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HALO vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HALO vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halozyme Therapeutics, Inc. (HALO) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HALO achieves a 22.64% return, which is significantly higher than IAK's 10.07% return. Over the past 10 years, HALO has outperformed IAK with an annualized return of 23.46%, while IAK has yielded a comparatively lower 13.45% annualized return.


HALO

1D
-0.91%
1M
3.89%
6M
15.10%
YTD
22.64%
1Y
39.85%
3Y*
24.98%
5Y*
14.84%
10Y*
23.46%
ALL TIME*
14.18%

IAK

1D
-0.31%
1M
-0.06%
6M
12.67%
YTD
10.07%
1Y
19.63%
3Y*
19.72%
5Y*
15.95%
10Y*
13.45%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$138.55M$141.48M$136.14M
$14.76M$20.90M$11.89M

HALO vs. IAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HALO
Halozyme Therapeutics, Inc.
22.64%40.77%29.36%-35.04%41.51%-5.85%140.89%21.19%-27.79%105.06%
IAK
iShares U.S. Insurance ETF
10.07%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%

Correlation

The correlation between HALO and IAK is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.18

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.29

Correlation (10Y)
Provides a long-term view across more market conditions.

0.26

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.35

The correlation between HALO and IAK shifts across timeframes, from 0.18 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HALO vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HALO
HALO Risk / Return Rank: 7575
Overall Rank
HALO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HALO Sortino Ratio Rank: 7676
Sortino Ratio Rank
HALO Omega Ratio Rank: 7474
Omega Ratio Rank
HALO Calmar Ratio Rank: 7575
Calmar Ratio Rank
HALO Martin Ratio Rank: 7070
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5353
Overall Rank
IAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4848
Sortino Ratio Rank
IAK Omega Ratio Rank: 4545
Omega Ratio Rank
IAK Calmar Ratio Rank: 7171
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HALO vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Halozyme Therapeutics, Inc. (HALO) and iShares U.S. Insurance ETF (IAK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HALOIAKDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.57

2.45

-0.88

Martin ratioReturn relative to average drawdown

2.90

5.96

-3.06

HALO vs. IAK - Sharpe Ratio Comparison

The current HALO Sharpe Ratio is 1.23, which is comparable to the IAK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of HALO and IAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HALO vs. IAK - Drawdown Comparison

The maximum HALO drawdown since its inception was -74.26%, roughly equal to the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for HALO and IAK.


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Drawdown Indicators


HALOIAKDifference

Max Drawdown

Largest peak-to-trough decline

-74.26%

-77.38%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-24.13%

-7.62%

-16.51%

Max Drawdown (3Y)

Largest decline over 3 years

-33.92%

-11.58%

-22.34%

Max Drawdown (5Y)

Largest decline over 5 years

-49.06%

-14.76%

-34.30%

Max Drawdown (10Y)

Largest decline over 10 years

-49.06%

-44.95%

-4.11%

Current Drawdown

Current decline from peak

-1.08%

-3.23%

+2.15%

Average Drawdown

Average peak-to-trough decline

-31.73%

-16.01%

-15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

3.13%

+9.89%

Volatility

HALO vs. IAK - Volatility Comparison

Halozyme Therapeutics, Inc. (HALO) has a higher volatility of 8.26% compared to iShares U.S. Insurance ETF (IAK) at 7.03%. This indicates that HALO's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HALOIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

7.03%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.95%

12.43%

+11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

30.79%

16.00%

+14.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.45%

18.13%

+21.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.44%

20.92%

+21.52%

Dividends

HALO vs. IAK - Dividend Comparison

HALO has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.43%.


PositionTTM20252024202320222021202020192018201720162015
HALO
Halozyme Therapeutics, 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%
IAK
iShares U.S. Insurance ETF
2.43%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%

Frequently Asked Questions


HALO and IAK have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HALO has higher volatility (8.26%) compared to IAK (7.03%). In terms of maximum drawdown, HALO dropped -74.26% vs IAK's -77.38%.

HALO currently has the higher Sharpe Ratio (1.23 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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