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RMS.PA vs. LRLCY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RMS.PA and LRLCY is 0.41, 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.


-0.50.00.51.00.4

Performance

RMS.PA vs. LRLCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hermès International Société en commandite par actions (RMS.PA) and L'Oréal S.A. (LRLCY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,401.59%
673.49%
RMS.PA
LRLCY

Key characteristics

Sharpe Ratio

RMS.PA:

0.98

LRLCY:

-1.08

Sortino Ratio

RMS.PA:

1.58

LRLCY:

-1.51

Omega Ratio

RMS.PA:

1.20

LRLCY:

0.82

Calmar Ratio

RMS.PA:

1.20

LRLCY:

-0.85

Martin Ratio

RMS.PA:

2.45

LRLCY:

-1.83

Ulcer Index

RMS.PA:

10.25%

LRLCY:

14.85%

Daily Std Dev

RMS.PA:

25.55%

LRLCY:

25.03%

Max Drawdown

RMS.PA:

-47.65%

LRLCY:

-58.79%

Current Drawdown

RMS.PA:

-3.57%

LRLCY:

-27.80%

Fundamentals

Market Cap

RMS.PA:

€242.59B

LRLCY:

$191.55B

EPS

RMS.PA:

€42.51

LRLCY:

$2.52

PE Ratio

RMS.PA:

54.43

LRLCY:

28.45

PEG Ratio

RMS.PA:

5.47

LRLCY:

2.61

Total Revenue (TTM)

RMS.PA:

€14.23B

LRLCY:

$53.79B

Gross Profit (TTM)

RMS.PA:

€9.86B

LRLCY:

$39.97B

EBITDA (TTM)

RMS.PA:

€6.51B

LRLCY:

$12.27B

Returns By Period

In the year-to-date period, RMS.PA achieves a 21.33% return, which is significantly higher than LRLCY's -26.77% return. Over the past 10 years, RMS.PA has outperformed LRLCY with an annualized return of 23.50%, while LRLCY has yielded a comparatively lower 9.61% annualized return.


RMS.PA

YTD

21.33%

1M

13.43%

6M

8.13%

1Y

21.84%

5Y*

28.06%

10Y*

23.50%

LRLCY

YTD

-26.77%

1M

2.14%

6M

-18.37%

1Y

-27.06%

5Y*

5.21%

10Y*

9.61%

*Annualized

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Risk-Adjusted Performance

RMS.PA vs. LRLCY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hermès International Société en commandite par actions (RMS.PA) and L'Oréal S.A. (LRLCY). 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.


Sharpe ratio
The chart of Sharpe ratio for RMS.PA, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.77-0.99
The chart of Sortino ratio for RMS.PA, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.31-1.35
The chart of Omega ratio for RMS.PA, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.83
The chart of Calmar ratio for RMS.PA, currently valued at 1.02, compared to the broader market0.002.004.006.001.02-0.77
The chart of Martin ratio for RMS.PA, currently valued at 1.94, compared to the broader market0.005.0010.0015.0020.0025.001.94-1.65
RMS.PA
LRLCY

The current RMS.PA Sharpe Ratio is 0.98, which is higher than the LRLCY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of RMS.PA and LRLCY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.77
-0.99
RMS.PA
LRLCY

Dividends

RMS.PA vs. LRLCY - Dividend Comparison

RMS.PA's dividend yield for the trailing twelve months is around 0.58%, less than LRLCY's 1.98% yield.


TTM20232022202120202019201820172016201520142013
RMS.PA
Hermès International Société en commandite par actions
0.58%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%0.95%0.92%0.95%
LRLCY
L'Oréal S.A.
1.98%1.29%1.53%1.00%1.13%1.48%1.91%1.58%1.95%1.82%2.09%1.76%

Drawdowns

RMS.PA vs. LRLCY - Drawdown Comparison

The maximum RMS.PA drawdown since its inception was -47.65%, smaller than the maximum LRLCY drawdown of -58.79%. Use the drawdown chart below to compare losses from any high point for RMS.PA and LRLCY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-7.70%
-27.80%
RMS.PA
LRLCY

Volatility

RMS.PA vs. LRLCY - Volatility Comparison

Hermès International Société en commandite par actions (RMS.PA) has a higher volatility of 6.00% compared to L'Oréal S.A. (LRLCY) at 5.48%. This indicates that RMS.PA's price experiences larger fluctuations and is considered to be riskier than LRLCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
5.48%
RMS.PA
LRLCY

Financials

RMS.PA vs. LRLCY - Financials Comparison

This section allows you to compare key financial metrics between Hermès International Société en commandite par actions and L'Oréal S.A.. 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


Please note, different currencies. RMS.PA values in EUR, LRLCY values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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