HAE vs. PRF
HAE (Haemonetics Corporation) is a stock, while PRF (Invesco RAFI US 1000 ETF) is Large Cap Value Equities fund tracking the RAFI Fundamental Select US 1000 Index. Over the past 10 years, HAE returned 9.57%/yr vs 13.58%/yr for PRF. At a 0.46 correlation, their price movements are largely independent.
Performance
HAE vs. PRF - Performance Comparison
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Returns By Period
In the year-to-date period, HAE achieves a -4.94% return, which is significantly lower than PRF's 16.95% return. Over the past 10 years, HAE has underperformed PRF with an annualized return of 9.57%, while PRF has yielded a comparatively higher 13.58% annualized return.
HAE
- 1D
- 1.59%
- 1M
- -2.57%
- 6M
- -7.12%
- YTD
- -4.94%
- 1Y
- 0.89%
- 3Y*
- -3.71%
- 5Y*
- 3.72%
- 10Y*
- 9.57%
PRF
- 1D
- 0.35%
- 1M
- 1.12%
- 6M
- 13.21%
- YTD
- 16.95%
- 1Y
- 29.22%
- 3Y*
- 20.40%
- 5Y*
- 13.10%
- 10Y*
- 13.58%
HAE vs. PRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAE Haemonetics Corporation | -4.94% | 2.65% | -8.69% | 8.72% | 48.28% | -55.33% | 3.35% | 14.84% | 72.26% | 44.48% |
PRF Invesco RAFI US 1000 ETF | 16.95% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
Correlation
The correlation between HAE and PRF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2005 | 0.46 |
The correlation between HAE and PRF shifts across timeframes, from 0.28 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HAE vs. PRF — Risk / Return Rank
HAE
PRF
HAE vs. PRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Haemonetics Corporation (HAE) and Invesco RAFI US 1000 ETF (PRF). 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.
| HAE | PRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.48 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.35 | -4.41 |
| Martin ratioReturn relative to average drawdown | -0.10 | 17.73 | -17.83 |
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Drawdowns
HAE vs. PRF - Drawdown Comparison
The maximum HAE drawdown since its inception was -68.62%, which is greater than PRF's maximum drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for HAE and PRF.
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Drawdown Indicators
| HAE | PRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.62% | -60.35% | -8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -40.06% | -6.59% | -33.47% |
Max Drawdown (3Y)Largest decline over 3 years | -51.04% | -15.82% | -35.22% |
Max Drawdown (5Y)Largest decline over 5 years | -51.04% | -19.72% | -31.32% |
Max Drawdown (10Y)Largest decline over 10 years | -68.62% | -38.16% | -30.46% |
Current DrawdownCurrent decline from peak | -45.38% | 0.00% | -45.38% |
Average DrawdownAverage peak-to-trough decline | -23.91% | -6.90% | -17.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.93% | 1.62% | +24.31% |
Volatility
HAE vs. PRF - Volatility Comparison
Haemonetics Corporation (HAE) has a higher volatility of 9.65% compared to Invesco RAFI US 1000 ETF (PRF) at 3.09%. This indicates that HAE's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAE | PRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 3.09% | +6.56% |
Volatility (6M)Calculated over the trailing 6-month period | 28.05% | 8.11% | +19.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.89% | 10.87% | +43.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.99% | 15.16% | +24.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.99% | 17.59% | +22.40% |
Dividends
HAE vs. PRF - Dividend Comparison
HAE has not paid dividends to shareholders, while PRF's dividend yield for the trailing twelve months is around 1.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAE Haemonetics Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRF Invesco RAFI US 1000 ETF | 1.36% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
Frequently Asked Questions
HAE and PRF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAE has higher volatility (9.65%) compared to PRF (3.09%). In terms of maximum drawdown, HAE dropped -68.62% vs PRF's -60.35%.
PRF currently has the higher Sharpe Ratio (2.64 vs -0.05), 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.
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