PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HALO vs. HROW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HALO and HROW is 0.11, 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.


-0.50.00.51.00.1

Performance

HALO vs. HROW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halozyme Therapeutics, Inc. (HALO) and Harrow Health, Inc. (HROW). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember
-7.75%
58.61%
HALO
HROW

Key characteristics

Sharpe Ratio

HALO:

0.71

HROW:

2.33

Sortino Ratio

HALO:

1.21

HROW:

3.69

Omega Ratio

HALO:

1.18

HROW:

1.45

Calmar Ratio

HALO:

0.67

HROW:

2.14

Martin Ratio

HALO:

2.51

HROW:

12.83

Ulcer Index

HALO:

11.61%

HROW:

15.57%

Daily Std Dev

HALO:

40.90%

HROW:

86.04%

Max Drawdown

HALO:

-74.26%

HROW:

-99.46%

Current Drawdown

HALO:

-25.50%

HROW:

-75.80%

Fundamentals

Market Cap

HALO:

$6.12B

HROW:

$1.19B

EPS

HALO:

$3.02

HROW:

-$0.95

Total Revenue (TTM)

HALO:

$947.36M

HROW:

$169.14M

Gross Profit (TTM)

HALO:

$742.17M

HROW:

$122.73M

EBITDA (TTM)

HALO:

$570.47M

HROW:

$878.00K

Returns By Period

In the year-to-date period, HALO achieves a 29.84% return, which is significantly lower than HROW's 198.12% return. Over the past 10 years, HALO has outperformed HROW with an annualized return of 17.24%, while HROW has yielded a comparatively lower 16.09% annualized return.


HALO

YTD

29.84%

1M

-0.44%

6M

-7.75%

1Y

29.84%

5Y*

22.09%

10Y*

17.24%

HROW

YTD

198.12%

1M

-20.33%

6M

58.62%

1Y

198.12%

5Y*

33.92%

10Y*

16.09%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HALO vs. HROW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halozyme Therapeutics, Inc. (HALO) and Harrow Health, Inc. (HROW). 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 HALO, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.712.33
The chart of Sortino ratio for HALO, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.213.69
The chart of Omega ratio for HALO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.45
The chart of Calmar ratio for HALO, currently valued at 0.67, compared to the broader market0.002.004.006.000.672.14
The chart of Martin ratio for HALO, currently valued at 2.51, compared to the broader market0.005.0010.0015.0020.0025.002.5112.83
HALO
HROW

The current HALO Sharpe Ratio is 0.71, which is lower than the HROW Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of HALO and HROW, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember
0.71
2.33
HALO
HROW

Dividends

HALO vs. HROW - Dividend Comparison

Neither HALO nor HROW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HALO vs. HROW - Drawdown Comparison

The maximum HALO drawdown since its inception was -74.26%, smaller than the maximum HROW drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for HALO and HROW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-25.50%
-75.80%
HALO
HROW

Volatility

HALO vs. HROW - Volatility Comparison

The current volatility for Halozyme Therapeutics, Inc. (HALO) is 6.17%, while Harrow Health, Inc. (HROW) has a volatility of 13.48%. This indicates that HALO experiences smaller price fluctuations and is considered to be less risky than HROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember
6.17%
13.48%
HALO
HROW

Financials

HALO vs. HROW - Financials Comparison

This section allows you to compare key financial metrics between Halozyme Therapeutics, Inc. and Harrow Health, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab