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HAE vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

HAE vs. SPYD

Last updated May 12, 2025

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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HAE or SPYD.

Correlation

The correlation between HAE and SPYD is 0.40, 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.

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.

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Key characteristics

Daily Std Dev

HAE:

39.53%

SPYD:

5.57%

Max Drawdown

HAE:

0.00%

SPYD:

-0.50%

Current Drawdown

HAE:

0.00%

SPYD:

0.00%

Returns By Period

HAE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPYD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HAE vs. SPYD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HAE
The Risk-Adjusted Performance Rank of HAE is 1616
Overall Rank
The Sharpe Ratio Rank of HAE is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of HAE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of HAE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of HAE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HAE is 1919
Martin Ratio Rank
SPYD
The Risk-Adjusted Performance Rank of SPYD is 6363
Overall Rank
The Sharpe Ratio Rank of SPYD is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAE vs. SPYD - Risk-Adjusted Performance 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.

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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 4.53%.

TTM2024202320222021202020192018201720162015
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%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF		4.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HAE vs. SPYD - Drawdown Comparison

The maximum HAE drawdown since its inception was 0.00%, smaller than the maximum SPYD drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for HAE and SPYD. For additional features, visit the drawdowns tool.

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Volatility

HAE vs. SPYD - Volatility Comparison

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