HAIN vs. TSLA

In the year-to-date period, HAIN achieves a -41.37% return, which is significantly lower than TSLA's 69.45% return. Over the past 10 years, HAIN has underperformed TSLA with an annualized return of -19.86%, while TSLA has yielded a comparatively higher 39.86% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Hain Celestial Group, Inc. (HAIN) and Tesla, Inc. (TSLA). 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.

The current HAIN Sharpe Ratio is -0.69, which is lower than the TSLA Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of HAIN and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither HAIN nor TSLA has paid dividends to shareholders.

The maximum HAIN drawdown since its inception was -91.79%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for HAIN and TSLA. For additional features, visit the drawdowns tool.

The Hain Celestial Group, Inc. (HAIN) and Tesla, Inc. (TSLA) have volatilities of 17.16% and 17.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between The Hain Celestial Group, Inc. and Tesla, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.