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PRDSF vs. LVMUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRDSF and LVMUY is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PRDSF vs. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prada S.p.A (PRDSF) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRDSF:

-0.41

LVMUY:

-0.84

Sortino Ratio

PRDSF:

0.95

LVMUY:

-1.27

Omega Ratio

PRDSF:

1.13

LVMUY:

0.86

Calmar Ratio

PRDSF:

0.58

LVMUY:

-0.69

Martin Ratio

PRDSF:

1.61

LVMUY:

-1.60

Ulcer Index

PRDSF:

13.88%

LVMUY:

19.38%

Daily Std Dev

PRDSF:

72.65%

LVMUY:

35.53%

Max Drawdown

PRDSF:

-73.15%

LVMUY:

-80.90%

Current Drawdown

PRDSF:

-24.24%

LVMUY:

-43.15%

Fundamentals

Market Cap

PRDSF:

$16.98B

LVMUY:

$270.77B

EPS

PRDSF:

$0.37

LVMUY:

$5.64

PE Ratio

PRDSF:

17.30

LVMUY:

19.29

PEG Ratio

PRDSF:

2.20

LVMUY:

2.63

PS Ratio

PRDSF:

3.13

LVMUY:

3.20

PB Ratio

PRDSF:

3.31

LVMUY:

3.57

Total Revenue (TTM)

PRDSF:

$1.27B

LVMUY:

$84.68B

Gross Profit (TTM)

PRDSF:

$1.02B

LVMUY:

$56.77B

EBITDA (TTM)

PRDSF:

$343.19M

LVMUY:

$22.30B

Returns By Period

The year-to-date returns for both stocks are quite close, with PRDSF having a -15.26% return and LVMUY slightly lower at -15.49%. Over the past 10 years, PRDSF has underperformed LVMUY with an annualized return of 4.34%, while LVMUY has yielded a comparatively higher 13.57% annualized return.


PRDSF

YTD

-15.26%

1M

12.38%

6M

-1.91%

1Y

-19.19%

3Y*

5.45%

5Y*

18.37%

10Y*

4.34%

LVMUY

YTD

-15.49%

1M

-1.50%

6M

-11.15%

1Y

-30.63%

3Y*

-3.71%

5Y*

7.17%

10Y*

13.57%

*Annualized

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Prada S.p.A

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRDSF vs. LVMUY — Risk-Adjusted Performance Rank

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

PRDSF
The Risk-Adjusted Performance Rank of PRDSF is 6060
Overall Rank
The Sharpe Ratio Rank of PRDSF is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDSF is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PRDSF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PRDSF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PRDSF is 6969
Martin Ratio Rank

LVMUY
The Risk-Adjusted Performance Rank of LVMUY is 88
Overall Rank
The Sharpe Ratio Rank of LVMUY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LVMUY is 88
Sortino Ratio Rank
The Omega Ratio Rank of LVMUY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of LVMUY is 99
Calmar Ratio Rank
The Martin Ratio Rank of LVMUY is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRDSF vs. LVMUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prada S.p.A (PRDSF) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


The current PRDSF Sharpe Ratio is -0.41, which is higher than the LVMUY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of PRDSF and LVMUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRDSF vs. LVMUY - Dividend Comparison

PRDSF's dividend yield for the trailing twelve months is around 5.58%, more than LVMUY's 2.57% yield.


TTM20242023202220212020201920182017201620152014
PRDSF
Prada S.p.A
5.58%1.81%2.19%1.32%0.67%0.00%1.89%2.77%7.75%3.39%4.00%2.67%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.57%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%

Drawdowns

PRDSF vs. LVMUY - Drawdown Comparison

The maximum PRDSF drawdown since its inception was -73.15%, smaller than the maximum LVMUY drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for PRDSF and LVMUY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRDSF vs. LVMUY - Volatility Comparison

Prada S.p.A (PRDSF) has a higher volatility of 24.14% compared to LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) at 8.36%. This indicates that PRDSF's price experiences larger fluctuations and is considered to be riskier than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PRDSF vs. LVMUY - Financials Comparison

This section allows you to compare key financial metrics between Prada S.p.A and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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


0.0010.00B20.00B30.00B40.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.27B
43.01B
(PRDSF) Total Revenue
(LVMUY) Total Revenue
Values in USD except per share items