RACE vs. RMS.PA
Compare and contrast key facts about Ferrari N.V. (RACE) 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: RACE or RMS.PA.
Performance
RACE vs. RMS.PA - Performance Comparison
Returns By Period
In the year-to-date period, RACE achieves a 29.35% return, which is significantly higher than RMS.PA's 5.81% return.
RACE
29.35%
-9.82%
4.40%
21.83%
22.36%
N/A
RMS.PA
5.81%
-3.40%
-12.30%
5.49%
25.20%
23.25%
Fundamentals
| RACE | RMS.PA | |
|---|---|---|
| Market Cap | $82.08B | €209.39B |
| EPS | $8.44 | €42.41 |
| PE Ratio | 51.79 | 46.66 |
| PEG Ratio | 14.74 | 4.83 |
| Total Revenue (TTM) | $4.82B | €14.23B |
| Gross Profit (TTM) | $2.40B | €9.86B |
| EBITDA (TTM) | $1.74B | €6.43B |
Key characteristics
| RACE | RMS.PA | |
|---|---|---|
| Sharpe Ratio | 0.85 | 0.11 |
| Sortino Ratio | 1.41 | 0.36 |
| Omega Ratio | 1.18 | 1.04 |
| Calmar Ratio | 1.79 | 0.14 |
| Martin Ratio | 4.48 | 0.28 |
| Ulcer Index | 5.28% | 10.04% |
| Daily Std Dev | 27.75% | 24.92% |
| Max Drawdown | -43.61% | -47.65% |
| Current Drawdown | -12.44% | -15.91% |
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Correlation
The correlation between RACE 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.
Risk-Adjusted Performance
RACE vs. RMS.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari N.V. (RACE) 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
RACE vs. RMS.PA - Dividend Comparison
RACE's dividend yield for the trailing twelve months is around 0.60%, less than RMS.PA's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RACE Ferrari N.V. | 0.60% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% | 0.00% | 0.00% | 0.00% |
RMS.PA Hermès International Société en commandite par actions | 0.67% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
Drawdowns
RACE vs. RMS.PA - Drawdown Comparison
The maximum RACE drawdown since its inception was -43.61%, smaller than the maximum RMS.PA drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for RACE and RMS.PA. For additional features, visit the drawdowns tool.
Volatility
RACE vs. RMS.PA - Volatility Comparison
Ferrari N.V. (RACE) has a higher volatility of 9.39% compared to Hermès International Société en commandite par actions (RMS.PA) at 8.51%. This indicates that RACE'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
RACE vs. RMS.PA - Financials Comparison
This section allows you to compare key financial metrics between Ferrari N.V. 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