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HAIN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAIN and VOO 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.


-0.50.00.51.00.4

Performance

HAIN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hain Celestial Group, Inc. (HAIN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-47.38%
602.93%
HAIN
VOO

Key characteristics

Sharpe Ratio

HAIN:

-0.69

VOO:

2.25

Sortino Ratio

HAIN:

-0.80

VOO:

2.98

Omega Ratio

HAIN:

0.90

VOO:

1.42

Calmar Ratio

HAIN:

-0.42

VOO:

3.31

Martin Ratio

HAIN:

-1.25

VOO:

14.77

Ulcer Index

HAIN:

30.73%

VOO:

1.90%

Daily Std Dev

HAIN:

55.61%

VOO:

12.46%

Max Drawdown

HAIN:

-91.79%

VOO:

-33.99%

Current Drawdown

HAIN:

-90.85%

VOO:

-2.47%

Returns By Period

In the year-to-date period, HAIN achieves a -41.37% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, HAIN has underperformed VOO with an annualized return of -19.86%, while VOO has yielded a comparatively higher 13.08% annualized return.


HAIN

YTD

-41.37%

1M

-13.48%

6M

-8.81%

1Y

-38.09%

5Y*

-24.27%

10Y*

-19.86%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

HAIN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hain Celestial Group, Inc. (HAIN) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for HAIN, currently valued at -0.69, compared to the broader market-4.00-2.000.002.00-0.692.25
The chart of Sortino ratio for HAIN, currently valued at -0.80, compared to the broader market-4.00-2.000.002.004.00-0.802.98
The chart of Omega ratio for HAIN, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.42
The chart of Calmar ratio for HAIN, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.423.31
The chart of Martin ratio for HAIN, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2514.77
HAIN
VOO

The current HAIN Sharpe Ratio is -0.69, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of HAIN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.69
2.25
HAIN
VOO

Dividends

HAIN vs. VOO - Dividend Comparison

HAIN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
HAIN
The Hain Celestial Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HAIN vs. VOO - Drawdown Comparison

The maximum HAIN drawdown since its inception was -91.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HAIN and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-90.85%
-2.47%
HAIN
VOO

Volatility

HAIN vs. VOO - Volatility Comparison

The Hain Celestial Group, Inc. (HAIN) has a higher volatility of 17.16% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that HAIN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.16%
3.75%
HAIN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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