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

Correlation

The correlation between RMS.PA and RACE is 0.37, 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

RMS.PA vs. RACE - 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 Ferrari N.V. (RACE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RMS.PA:

0.28

RACE:

0.74

Sortino Ratio

RMS.PA:

0.60

RACE:

1.29

Omega Ratio

RMS.PA:

1.08

RACE:

1.16

Calmar Ratio

RMS.PA:

0.31

RACE:

1.04

Martin Ratio

RMS.PA:

0.79

RACE:

2.53

Ulcer Index

RMS.PA:

9.83%

RACE:

8.96%

Daily Std Dev

RMS.PA:

27.24%

RACE:

28.20%

Max Drawdown

RMS.PA:

-47.65%

RACE:

-43.61%

Current Drawdown

RMS.PA:

-12.69%

RACE:

-3.23%

Fundamentals

Market Cap

RMS.PA:

€257.16B

RACE:

$82.48B

EPS

RMS.PA:

€43.92

RACE:

$9.58

PE Ratio

RMS.PA:

55.85

RACE:

48.31

PEG Ratio

RMS.PA:

5.36

RACE:

4.53

PS Ratio

RMS.PA:

16.95

RACE:

12.45

PB Ratio

RMS.PA:

14.60

RACE:

20.81

Total Revenue (TTM)

RMS.PA:

€15.17B

RACE:

$6.88B

Gross Profit (TTM)

RMS.PA:

€10.66B

RACE:

$3.48B

EBITDA (TTM)

RMS.PA:

€6.93B

RACE:

$1.98B

Returns By Period

In the year-to-date period, RMS.PA achieves a 6.75% return, which is significantly lower than RACE's 15.74% return.


RMS.PA

YTD

6.75%

1M

11.42%

6M

19.86%

1Y

7.63%

5Y*

29.67%

10Y*

22.98%

RACE

YTD

15.74%

1M

13.82%

6M

8.20%

1Y

20.69%

5Y*

25.90%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RMS.PA vs. RACE — Risk-Adjusted Performance Rank

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

RMS.PA
The Risk-Adjusted Performance Rank of RMS.PA is 6060
Overall Rank
The Sharpe Ratio Rank of RMS.PA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of RMS.PA is 5555
Sortino Ratio Rank
The Omega Ratio Rank of RMS.PA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of RMS.PA is 6666
Calmar Ratio Rank
The Martin Ratio Rank of RMS.PA is 6262
Martin Ratio Rank

RACE
The Risk-Adjusted Performance Rank of RACE is 7777
Overall Rank
The Sharpe Ratio Rank of RACE is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of RACE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of RACE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of RACE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of RACE is 7777
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.

RMS.PA vs. RACE - 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 Ferrari N.V. (RACE). 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 RMS.PA Sharpe Ratio is 0.28, which is lower than the RACE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of RMS.PA and RACE, 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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Dividends

RMS.PA vs. RACE - Dividend Comparison

RMS.PA's dividend yield for the trailing twelve months is around 1.06%, more than RACE's 0.64% yield.


TTM20242023202220212020201920182017201620152014
RMS.PA
Hermès International Société en commandite par actions
1.06%1.08%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%2.09%0.92%
RACE
Ferrari N.V.
0.64%0.61%0.59%0.69%0.40%0.54%0.70%0.87%0.66%0.89%0.00%0.00%

Drawdowns

RMS.PA vs. RACE - Drawdown Comparison

The maximum RMS.PA drawdown since its inception was -47.65%, which is greater than RACE's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for RMS.PA and RACE. For additional features, visit the drawdowns tool.


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Volatility

RMS.PA vs. RACE - Volatility Comparison


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Financials

RMS.PA vs. RACE - Financials Comparison

This section allows you to compare key financial metrics between Hermès International Société en commandite par actions and Ferrari N.V.. 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


0.002.00B4.00B6.00B8.00B20212022202320242025
7.67B
1.79B
(RMS.PA) Total Revenue
(RACE) Total Revenue
Please note, different currencies. RMS.PA values in EUR, RACE values in USD