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

Performance

RMS.PA vs. MC.PA - 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 LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.15%
-26.57%
RMS.PA
MC.PA

Returns By Period

In the year-to-date period, RMS.PA achieves a 6.65% return, which is significantly higher than MC.PA's -19.00% return. Over the past 10 years, RMS.PA has outperformed MC.PA with an annualized return of 23.43%, while MC.PA has yielded a comparatively lower 18.38% annualized return.


RMS.PA

YTD

6.65%

1M

-1.07%

6M

-11.37%

1Y

6.42%

5Y (annualized)

25.55%

10Y (annualized)

23.43%

MC.PA

YTD

-19.00%

1M

-5.55%

6M

-24.85%

1Y

-15.84%

5Y (annualized)

9.49%

10Y (annualized)

18.38%

Fundamentals


RMS.PAMC.PA
Market Cap€209.39B€285.68B
EPS€42.41€27.94
PE Ratio46.6620.49
PEG Ratio4.835.16
Total Revenue (TTM)€14.23B€85.59B
Gross Profit (TTM)€9.86B€58.65B
EBITDA (TTM)€6.43B€24.43B

Key characteristics


RMS.PAMC.PA
Sharpe Ratio0.20-0.56
Sortino Ratio0.48-0.73
Omega Ratio1.060.91
Calmar Ratio0.24-0.46
Martin Ratio0.49-0.91
Ulcer Index10.00%17.57%
Daily Std Dev24.87%28.26%
Max Drawdown-47.65%-70.25%
Current Drawdown-15.24%-33.08%

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Correlation

-0.50.00.51.00.5

The correlation between RMS.PA and MC.PA is 0.52, 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

RMS.PA vs. MC.PA - 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 LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.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.


Sharpe ratio
The chart of Sharpe ratio for RMS.PA, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.01-0.62
The chart of Sortino ratio for RMS.PA, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.22-0.83
The chart of Omega ratio for RMS.PA, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.90
The chart of Calmar ratio for RMS.PA, currently valued at 0.02, compared to the broader market0.002.004.006.000.02-0.48
The chart of Martin ratio for RMS.PA, currently valued at 0.04, compared to the broader market0.0010.0020.0030.000.04-1.05
RMS.PA
MC.PA

The current RMS.PA Sharpe Ratio is 0.20, which is higher than the MC.PA Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of RMS.PA and MC.PA, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.01
-0.62
RMS.PA
MC.PA

Dividends

RMS.PA vs. MC.PA - Dividend Comparison

RMS.PA's dividend yield for the trailing twelve months is around 0.66%, less than MC.PA's 2.21% yield.


TTM20232022202120202019201820172016201520142013
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%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.21%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%

Drawdowns

RMS.PA vs. MC.PA - Drawdown Comparison

The maximum RMS.PA drawdown since its inception was -47.65%, smaller than the maximum MC.PA drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for RMS.PA and MC.PA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.97%
-36.92%
RMS.PA
MC.PA

Volatility

RMS.PA vs. MC.PA - Volatility Comparison

Hermès International Société en commandite par actions (RMS.PA) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) have volatilities of 8.51% and 8.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.51%
8.91%
RMS.PA
MC.PA

Financials

RMS.PA vs. MC.PA - Financials Comparison

This section allows you to compare key financial metrics between Hermès International Société en commandite par actions 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


Values in EUR except per share items