PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Haemonetics Corporation (HAE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS4050241003
CUSIP405024100
SectorHealthcare
IndustryMedical Instruments & Supplies

Highlights

Market Cap$4.13B
EPS$2.46
PE Ratio33.02
PEG Ratio1.63
Revenue (TTM)$1.27B
Gross Profit (TTM)$530.77M
EBITDA (TTM)$293.09M
Year Range$70.74 - $95.26
Target Price$105.57
Short %6.10%
Short Ratio4.36

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Haemonetics Corporation

Popular comparisons: HAE vs. SPYD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Haemonetics Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
1.48%
21.13%
HAE (Haemonetics Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Haemonetics Corporation had a return of 0.83% year-to-date (YTD) and 3.70% in the last 12 months. Over the past 10 years, Haemonetics Corporation had an annualized return of 10.01%, while the S&P 500 had an annualized return of 10.55%, indicating that Haemonetics Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.83%6.33%
1 month5.38%-2.81%
6 months1.48%21.13%
1 year3.70%24.56%
5 years (annualized)-0.06%11.55%
10 years (annualized)10.01%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.58%-4.55%16.95%
2023-0.17%-4.86%-5.12%5.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HAE is 48, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of HAE is 4848
Haemonetics Corporation(HAE)
The Sharpe Ratio Rank of HAE is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of HAE is 4444Sortino Ratio Rank
The Omega Ratio Rank of HAE is 4444Omega Ratio Rank
The Calmar Ratio Rank of HAE is 5050Calmar Ratio Rank
The Martin Ratio Rank of HAE is 5151Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Haemonetics Corporation (HAE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HAE
Sharpe ratio
The chart of Sharpe ratio for HAE, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.000.06
Sortino ratio
The chart of Sortino ratio for HAE, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.006.000.27
Omega ratio
The chart of Omega ratio for HAE, currently valued at 1.03, compared to the broader market0.501.001.501.03
Calmar ratio
The chart of Calmar ratio for HAE, currently valued at 0.03, compared to the broader market0.001.002.003.004.005.006.000.03
Martin ratio
The chart of Martin ratio for HAE, currently valued at 0.17, compared to the broader market0.0010.0020.0030.000.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Haemonetics Corporation Sharpe ratio is 0.06. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.06
1.91
HAE (Haemonetics Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


Haemonetics Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-38.18%
-3.48%
HAE (Haemonetics Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Haemonetics Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Haemonetics Corporation was 68.62%, occurring on Jan 27, 2022. The portfolio has not yet recovered.

The current Haemonetics Corporation drawdown is 38.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.62%Feb 9, 2021245Jan 27, 2022
-60.48%Nov 26, 2001405Jul 7, 2003419Mar 4, 2005824
-53.54%Dec 31, 1993326Apr 17, 19951201Jan 18, 20001527
-46.33%Aug 19, 2019147Mar 18, 2020224Feb 5, 2021371
-42.96%Jul 26, 2013706May 13, 2016349Oct 2, 20171055

Volatility

Volatility Chart

The current Haemonetics Corporation volatility is 6.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.89%
3.59%
HAE (Haemonetics Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Haemonetics Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items