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THLLY vs. RNMBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between THLLY and RNMBY is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

THLLY vs. RNMBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thales SA ADR (THLLY) and Rheinmetall AG ADR (RNMBY). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
163.52%
2,195.37%
THLLY
RNMBY

Key characteristics

Sharpe Ratio

THLLY:

1.95

RNMBY:

4.87

Sortino Ratio

THLLY:

2.99

RNMBY:

5.14

Omega Ratio

THLLY:

1.42

RNMBY:

1.71

Calmar Ratio

THLLY:

3.08

RNMBY:

12.81

Martin Ratio

THLLY:

5.96

RNMBY:

30.26

Ulcer Index

THLLY:

12.48%

RNMBY:

7.40%

Daily Std Dev

THLLY:

38.23%

RNMBY:

46.09%

Max Drawdown

THLLY:

-52.86%

RNMBY:

-66.19%

Current Drawdown

THLLY:

-2.17%

RNMBY:

0.00%

Fundamentals

Market Cap

THLLY:

$57.00B

RNMBY:

$75.36B

EPS

THLLY:

$1.11

RNMBY:

$4.06

PE Ratio

THLLY:

50.00

RNMBY:

85.47

PEG Ratio

THLLY:

2.22

RNMBY:

1.07

PS Ratio

THLLY:

2.77

RNMBY:

7.02

PB Ratio

THLLY:

6.67

RNMBY:

14.58

Total Revenue (TTM)

THLLY:

$9.49B

RNMBY:

$8.17B

Gross Profit (TTM)

THLLY:

$2.51B

RNMBY:

$3.42B

EBITDA (TTM)

THLLY:

$1.19B

RNMBY:

$1.56B

Returns By Period

In the year-to-date period, THLLY achieves a 100.73% return, which is significantly lower than RNMBY's 178.59% return.


THLLY

YTD

100.73%

1M

7.28%

6M

78.70%

1Y

72.28%

5Y*

33.52%

10Y*

N/A

RNMBY

YTD

178.59%

1M

25.92%

6M

241.89%

1Y

227.24%

5Y*

100.26%

10Y*

48.94%

*Annualized

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Risk-Adjusted Performance

THLLY vs. RNMBY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

THLLY
The Risk-Adjusted Performance Rank of THLLY is 9494
Overall Rank
The Sharpe Ratio Rank of THLLY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of THLLY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of THLLY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of THLLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of THLLY is 8989
Martin Ratio Rank

RNMBY
The Risk-Adjusted Performance Rank of RNMBY is 9999
Overall Rank
The Sharpe Ratio Rank of RNMBY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of RNMBY is 9999
Sortino Ratio Rank
The Omega Ratio Rank of RNMBY is 9898
Omega Ratio Rank
The Calmar Ratio Rank of RNMBY is 100100
Calmar Ratio Rank
The Martin Ratio Rank of RNMBY is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THLLY vs. RNMBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thales SA ADR (THLLY) and Rheinmetall AG ADR (RNMBY). 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 chart of Sharpe ratio for THLLY, currently valued at 1.95, compared to the broader market-2.00-1.000.001.002.003.00
THLLY: 1.95
RNMBY: 4.87
The chart of Sortino ratio for THLLY, currently valued at 2.99, compared to the broader market-6.00-4.00-2.000.002.004.00
THLLY: 2.99
RNMBY: 5.14
The chart of Omega ratio for THLLY, currently valued at 1.42, compared to the broader market0.501.001.502.00
THLLY: 1.42
RNMBY: 1.71
The chart of Calmar ratio for THLLY, currently valued at 3.08, compared to the broader market0.001.002.003.004.005.00
THLLY: 3.08
RNMBY: 12.81
The chart of Martin ratio for THLLY, currently valued at 5.96, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
THLLY: 5.96
RNMBY: 30.26

The current THLLY Sharpe Ratio is 1.95, which is lower than the RNMBY Sharpe Ratio of 4.87. The chart below compares the historical Sharpe Ratios of THLLY and RNMBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
1.95
4.87
THLLY
RNMBY

Dividends

THLLY vs. RNMBY - Dividend Comparison

THLLY's dividend yield for the trailing twelve months is around 1.28%, more than RNMBY's 0.34% yield.


TTM20242023202220212020201920182017201620152014
THLLY
Thales SA ADR
1.28%2.56%2.24%2.23%2.68%3.01%2.30%1.76%0.00%0.00%0.00%0.00%
RNMBY
Rheinmetall AG ADR
0.34%0.95%1.48%1.83%2.57%2.46%2.03%2.37%1.24%1.99%0.51%1.26%

Drawdowns

THLLY vs. RNMBY - Drawdown Comparison

The maximum THLLY drawdown since its inception was -52.86%, smaller than the maximum RNMBY drawdown of -66.19%. Use the drawdown chart below to compare losses from any high point for THLLY and RNMBY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.17%
0
THLLY
RNMBY

Volatility

THLLY vs. RNMBY - Volatility Comparison

The current volatility for Thales SA ADR (THLLY) is 13.70%, while Rheinmetall AG ADR (RNMBY) has a volatility of 17.56%. This indicates that THLLY experiences smaller price fluctuations and is considered to be less risky than RNMBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
13.70%
17.56%
THLLY
RNMBY

Financials

THLLY vs. RNMBY - Financials Comparison

This section allows you to compare key financial metrics between Thales SA ADR and Rheinmetall AG ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
9.49B
3.48B
(THLLY) Total Revenue
(RNMBY) Total Revenue
Values in USD except per share items