OR.PA vs. RMS.PA
Compare and contrast key facts about L'Oréal S.A. (OR.PA) and Hermès International Société en commandite par actions (RMS.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OR.PA or RMS.PA.
Key characteristics
| OR.PA | RMS.PA | |
|---|---|---|
| YTD Return | -24.07% | 7.44% |
| 1Y Return | -17.40% | 11.71% |
| 3Y Return (Ann) | -5.69% | 11.99% |
| 5Y Return (Ann) | 6.49% | 26.08% |
| 10Y Return (Ann) | 11.40% | 23.60% |
| Sharpe Ratio | -0.87 | 0.27 |
| Sortino Ratio | -1.14 | 0.59 |
| Omega Ratio | 0.86 | 1.07 |
| Calmar Ratio | -0.72 | 0.32 |
| Martin Ratio | -1.81 | 0.69 |
| Ulcer Index | 10.64% | 9.79% |
| Daily Std Dev | 22.14% | 24.74% |
| Max Drawdown | -51.77% | -47.65% |
| Current Drawdown | -26.24% | -14.62% |
Fundamentals
| OR.PA | RMS.PA | |
|---|---|---|
| Market Cap | €185.90B | €224.05B |
| EPS | €12.08 | €42.39 |
| PE Ratio | 27.90 | 48.34 |
| PEG Ratio | 2.53 | 4.87 |
| Total Revenue (TTM) | €42.73B | €14.23B |
| Gross Profit (TTM) | €31.70B | €9.86B |
| EBITDA (TTM) | €9.76B | €6.43B |
Correlation
The correlation between OR.PA and RMS.PA is 0.42, 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.
Performance
OR.PA vs. RMS.PA - Performance Comparison
In the year-to-date period, OR.PA achieves a -24.07% return, which is significantly lower than RMS.PA's 7.44% return. Over the past 10 years, OR.PA has underperformed RMS.PA with an annualized return of 11.40%, while RMS.PA has yielded a comparatively higher 23.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OR.PA vs. RMS.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (OR.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.
Dividends
OR.PA vs. RMS.PA - Dividend Comparison
OR.PA's dividend yield for the trailing twelve months is around 1.96%, more than RMS.PA's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OR.PA L'Oréal S.A. | 1.96% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% | 1.80% |
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
OR.PA vs. RMS.PA - Drawdown Comparison
The maximum OR.PA drawdown since its inception was -51.77%, 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 OR.PA and RMS.PA. For additional features, visit the drawdowns tool.
Volatility
OR.PA vs. RMS.PA - Volatility Comparison
L'Oréal S.A. (OR.PA) has a higher volatility of 9.36% compared to Hermès International Société en commandite par actions (RMS.PA) at 7.92%. This indicates that OR.PA's price experiences larger fluctuations and is considered to be riskier than RMS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OR.PA vs. RMS.PA - Financials Comparison
This section allows you to compare key financial metrics between L'Oréal S.A. 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.
Total Revenue: Total amount of money received from sales and other business activities