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RNLSY vs. DEMSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RNLSY vs. DEMSX

Last updated Jun 26, 2026

RNLSY (Renault SA) is a stock, while DEMSX (DFA Emerging Markets Small Cap Portfolio) is Emerging Markets Diversified fund managed by Dimensional. Over the past 10 years, RNLSY returned -4.73%/yr vs 9.21%/yr for DEMSX. At a 0.41 correlation, their price movements are largely independent.

Performance

RNLSY vs. DEMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Renault SA (RNLSY) and DFA Emerging Markets Small Cap Portfolio (DEMSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RNLSY achieves a -22.78% return, which is significantly lower than DEMSX's 8.24% return. Over the past 10 years, RNLSY has underperformed DEMSX with an annualized return of -4.73%, while DEMSX has yielded a comparatively higher 9.21% annualized return.

RNLSY

1D
-1.34%
1M
-11.13%
YTD
-22.78%
6M
-24.25%
1Y
-30.16%
3Y*
-3.70%
5Y*
-3.68%
10Y*
-4.73%

DEMSX

1D
-0.03%
1M
-3.91%
YTD
8.24%
6M
8.08%
1Y
16.13%
3Y*
13.57%
5Y*
6.22%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNLSY vs. DEMSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RNLSY
Renault SA		-22.78%-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		8.24%19.01%4.92%16.32%-15.30%19.54%13.82%14.89%-17.55%33.32%

Correlation

The correlation between RNLSY and DEMSX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2014

0.41

The correlation between RNLSY and DEMSX shifts across timeframes, from 0.26 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Renault SA

DFA Emerging Markets Small Cap Portfolio

Often compared with DEMSX:
DEMSX vs. DFESXDEMSX vs. DFEVXDEMSX vs. AVEEDEMSX vs. DISVXDEMSX vs. DGSDEMSX vs. DEMGXDEMSX vs. HSCZ

Return for Risk

RNLSY vs. DEMSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RNLSY
RNLSY Risk / Return Rank: 1111
Overall Rank
RNLSY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RNLSY Sortino Ratio Rank: 1212
Sortino Ratio Rank
RNLSY Omega Ratio Rank: 1313
Omega Ratio Rank
RNLSY Calmar Ratio Rank: 99
Calmar Ratio Rank
RNLSY Martin Ratio Rank: 1212
Martin Ratio Rank
DEMSX
DEMSX Risk / Return Rank: 2626
Overall Rank
DEMSX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DEMSX Sortino Ratio Rank: 2323
Sortino Ratio Rank
DEMSX Omega Ratio Rank: 2828
Omega Ratio Rank
DEMSX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DEMSX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

RNLSYDEMSXDifference
Sharpe ratioReturn per unit of total volatility
-0.84
1.18

-2.02

Sortino ratioReturn per unit of downside risk
-1.08
1.66

-2.74

Omega ratioGain probability vs. loss probability

0.87

1.23

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.86

1.64

-2.50

Martin ratioReturn relative to average drawdown

-1.33

5.53

-6.85

RNLSY vs. DEMSX - Sharpe Ratio Comparison

The current RNLSY Sharpe Ratio is -0.84, which is lower than the DEMSX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of RNLSY and DEMSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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

RNLSYDEMSXDifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-66.70%

-19.31%

Max Drawdown (1Y)

Largest decline over 1 year

-35.14%

-10.30%

-24.84%

Max Drawdown (3Y)

Largest decline over 3 years

-43.13%

-17.21%

-25.92%

Max Drawdown (5Y)

Largest decline over 5 years

-46.28%

-24.40%

-21.88%

Max Drawdown (10Y)

Largest decline over 10 years

-86.01%

-47.28%

-38.73%

Current Drawdown

Current decline from peak

-66.09%

-4.74%

-61.35%

Average Drawdown

Average peak-to-trough decline

-43.75%

-13.58%

-30.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.79%

3.03%

+19.76%

Volatility

RNLSY vs. DEMSX - Volatility Comparison

Renault SA (RNLSY) has a higher volatility of 12.20% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 6.90%. 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

RNLSYDEMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.20%

6.90%

+5.30%

Volatility (6M)

Calculated over the trailing 6-month period

25.64%

12.60%

+13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

36.17%

14.43%

+21.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.29%

13.57%

+26.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.46%

14.84%

+27.62%

Dividends

RNLSY vs. DEMSX - Dividend Comparison

RNLSY's dividend yield for the trailing twelve months is around 8.59%, more than DEMSX's 3.53% yield.

PositionTTM20252024202320222021202020192018201720162015
DEMSX
DFA Emerging Markets Small Cap Portfolio		3.53%3.79%3.27%2.94%4.47%10.20%2.25%3.11%5.02%3.41%3.74%3.24%
RNLSY
Renault SA		8.59%5.91%4.11%0.68%0.00%0.00%2.74%8.50%6.70%7.27%6.10%2.18%

Frequently Asked Questions

RNLSY and DEMSX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNLSY has higher volatility (12.20%) compared to DEMSX (6.90%). In terms of maximum drawdown, RNLSY dropped -86.01% vs DEMSX's -66.70%.

DEMSX currently has the higher Sharpe Ratio (1.18 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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