RNLSY vs. DEMSX

In the year-to-date period, RNLSY achieves a 10.31% return, which is significantly higher than DEMSX's 6.31% return. Over the past 10 years, RNLSY has underperformed DEMSX with an annualized return of -3.71%, while DEMSX has yielded a comparatively higher 4.06% annualized return.

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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.

The current RNLSY Sharpe Ratio is -0.26, which is lower than the DEMSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of RNLSY and DEMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RNLSY's dividend yield for the trailing twelve months is around 4.75%, more than DEMSX's 3.09% yield.

The maximum RNLSY drawdown since its inception was -85.03%, which is greater than DEMSX's maximum drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for RNLSY and DEMSX.

Renault SA (RNLSY) has a higher volatility of 10.26% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 2.64%. 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.