PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FAT vs. HOLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FAT and HOLX is 0.09, 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.


-0.50.00.51.00.1

Performance

FAT vs. HOLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FAT Brands Inc. (FAT) and Hologic, Inc. (HOLX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
86.50%
90.22%
FAT
HOLX

Key characteristics

Sharpe Ratio

FAT:

-0.18

HOLX:

-0.03

Sortino Ratio

FAT:

0.09

HOLX:

0.07

Omega Ratio

FAT:

1.02

HOLX:

1.01

Calmar Ratio

FAT:

-0.16

HOLX:

-0.03

Martin Ratio

FAT:

-0.27

HOLX:

-0.13

Ulcer Index

FAT:

33.40%

HOLX:

4.37%

Daily Std Dev

FAT:

49.94%

HOLX:

17.32%

Max Drawdown

FAT:

-81.65%

HOLX:

-93.75%

Current Drawdown

FAT:

-48.31%

HOLX:

-19.29%

Fundamentals

Market Cap

FAT:

$92.83M

HOLX:

$16.40B

EPS

FAT:

-$9.22

HOLX:

$3.32

Total Revenue (TTM)

FAT:

$606.01M

HOLX:

$4.03B

Gross Profit (TTM)

FAT:

$164.54M

HOLX:

$2.26B

EBITDA (TTM)

FAT:

$26.08M

HOLX:

$1.19B

Returns By Period

In the year-to-date period, FAT achieves a -2.57% return, which is significantly lower than HOLX's -0.97% return.


FAT

YTD

-2.57%

1M

3.07%

6M

6.07%

1Y

-8.61%

5Y*

28.64%

10Y*

N/A

HOLX

YTD

-0.97%

1M

-9.94%

6M

-2.01%

1Y

0.63%

5Y*

6.36%

10Y*

10.11%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FAT vs. HOLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) and Hologic, Inc. (HOLX). 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.


Sharpe ratio
The chart of Sharpe ratio for FAT, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.18-0.03
The chart of Sortino ratio for FAT, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.090.07
The chart of Omega ratio for FAT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.01
The chart of Calmar ratio for FAT, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.03
The chart of Martin ratio for FAT, currently valued at -0.27, compared to the broader market0.0010.0020.00-0.27-0.13
FAT
HOLX

The current FAT Sharpe Ratio is -0.18, which is lower than the HOLX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of FAT and HOLX, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.18
-0.03
FAT
HOLX

Dividends

FAT vs. HOLX - Dividend Comparison

FAT's dividend yield for the trailing twelve months is around 10.41%, while HOLX has not paid dividends to shareholders.


TTM202320222021202020192018
FAT
FAT Brands Inc.
10.41%9.24%10.92%4.91%0.00%6.37%18.88%
HOLX
Hologic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FAT vs. HOLX - Drawdown Comparison

The maximum FAT drawdown since its inception was -81.65%, smaller than the maximum HOLX drawdown of -93.75%. Use the drawdown chart below to compare losses from any high point for FAT and HOLX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.31%
-19.29%
FAT
HOLX

Volatility

FAT vs. HOLX - Volatility Comparison

FAT Brands Inc. (FAT) has a higher volatility of 7.91% compared to Hologic, Inc. (HOLX) at 4.50%. This indicates that FAT's price experiences larger fluctuations and is considered to be riskier than HOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.91%
4.50%
FAT
HOLX

Financials

FAT vs. HOLX - Financials Comparison

This section allows you to compare key financial metrics between FAT Brands Inc. and Hologic, Inc.. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab