PortfoliosLab logoPortfoliosLab logo
HAE vs. SPYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAE vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haemonetics Corporation (HAE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HAE vs. SPYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

HAE vs. SPYD — Risk / Return Rank

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

HAE
HAE Risk / Return Rank: 3131
Overall Rank
HAE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HAE Sortino Ratio Rank: 3030
Sortino Ratio Rank
HAE Omega Ratio Rank: 3131
Omega Ratio Rank
HAE Calmar Ratio Rank: 3232
Calmar Ratio Rank
HAE Martin Ratio Rank: 3232
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 2525
Overall Rank
SPYD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPYD Omega Ratio Rank: 2424
Omega Ratio Rank
SPYD Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPYD Martin Ratio Rank: 2626
Martin Ratio Rank
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. 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.


HAESPYDDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.49

-0.69

Sortino ratio

Return per unit of downside risk

0.06

0.78

-0.72

Omega ratio

Gain probability vs. loss probability

1.01

1.10

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.29

0.59

-0.88

Martin ratio

Return relative to average drawdown

-0.52

2.09

-2.61

HAE vs. SPYD - Sharpe Ratio Comparison

The current HAE Sharpe Ratio is -0.21, which is lower than the SPYD Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of HAE and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HAESPYDDifference

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%.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


HAESPYDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-59.68%

-4.70%

-54.98%

Average Drawdown

Average peak-to-trough decline

-23.68%

-6.24%

-17.44%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


HAESPYDDifference

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%