RNLSY vs. DEMSX
Compare and contrast key facts about Renault SA (RNLSY) and DFA Emerging Markets Small Cap Portfolio (DEMSX).
DEMSX is managed by Dimensional. It was launched on Mar 4, 1998.
Performance
RNLSY vs. DEMSX - Performance Comparison
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RNLSY vs. DEMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RNLSY Renault SA | -15.43% | -10.26% | 22.83% | 23.45% | -3.50% | -21.42% | -1.07% | -18.36% | -36.07% | 22.30% |
DEMSX DFA Emerging Markets Small Cap Portfolio | -0.04% | 19.01% | 4.92% | 16.32% | -15.30% | 19.54% | 13.82% | 14.89% | -17.55% | 33.32% |
Returns By Period
In the year-to-date period, RNLSY achieves a -15.43% return, which is significantly lower than DEMSX's -0.04% return. Over the past 10 years, RNLSY has underperformed DEMSX with an annualized return of -6.07%, while DEMSX has yielded a comparatively higher 8.18% annualized return.
RNLSY
- 1D
- 2.69%
- 1M
- -1.56%
- YTD
- -15.43%
- 6M
- -15.53%
- 1Y
- -27.65%
- 3Y*
- -2.11%
- 5Y*
- -3.21%
- 10Y*
- -6.07%
DEMSX
- 1D
- 1.07%
- 1M
- -7.71%
- YTD
- -0.04%
- 6M
- -1.04%
- 1Y
- 19.82%
- 3Y*
- 11.56%
- 5Y*
- 6.32%
- 10Y*
- 8.18%
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Return for Risk
RNLSY vs. DEMSX — Risk / Return Rank
RNLSY
DEMSX
RNLSY vs. DEMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Renault SA (RNLSY) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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.
| RNLSY | DEMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.70 | 1.55 | -2.25 |
Sortino ratioReturn per unit of downside risk | -0.84 | 2.02 | -2.86 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.29 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.65 | 1.70 | -2.35 |
Martin ratioReturn relative to average drawdown | -1.05 | 6.28 | -7.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RNLSY | DEMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 1.55 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.49 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.56 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.59 | -0.67 |
Correlation
The correlation between RNLSY and DEMSX is 0.40, 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.
Dividends
RNLSY vs. DEMSX - Dividend Comparison
RNLSY's dividend yield for the trailing twelve months is around 6.99%, more than DEMSX's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RNLSY Renault SA | 6.99% | 5.91% | 4.11% | 0.68% | 0.00% | 0.00% | 2.74% | 8.50% | 6.70% | 7.27% | 6.10% | 2.18% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.82% | 3.79% | 3.27% | 2.94% | 4.47% | 10.20% | 2.25% | 3.11% | 5.02% | 3.41% | 3.74% | 3.24% |
Drawdowns
RNLSY vs. DEMSX - Drawdown Comparison
The maximum RNLSY drawdown since its inception was -86.01%, which is greater than DEMSX's maximum drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for RNLSY and DEMSX.
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Drawdown Indicators
| RNLSY | DEMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.01% | -66.70% | -19.31% |
Max Drawdown (1Y)Largest decline over 1 year | -43.02% | -10.30% | -32.72% |
Max Drawdown (5Y)Largest decline over 5 years | -50.22% | -24.40% | -25.82% |
Max Drawdown (10Y)Largest decline over 10 years | -86.01% | -47.28% | -38.73% |
Current DrawdownCurrent decline from peak | -62.86% | -9.35% | -53.51% |
Average DrawdownAverage peak-to-trough decline | -43.38% | -13.67% | -29.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.66% | 2.95% | +23.71% |
Volatility
RNLSY vs. DEMSX - Volatility Comparison
Renault SA (RNLSY) has a higher volatility of 8.76% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 6.19%. This indicates that RNLSY's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RNLSY | DEMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 6.19% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.86% | 9.31% | +14.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.89% | 13.57% | +26.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.12% | 13.08% | +27.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.84% | 14.68% | +28.16% |