HAE vs. SPYD
Compare and contrast key facts about Haemonetics Corporation (HAE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Performance
HAE vs. SPYD - Performance Comparison
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HAE vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAE Haemonetics Corporation | -29.83% | 2.65% | -8.69% | 8.72% | 48.28% | -55.33% | 3.35% | 14.84% | 72.26% | 44.48% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 5.92% | 4.65% | 15.34% | 3.91% | -1.17% | 32.73% | -11.64% | 21.20% | -4.89% | 12.67% |
Returns By Period
In the year-to-date period, HAE achieves a -29.83% return, which is significantly lower than SPYD's 5.92% return. Over the past 10 years, HAE has underperformed SPYD with an annualized return of 4.77%, while SPYD has yielded a comparatively higher 8.45% annualized return.
HAE
- 1D
- -0.21%
- 1M
- -11.96%
- YTD
- -29.83%
- 6M
- 15.22%
- 1Y
- -10.76%
- 3Y*
- -12.08%
- 5Y*
- -12.88%
- 10Y*
- 4.77%
SPYD
- 1D
- -0.37%
- 1M
- -4.38%
- YTD
- 5.92%
- 6M
- 4.97%
- 1Y
- 7.58%
- 3Y*
- 11.05%
- 5Y*
- 7.71%
- 10Y*
- 8.45%
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Return for Risk
HAE vs. SPYD — Risk / Return Rank
HAE
SPYD
HAE vs. SPYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Haemonetics Corporation (HAE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 | SPYD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 0.49 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.06 | 0.78 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.10 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.59 | -0.88 |
Martin ratioReturn relative to average drawdown | -0.52 | 2.09 | -2.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HAE | SPYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.49 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.48 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.43 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.45 | -0.26 |
Correlation
The correlation between HAE and SPYD is 0.38, 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.
Dividends
HAE vs. SPYD - Dividend Comparison
HAE has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.38%.
| 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% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.38% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Drawdowns
HAE vs. SPYD - Drawdown Comparison
The maximum HAE drawdown since its inception was -68.62%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for HAE and SPYD.
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Drawdown Indicators
| HAE | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.62% | -46.42% | -22.20% |
Max Drawdown (1Y)Largest decline over 1 year | -39.02% | -12.35% | -26.67% |
Max Drawdown (5Y)Largest decline over 5 years | -63.08% | -22.25% | -40.83% |
Max Drawdown (10Y)Largest decline over 10 years | -68.62% | -46.42% | -22.20% |
Current DrawdownCurrent decline from peak | -59.68% | -4.70% | -54.98% |
Average DrawdownAverage peak-to-trough decline | -23.68% | -6.24% | -17.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.05% | 3.47% | +18.58% |
Volatility
HAE vs. SPYD - Volatility Comparison
Haemonetics Corporation (HAE) has a higher volatility of 6.83% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.03%. This indicates that HAE's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAE | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 3.03% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 35.45% | 8.61% | +26.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.08% | 15.67% | +36.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.28% | 16.24% | +27.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.84% | 19.80% | +20.04% |