HAYW vs. EBF

Last updated Jun 3, 2026

HAYW (Hayward Holdings, Inc.) and EBF (Ennis, Inc.) are both stocks. Both are in the Industrials sector — HAYW in Electrical Equipment & Parts, EBF in Business Equipment & Supplies. Over the past 5 years, HAYW returned -10.69%/yr vs 7.05%/yr for EBF. At a 0.34 correlation, their price movements are largely independent.

Performance

HAYW vs. EBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hayward Holdings, Inc. (HAYW) and Ennis, Inc. (EBF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAYW achieves a -9.51% return, which is significantly lower than EBF's 18.04% return.

HAYW

• 1D: -0.21%
• 1M: -7.11%
• YTD: -9.51%
• 6M: -14.60%
• 1Y: 1.60%
• 3Y*: 7.13%
• 5Y*: -10.69%
• 10Y*: —

EBF

• 1D: 0.63%
• 1M: -1.85%
• YTD: 18.04%
• 6M: 20.79%
• 1Y: 18.22%
• 3Y*: 9.67%
• 5Y*: 7.05%
• 10Y*: 7.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAYW vs. EBF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HAYW Hayward Holdings, Inc.	-9.51%	1.05%	12.43%	44.68%	-64.16%	54.29%
EBF Ennis, Inc.	18.04%	-9.96%	12.59%	3.64%	19.38%	-5.87%

Correlation

The correlation between HAYW and EBF is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Mar 15, 2021	0.34

Fundamentals

EPS HAYW : $0.72 EBF : $2.44
PE Ratio HAYW : 19.34 EBF : 8.48
PS Ratio HAYW : 2.70 EBF : 1.22
Total Revenue (TTM) HAYW : $1.15B EBF : $296.04M
Gross Profit (TTM) HAYW : $550.85M EBF : $92.28M
EBITDA (TTM) HAYW : $292.55M EBF : $75.72M

Return for Risk

HAYW vs. EBF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAYW

HAYW Risk / Return Rank: 39
HAYW Sharpe Ratio Rank: 42
HAYW Sortino Ratio Rank: 37
HAYW Omega Ratio Rank: 36
HAYW Calmar Ratio Rank: 40
HAYW Martin Ratio Rank: 40

EBF

EBF Risk / Return Rank: 64
EBF Sharpe Ratio Rank: 67
EBF Sortino Ratio Rank: 59
EBF Omega Ratio Rank: 58
EBF Calmar Ratio Rank: 68
EBF Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAYW vs. EBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hayward Holdings, Inc. (HAYW) and Ennis, Inc. (EBF). 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.

	HAYW	EBF	Difference
Sharpe ratio Return per unit of total volatility	0.05	0.84	-0.79
Sortino ratio Return per unit of downside risk	0.33	1.23	-0.91
Omega ratio Gain probability vs. loss probability	1.04	1.16	-0.12
Calmar ratio Return relative to maximum drawdown	0.01	1.50	-1.49
Martin ratio Return relative to average drawdown	0.02	3.58	-3.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAYW vs. EBF - Sharpe Ratio Comparison

The current HAYW Sharpe Ratio is 0.05, which is lower than the EBF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of HAYW and EBF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HAYW	EBF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	0.84	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.33	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.19	-0.28

Drawdowns

HAYW vs. EBF - Drawdown Comparison

The maximum HAYW drawdown since its inception was -70.49%, roughly equal to the maximum EBF drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for HAYW and EBF.

Drawdown Indicators

	HAYW	EBF	Difference
Max Drawdown Largest peak-to-trough decline	-70.49%	-73.10%	+2.61%
Max Drawdown (1Y) Largest decline over 1 year	-24.04%	-11.41%	-12.63%
Max Drawdown (3Y) Largest decline over 3 years	-31.81%	-22.80%	-9.01%
Max Drawdown (5Y) Largest decline over 5 years	-70.49%	-22.80%	-47.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.32%	—
Current Drawdown Current decline from peak	-49.26%	-6.24%	-43.02%
Average Drawdown Average peak-to-trough decline	-43.12%	-20.58%	-22.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.10%	4.77%	+5.33%

Volatility

HAYW vs. EBF - Volatility Comparison

Hayward Holdings, Inc. (HAYW) has a higher volatility of 9.70% compared to Ennis, Inc. (EBF) at 5.52%. This indicates that HAYW's price experiences larger fluctuations and is considered to be riskier than EBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAYW	EBF	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.70%	5.52%	+4.18%
Volatility (6M) Calculated over the trailing 6-month period	20.67%	16.11%	+4.56%
Volatility (1Y) Calculated over the trailing 1-year period	30.94%	21.84%	+9.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.88%	21.36%	+19.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.02%	26.25%	+15.77%

Dividends

HAYW vs. EBF - Dividend Comparison

HAYW has not paid dividends to shareholders, while EBF's dividend yield for the trailing twelve months is around 4.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EBF Ennis, Inc.	4.82%	5.55%	16.60%	4.56%	4.51%	4.86%	5.04%	4.16%	4.94%	3.61%	11.67%	3.64%
HAYW Hayward Holdings, 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%

Financials

Frequently Asked Questions

Can I hold both HAYW and EBF in my portfolio?

HAYW and EBF have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAYW or EBF?

HAYW has higher volatility (9.70%) compared to EBF (5.52%). In terms of maximum drawdown, HAYW dropped -70.49% vs EBF's -73.10%.

Which has better risk-adjusted returns?

EBF currently has the higher Sharpe Ratio (0.84 vs 0.05), 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.