RMS.PA vs. VOO
Compare and contrast key facts about Hermès International Société en commandite par actions (RMS.PA) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMS.PA or VOO.
Key characteristics
| RMS.PA | VOO | |
|---|---|---|
| YTD Return | 17.50% | 5.98% |
| 1Y Return | 14.63% | 22.69% |
| 3Y Return (Ann) | 29.29% | 8.02% |
| 5Y Return (Ann) | 29.72% | 13.41% |
| 10Y Return (Ann) | 24.92% | 12.42% |
| Sharpe Ratio | 0.53 | 1.93 |
| Daily Std Dev | 24.41% | 11.69% |
| Max Drawdown | -47.65% | -33.99% |
| Current Drawdown | -6.62% | -4.14% |
Correlation
The correlation between RMS.PA and VOO is 0.35, 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. VOO - Performance Comparison
In the year-to-date period, RMS.PA achieves a 17.50% return, which is significantly higher than VOO's 5.98% return. Over the past 10 years, RMS.PA has outperformed VOO with an annualized return of 24.92%, while VOO has yielded a comparatively lower 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
RMS.PA vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
RMS.PA's dividend yield for the trailing twelve months is around 0.16%, less than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMS.PA Hermès International Société en commandite par actions | 0.16% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 0.85% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RMS.PA vs. VOO - Drawdown Comparison
The maximum RMS.PA drawdown since its inception was -47.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RMS.PA and VOO. For additional features, visit the drawdowns tool.
Volatility
RMS.PA vs. VOO - Volatility Comparison
Hermès International Société en commandite par actions (RMS.PA) has a higher volatility of 7.34% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that RMS.PA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.