EXPO vs. HSIC

Last updated Jun 24, 2026

EXPO (Exponent, Inc.) and HSIC (Henry Schein, Inc.) are both stocks. EXPO operates in Consulting Services (Industrials), while HSIC operates in Medical Distribution (Healthcare). Over the past 10 years, EXPO returned 8.75%/yr vs 1.80%/yr for HSIC. At a 0.26 correlation, their price movements are largely independent.

Performance

EXPO vs. HSIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exponent, Inc. (EXPO) and Henry Schein, Inc. (HSIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXPO achieves a -16.65% return, which is significantly lower than HSIC's 5.98% return. Over the past 10 years, EXPO has outperformed HSIC with an annualized return of 8.75%, while HSIC has yielded a comparatively lower 1.80% annualized return.

EXPO

• 1D: 2.65%
• 1M: -0.21%
• YTD: -16.65%
• 6M: -19.74%
• 1Y: -20.86%
• 3Y*: -14.01%
• 5Y*: -7.16%
• 10Y*: 8.75%

HSIC

• 1D: 1.82%
• 1M: 7.94%
• YTD: 5.98%
• 6M: 4.71%
• 1Y: 11.42%
• 3Y*: 0.50%
• 5Y*: 1.29%
• 10Y*: 1.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPO vs. HSIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXPO Exponent, Inc.	-16.65%	-20.81%	2.42%	-10.14%	-14.25%	30.67%	31.74%	37.51%	44.22%	19.46%
HSIC Henry Schein, Inc.	5.98%	9.22%	-8.60%	-5.21%	3.02%	15.96%	0.21%	8.34%	12.36%	-7.88%

Correlation

The correlation between EXPO and HSIC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Nov 3, 1995	0.26

The correlation between EXPO and HSIC shifts across timeframes, from 0.26 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap EXPO : $2.87B HSIC : $9.30B
EPS EXPO : $2.14 HSIC : $3.30
PE Ratio EXPO : 26.82 HSIC : 24.24
PS Ratio EXPO : 6.69 HSIC : 0.72
PB Ratio EXPO : 8.50 HSIC : 2.85
Total Revenue (TTM) EXPO : $436.51M HSIC : $13.38B
Gross Profit (TTM) EXPO : $95.87M HSIC : $3.91B
EBITDA (TTM) EXPO : $153.50M HSIC : $940.00M

Return for Risk

EXPO vs. HSIC — Risk / Return Rank

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

EXPO

EXPO Risk / Return Rank: 13
EXPO Sharpe Ratio Rank: 13
EXPO Sortino Ratio Rank: 14
EXPO Omega Ratio Rank: 15
EXPO Calmar Ratio Rank: 18
EXPO Martin Ratio Rank: 6

HSIC

HSIC Risk / Return Rank: 54
HSIC Sharpe Ratio Rank: 57
HSIC Sortino Ratio Rank: 51
HSIC Omega Ratio Rank: 50
HSIC Calmar Ratio Rank: 58
HSIC Martin Ratio Rank: 57

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.

EXPO vs. HSIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and Henry Schein, Inc. (HSIC). 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.

	EXPO	HSIC	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	0.42	-1.09
Sortino ratio: Return per unit of downside risk	-0.89	0.81	-1.70
Omega ratio: Gain probability vs. loss probability	0.90	1.10	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.65	0.67	-1.31
Martin ratio: Return relative to average drawdown	-1.51	1.37	-2.88

EXPO vs. HSIC - Sharpe Ratio Comparison

The current EXPO Sharpe Ratio is -0.67, which is lower than the HSIC Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of EXPO and HSIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EXPO vs. HSIC - Drawdown Comparison

The maximum EXPO drawdown since its inception was -86.44%, which is greater than HSIC's maximum drawdown of -78.49%. Use the drawdown chart below to compare losses from any high point for EXPO and HSIC.

Drawdown Indicators

	EXPO	HSIC	Difference
Max Drawdown Largest peak-to-trough decline	-86.44%	-78.49%	-7.95%
Max Drawdown (1Y) Largest decline over 1 year	-32.45%	-17.23%	-15.22%
Max Drawdown (3Y) Largest decline over 3 years	-52.37%	-24.59%	-27.78%
Max Drawdown (5Y) Largest decline over 5 years	-54.79%	-32.70%	-22.09%
Max Drawdown (10Y) Largest decline over 10 years	-54.79%	-41.42%	-13.37%
Current Drawdown Current decline from peak	-51.44%	-12.90%	-38.54%
Average Drawdown Average peak-to-trough decline	-32.74%	-15.25%	-17.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.84%	8.34%	+5.50%

Volatility

EXPO vs. HSIC - Volatility Comparison

Exponent, Inc. (EXPO) has a higher volatility of 8.71% compared to Henry Schein, Inc. (HSIC) at 5.53%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than HSIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXPO	HSIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.71%	5.53%	+3.18%
Volatility (6M) Calculated over the trailing 6-month period	25.68%	17.95%	+7.73%
Volatility (1Y) Calculated over the trailing 1-year period	31.25%	27.57%	+3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.04%	25.42%	+4.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.93%	27.54%	+1.39%

Dividends

EXPO vs. HSIC - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 2.13%, while HSIC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXPO Exponent, Inc.	2.13%	1.73%	1.26%	1.18%	0.97%	0.69%	0.84%	0.93%	1.03%	1.18%	1.19%	1.20%
HSIC Henry Schein, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both EXPO and HSIC in my portfolio?

EXPO and HSIC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EXPO or HSIC?

EXPO has higher volatility (8.71%) compared to HSIC (5.53%). In terms of maximum drawdown, EXPO dropped -86.44% vs HSIC's -78.49%.

Which has better risk-adjusted returns?

HSIC currently has the higher Sharpe Ratio (0.42 vs -0.67), 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.