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ALVO vs. HECO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALVO vs. HECO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alvotech (ALVO) and State Street Galaxy Hedged Digital Asset Ecosystem ETF (HECO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALVO achieves a -27.88% return, which is significantly lower than HECO's 72.76% return.


ALVO

1D
1.37%
1M
10.78%
YTD
-27.88%
6M
-23.08%
1Y
-59.47%
3Y*
-21.16%
5Y*
10Y*

HECO

1D
-1.40%
1M
12.83%
YTD
72.76%
6M
65.53%
1Y
136.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALVO vs. HECO - Yearly Performance Comparison


2026 (YTD)20252024
ALVO
Alvotech
-27.88%-61.22%19.19%
HECO
State Street Galaxy Hedged Digital Asset Ecosystem ETF
72.76%26.23%28.95%

Correlation

The correlation between ALVO and HECO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2024

0.17

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Return for Risk

ALVO vs. HECO — Risk / Return Rank

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

ALVO
ALVO Risk / Return Rank: 1010
Overall Rank
ALVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ALVO Sortino Ratio Rank: 99
Sortino Ratio Rank
ALVO Omega Ratio Rank: 99
Omega Ratio Rank
ALVO Calmar Ratio Rank: 99
Calmar Ratio Rank
ALVO Martin Ratio Rank: 1212
Martin Ratio Rank

HECO
HECO Risk / Return Rank: 9292
Overall Rank
HECO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HECO Sortino Ratio Rank: 9292
Sortino Ratio Rank
HECO Omega Ratio Rank: 8888
Omega Ratio Rank
HECO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HECO Martin Ratio Rank: 8989
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.

ALVO vs. HECO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alvotech (ALVO) and State Street Galaxy Hedged Digital Asset Ecosystem ETF (HECO). 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.


ALVOHECODifference
Sharpe ratioReturn per unit of total volatility

-4.49

Sortino ratioReturn per unit of downside risk

-5.20

Omega ratioGain probability vs. loss probability

0.84

1.51

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.86

6.52

-7.38

Martin ratioReturn relative to average drawdown

-1.30

18.64

-19.94

ALVO vs. HECO - Sharpe Ratio Comparison

The current ALVO Sharpe Ratio is -0.83, which is lower than the HECO Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of ALVO and HECO, 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

ALVO vs. HECO - Drawdown Comparison

The maximum ALVO drawdown since its inception was -82.63%, which is greater than HECO's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for ALVO and HECO.


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Drawdown Indicators


ALVOHECODifference

Max Drawdown

Largest peak-to-trough decline

-82.63%

-44.59%

-38.04%

Max Drawdown (1Y)

Largest decline over 1 year

-69.42%

-21.03%

-48.39%

Max Drawdown (3Y)

Largest decline over 3 years

-82.63%

Current Drawdown

Current decline from peak

-78.58%

-1.40%

-77.18%

Average Drawdown

Average peak-to-trough decline

-37.58%

-11.53%

-26.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.79%

7.35%

+38.44%

Volatility

ALVO vs. HECO - Volatility Comparison

Alvotech (ALVO) has a higher volatility of 30.87% compared to State Street Galaxy Hedged Digital Asset Ecosystem ETF (HECO) at 10.26%. This indicates that ALVO's price experiences larger fluctuations and is considered to be riskier than HECO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALVOHECODifference

Volatility (1M)

Calculated over the trailing 1-month period

30.87%

10.26%

+20.61%

Volatility (6M)

Calculated over the trailing 6-month period

49.31%

28.99%

+20.32%

Volatility (1Y)

Calculated over the trailing 1-year period

71.92%

37.49%

+34.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.55%

44.68%

+16.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.55%

44.68%

+16.87%

Dividends

ALVO vs. HECO - Dividend Comparison

Neither ALVO nor HECO has paid dividends to shareholders.


PositionTTM20252024
ALVO
Alvotech
0.00%0.00%0.00%
HECO
State Street Galaxy Hedged Digital Asset Ecosystem ETF
0.00%0.00%2.61%

Frequently Asked Questions


ALVO and HECO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALVO has higher volatility (30.87%) compared to HECO (10.26%). In terms of maximum drawdown, ALVO dropped -82.63% vs HECO's -44.59%.

HECO currently has the higher Sharpe Ratio (3.66 vs -0.83), 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.

Portfolio Optimizer

Find the right allocation for ALVO and HECO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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