PPRUY vs. ADS.DE
PPRUY (Kering SA) and ADS.DE (Adidas AG) are both stocks. Both are in the Consumer Cyclical sector — PPRUY in Luxury Goods, ADS.DE in Footwear & Accessories. Over the past 10 years, PPRUY returned 8.50%/yr vs 4.58%/yr for ADS.DE. At a 0.41 correlation, their price movements are largely independent.
Performance
PPRUY vs. ADS.DE - Performance Comparison
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Different Trading Currencies
PPRUY is traded in USD, while ADS.DE is traded in EUR. To make them comparable, the ADS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PPRUY achieves a -18.85% return, which is significantly lower than ADS.DE's -3.79% return. Over the past 10 years, PPRUY has outperformed ADS.DE with an annualized return of 8.50%, while ADS.DE has yielded a comparatively lower 4.58% annualized return.
PPRUY
- 1D
- -4.24%
- 1M
- 7.76%
- YTD
- -18.85%
- 6M
- -16.91%
- 1Y
- 45.83%
- 3Y*
- -17.35%
- 5Y*
- -18.55%
- 10Y*
- 8.50%
ADS.DE
- 1D
- -3.39%
- 1M
- 15.70%
- YTD
- -3.79%
- 6M
- 2.48%
- 1Y
- -22.31%
- 3Y*
- 4.23%
- 5Y*
- -11.33%
- 10Y*
- 4.58%
PPRUY vs. ADS.DE - Yearly Performance Comparison
Correlation
The correlation between PPRUY and ADS.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2011 | 0.41 |
The correlation between PPRUY and ADS.DE shifts across timeframes, from 0.37 (3 years) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PPRUY vs. ADS.DE — Risk / Return Rank
PPRUY
ADS.DE
PPRUY vs. ADS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kering SA (PPRUY) and Adidas AG (ADS.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.
| PPRUY | ADS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | -0.64 | +1.74 |
Sortino ratioReturn per unit of downside risk | 1.83 | -0.72 | +2.55 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.91 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | -0.57 | +1.94 |
Martin ratioReturn relative to average drawdown | 2.81 | -0.93 | +3.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PPRUY | ADS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | -0.64 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | -0.30 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.13 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.22 | -0.02 |
Drawdowns
PPRUY vs. ADS.DE - Drawdown Comparison
The maximum PPRUY drawdown since its inception was -79.45%, roughly equal to the maximum ADS.DE drawdown of -76.57%. Use the drawdown chart below to compare losses from any high point for PPRUY and ADS.DE.
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Drawdown Indicators
| PPRUY | ADS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.45% | -76.57% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -33.64% | -39.02% | +5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -69.69% | -44.37% | -25.32% |
Max Drawdown (5Y)Largest decline over 5 years | -79.45% | -76.57% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -79.45% | -76.57% | -2.88% |
Current DrawdownCurrent decline from peak | -65.45% | -50.29% | -15.16% |
Average DrawdownAverage peak-to-trough decline | -23.91% | -23.35% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.36% | 23.85% | -7.49% |
Volatility
PPRUY vs. ADS.DE - Volatility Comparison
Kering SA (PPRUY) has a higher volatility of 12.37% compared to Adidas AG (ADS.DE) at 10.05%. This indicates that PPRUY's price experiences larger fluctuations and is considered to be riskier than ADS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPRUY | ADS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 10.05% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 28.63% | 23.84% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.94% | 34.52% | +7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.67% | 37.11% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.79% | 34.09% | +1.70% |
Dividends
PPRUY vs. ADS.DE - Dividend Comparison
PPRUY's dividend yield for the trailing twelve months is around 1.25%, less than ADS.DE's 1.73% yield.
Financials
PPRUY vs. ADS.DE - Financials Comparison
This section allows you to compare key financial metrics between Kering SA and Adidas AG. 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
Frequently Asked Questions
PPRUY and ADS.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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