RMS.PA vs. SDS
Compare and contrast key facts about Hermès International Société en commandite par actions (RMS.PA) and ProShares UltraShort S&P500 (SDS).
SDS is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (-200%). It was launched on Jul 11, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMS.PA or SDS.
Key characteristics
| RMS.PA | SDS | |
|---|---|---|
| YTD Return | 17.45% | -8.88% |
| 1Y Return | 13.01% | -29.69% |
| 3Y Return (Ann) | 28.83% | -15.72% |
| 5Y Return (Ann) | 29.57% | -28.37% |
| 10Y Return (Ann) | 24.99% | -25.42% |
| Sharpe Ratio | 0.50 | -1.24 |
| Daily Std Dev | 24.40% | 23.15% |
| Max Drawdown | -47.65% | -99.70% |
| Current Drawdown | -6.66% | -99.68% |
Correlation
The correlation between RMS.PA and SDS is -0.35. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
RMS.PA vs. SDS - Performance Comparison
In the year-to-date period, RMS.PA achieves a 17.45% return, which is significantly higher than SDS's -8.88% return. Over the past 10 years, RMS.PA has outperformed SDS with an annualized return of 24.99%, while SDS has yielded a comparatively lower -25.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RMS.PA vs. SDS - 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 ProShares UltraShort S&P500 (SDS). 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
RMS.PA vs. SDS - Dividend Comparison
RMS.PA's dividend yield for the trailing twelve months is around 0.60%, less than SDS's 6.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMS.PA Hermès International Société en commandite par actions | 0.60% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
SDS ProShares UltraShort S&P500 | 6.68% | 5.77% | 0.35% | 0.00% | 0.55% | 1.84% | 1.28% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RMS.PA vs. SDS - Drawdown Comparison
The maximum RMS.PA drawdown since its inception was -47.65%, smaller than the maximum SDS drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for RMS.PA and SDS. For additional features, visit the drawdowns tool.
Volatility
RMS.PA vs. SDS - Volatility Comparison
The current volatility for Hermès International Société en commandite par actions (RMS.PA) is 6.99%, while ProShares UltraShort S&P500 (SDS) has a volatility of 8.00%. This indicates that RMS.PA experiences smaller price fluctuations and is considered to be less risky than SDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.