HAE vs. PRF

Last updated Apr 1, 2026

Compare and contrast key facts about Haemonetics Corporation (HAE) and Invesco RAFI US 1000 ETF (PRF).

PRF is a passively managed fund by Invesco that tracks the performance of the RAFI Fundamental Select US 1000 Index. It was launched on Dec 19, 2005.

Performance

HAE vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haemonetics Corporation (HAE) and Invesco RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

HAE vs. PRF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAE Haemonetics Corporation	-29.68%	2.65%	-8.69%	8.72%	48.28%	-55.33%	3.35%	14.84%	72.26%	44.48%
PRF Invesco RAFI US 1000 ETF	1.70%	18.33%	16.73%	15.72%	-7.79%	31.12%	7.78%	27.42%	-8.71%	16.01%

Returns By Period

In the year-to-date period, HAE achieves a -29.68% return, which is significantly lower than PRF's 1.70% return. Over the past 10 years, HAE has underperformed PRF with an annualized return of 4.79%, while PRF has yielded a comparatively higher 12.62% annualized return.

HAE

• 1D: 2.60%
• 1M: -10.99%
• YTD: -29.68%
• 6M: 15.63%
• 1Y: -11.31%
• 3Y*: -12.02%
• 5Y*: -12.84%
• 10Y*: 4.79%

PRF

• 1D: 2.15%
• 1M: -4.01%
• YTD: 1.70%
• 6M: 5.97%
• 1Y: 19.57%
• 3Y*: 16.95%
• 5Y*: 11.26%
• 10Y*: 12.62%

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

Return for Risk

HAE vs. PRF — Risk / Return Rank

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

HAE

HAE Risk / Return Rank: 32
HAE Sharpe Ratio Rank: 31
HAE Sortino Ratio Rank: 31
HAE Omega Ratio Rank: 31
HAE Calmar Ratio Rank: 33
HAE Martin Ratio Rank: 33

PRF

PRF Risk / Return Rank: 74
PRF Sharpe Ratio Rank: 72
PRF Sortino Ratio Rank: 72
PRF Omega Ratio Rank: 75
PRF Calmar Ratio Rank: 70
PRF Martin Ratio Rank: 79

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.

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.

	HAE	PRF	Difference
Sharpe ratio Return per unit of total volatility	-0.22	1.22	-1.44
Sortino ratio Return per unit of downside risk	0.04	1.75	-1.71
Omega ratio Gain probability vs. loss probability	1.01	1.27	-0.26
Calmar ratio Return relative to maximum drawdown	-0.28	1.72	-1.99
Martin ratio Return relative to average drawdown	-0.49	8.13	-8.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAE vs. PRF - Sharpe Ratio Comparison

The current HAE Sharpe Ratio is -0.22, which is lower than the PRF Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of HAE and PRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HAE	PRF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	1.22	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.74	-1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	0.72	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.45	-0.26

Correlation

The correlation between HAE and PRF is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 1.56%.

	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	1.56%	1.59%	1.78%	1.84%	2.01%	1.58%	1.97%	1.99%	2.25%	1.58%	2.17%	2.25%

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.

Drawdown Indicators

	HAE	PRF	Difference
Max Drawdown Largest peak-to-trough decline	-68.62%	-60.35%	-8.27%
Max Drawdown (1Y) Largest decline over 1 year	-39.02%	-12.03%	-26.99%
Max Drawdown (5Y) Largest decline over 5 years	-63.08%	-19.72%	-43.36%
Max Drawdown (10Y) Largest decline over 10 years	-68.62%	-38.16%	-30.46%
Current Drawdown Current decline from peak	-59.59%	-4.58%	-55.01%
Average Drawdown Average peak-to-trough decline	-23.68%	-6.98%	-16.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.93%	2.54%	+19.39%

Volatility

HAE vs. PRF - Volatility Comparison

Haemonetics Corporation (HAE) has a higher volatility of 7.64% compared to Invesco RAFI US 1000 ETF (PRF) at 4.26%. 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.

Volatility by Period

	HAE	PRF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	4.26%	+3.38%
Volatility (6M) Calculated over the trailing 6-month period	35.47%	8.35%	+27.12%
Volatility (1Y) Calculated over the trailing 1-year period	52.08%	16.14%	+35.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.28%	15.22%	+28.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.85%	17.69%	+22.16%