PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Herbalife Nutrition Ltd. (HLF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

KYG4412G1010

CUSIP

G4412G101

Sector

Consumer Defensive

IPO Date

Dec 16, 2004

Highlights

Market Cap

$847.66M

EPS (TTM)

$0.85

PE Ratio

9.89

PEG Ratio

-32.80

Total Revenue (TTM)

$5.00B

Gross Profit (TTM)

$3.84B

EBITDA (TTM)

$460.00M

Year Range

$6.59 - $15.66

Target Price

$9.70

Short %

16.43%

Short Ratio

6.81

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.


Popular comparisons:
HLF vs. NATR HLF vs. ^SP500TR HLF vs. EPAM HLF vs. AAPL
Popular comparisons:
HLF vs. NATR HLF vs. ^SP500TR HLF vs. EPAM HLF vs. AAPL

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
167.27%
396.12%
HLF (Herbalife Nutrition Ltd.)
Benchmark (^GSPC)

Returns By Period

Herbalife Nutrition Ltd. had a return of -44.82% year-to-date (YTD) and -34.53% in the last 12 months. Over the past 10 years, Herbalife Nutrition Ltd. had an annualized return of -8.75%, while the S&P 500 had an annualized return of 11.18%, indicating that Herbalife Nutrition Ltd. did not perform as well as the benchmark.


HLF

YTD

-44.82%

1M

20.63%

6M

-21.67%

1Y

-34.53%

5Y (annualized)

-28.48%

10Y (annualized)

-8.75%

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

The table below presents the monthly returns of HLF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-21.04%-26.72%13.82%-13.93%19.08%0.87%18.19%-33.55%-11.89%5.01%-44.82%
202318.08%10.13%-16.80%-7.70%-20.32%11.82%22.66%-7.51%-6.86%1.86%-9.61%18.48%2.55%
20223.86%-16.30%-14.67%-12.45%-18.02%-6.15%19.36%6.88%-23.76%6.89%-17.59%-15.07%-63.65%
20216.06%-11.73%-1.38%3.18%14.86%0.30%-3.39%0.79%-17.45%9.49%-19.48%9.56%-14.82%
2020-18.50%-16.71%-9.89%28.09%17.38%2.60%13.92%-4.08%-5.09%-3.24%6.14%0.29%0.80%
20191.27%-6.03%-5.54%-0.26%-20.95%2.35%-4.07%-16.07%9.96%17.99%2.10%4.52%-19.13%
201822.55%10.98%5.83%8.47%-3.96%5.81%-3.89%9.61%-3.60%-2.36%7.49%2.97%74.10%
201716.74%0.52%2.92%8.81%13.47%-0.63%-6.76%3.76%-1.71%7.06%-3.42%-3.45%40.67%
2016-13.82%18.48%12.44%-5.86%-0.10%1.11%16.20%-10.67%2.04%-2.11%-19.20%-1.82%-10.22%
2015-19.15%1.74%37.89%-2.90%25.31%5.88%-8.35%14.02%-5.33%2.83%3.02%-7.12%42.23%
2014-18.21%3.93%-14.01%4.73%8.09%-0.45%-18.81%-2.71%-14.18%19.91%-17.56%-12.83%-51.88%
201310.26%10.93%-6.35%6.03%18.32%-3.28%45.10%-6.43%14.36%-7.09%8.02%12.94%144.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HLF is 20, indicating that it is in the bottom 20% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HLF is 2020
Combined Rank
The Sharpe Ratio Rank of HLF is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of HLF is 2020
Sortino Ratio Rank
The Omega Ratio Rank of HLF is 1919
Omega Ratio Rank
The Calmar Ratio Rank of HLF is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HLF is 2424
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.

Risk-Adjusted Performance Indicators

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


Sharpe ratio
The chart of Sharpe ratio for HLF, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.552.53
The chart of Sortino ratio for HLF, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.423.39
The chart of Omega ratio for HLF, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.47
The chart of Calmar ratio for HLF, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.393.65
The chart of Martin ratio for HLF, currently valued at -0.91, compared to the broader market0.0010.0020.0030.00-0.9116.21
HLF
^GSPC

The current Herbalife Nutrition Ltd. Sharpe ratio is -0.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Herbalife Nutrition Ltd. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.55
2.53
HLF (Herbalife Nutrition Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Herbalife Nutrition Ltd. provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.60

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.80%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Herbalife Nutrition Ltd.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2013$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-86.30%
-0.53%
HLF (Herbalife Nutrition Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Herbalife Nutrition Ltd.. 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 Herbalife Nutrition Ltd. was 89.05%, occurring on Oct 25, 2024. The portfolio has not yet recovered.

The current Herbalife Nutrition Ltd. drawdown is 86.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.05%Feb 5, 20191442Oct 25, 2024
-74.53%Apr 9, 2008231Mar 9, 2009269Apr 1, 2010500
-63.53%Jan 13, 2014257Jan 20, 2015762Jan 29, 20181019
-63.47%Apr 24, 2012169Dec 24, 2012182Sep 16, 2013351
-29.12%May 17, 200660Aug 10, 200669Nov 16, 2006129

Volatility

Volatility Chart

The current Herbalife Nutrition Ltd. volatility is 18.39%, 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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.39%
3.97%
HLF (Herbalife Nutrition Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Herbalife Nutrition Ltd. compared to its peers in the Packaged Foods industry.


PE Ratio
20.040.060.080.09.9
The chart displays the price to earnings (P/E) ratio for HLF in comparison to other companies of the Packaged Foods industry. Currently, HLF has a PE value of 9.9. This PE value is considered to be low compared to the rest of the industry.
PEG Ratio
-100.0-50.00.0-32.8
The chart displays the price to earnings to growth (PEG) ratio for HLF in comparison to other companies of the Packaged Foods industry. Currently, HLF has a PEG value of -32.8. This PEG value is considered to be low compared to the rest of the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Herbalife Nutrition Ltd..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items