relative to average drawdown	10.02	2.59	+7.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEL.MC vs. KER.PA - Sharpe Ratio Comparison

The current MEL.MC Sharpe Ratio is 2.63, which is higher than the KER.PA Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of MEL.MC and KER.PA, 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

	MEL.MC	KER.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	1.04	+1.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	-0.49	+0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.24	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.30	-0.24

Drawdowns

MEL.MC vs. KER.PA - Drawdown Comparison

The maximum MEL.MC drawdown since its inception was -90.94%, which is greater than KER.PA's maximum drawdown of -85.03%. Use the drawdown chart below to compare losses from any high point for MEL.MC and KER.PA.

Drawdown Indicators

	MEL.MC	KER.PA	Difference
Max Drawdown Largest peak-to-trough decline	-90.94%	-85.03%	-5.91%
Max Drawdown (1Y) Largest decline over 1 year	-16.59%	-33.86%	+17.27%
Max Drawdown (3Y) Largest decline over 3 years	-26.44%	-69.52%	+43.08%
Max Drawdown (5Y) Largest decline over 5 years	-49.00%	-78.17%	+29.17%
Max Drawdown (10Y) Largest decline over 10 years	-79.49%	-78.17%	-1.32%
Current Drawdown Current decline from peak	-32.48%	-64.92%	+32.44%
Average Drawdown Average peak-to-trough decline	-47.08%	-30.30%	-16.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	16.85%	-10.16%

Volatility

MEL.MC vs. KER.PA - Volatility Comparison

The current volatility for Meliá Hotels International, S.A. (MEL.MC) is 6.39%, while Kering SA (KER.PA) has a volatility of 12.58%. This indicates that MEL.MC experiences smaller price fluctuations and is considered to be less risky than KER.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEL.MC	KER.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	12.58%	-6.19%
Volatility (6M) Calculated over the trailing 6-month period	19.99%	29.42%	-9.43%
Volatility (1Y) Calculated over the trailing 1-year period	25.28%	41.64%	-16.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.31%	35.38%	-4.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.75%	32.92%	+4.83%

Dividends

MEL.MC vs. KER.PA - Dividend Comparison

MEL.MC's dividend yield for the trailing twelve months is around 1.04%, less than KER.PA's 1.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KER.PA Kering SA	1.23%	1.99%	5.88%	3.51%	2.52%	1.13%	1.35%	1.79%	1.42%	1.17%	1.88%	2.53%
MEL.MC Meliá Hotels International, S.A.	1.04%	1.47%	1.03%	0.00%	0.00%	0.00%	0.00%	1.89%	1.66%	0.93%	0.29%	0.20%

Financials

Frequently Asked Questions

Can I hold both MEL.MC and KER.PA in my portfolio?

MEL.MC and KER.PA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.