RMS.PA vs. SPY
Compare and contrast key facts about Hermès International Société en commandite par actions (RMS.PA) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMS.PA or SPY.
Key characteristics
RMS.PA | SPY | |
---|---|---|
YTD Return | 19.95% | 7.64% |
1Y Return | 17.03% | 24.41% |
3Y Return (Ann) | 30.22% | 8.54% |
5Y Return (Ann) | 29.87% | 13.66% |
10Y Return (Ann) | 25.19% | 12.53% |
Sharpe Ratio | 0.67 | 2.21 |
Daily Std Dev | 24.36% | 11.53% |
Max Drawdown | -47.65% | -55.19% |
Current Drawdown | -4.67% | -2.51% |
Correlation
The correlation between RMS.PA and SPY is 0.23, 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. SPY - Performance Comparison
In the year-to-date period, RMS.PA achieves a 19.95% return, which is significantly higher than SPY's 7.64% return. Over the past 10 years, RMS.PA has outperformed SPY with an annualized return of 25.19%, while SPY has yielded a comparatively lower 12.53% 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. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
RMS.PA's dividend yield for the trailing twelve months is around 0.15%, less than SPY's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Hermès International Société en commandite par actions | 0.15% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 0.85% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
SPDR S&P 500 ETF | 1.32% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
RMS.PA vs. SPY - Drawdown Comparison
The maximum RMS.PA drawdown since its inception was -47.65%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RMS.PA and SPY. For additional features, visit the drawdowns tool.
Volatility
RMS.PA vs. SPY - Volatility Comparison
Hermès International Société en commandite par actions (RMS.PA) has a higher volatility of 6.95% compared to SPDR S&P 500 ETF (SPY) at 3.61%. This indicates that RMS.PA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.