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HBI vs. EBF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HBI and EBF is 0.36, 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

HBI vs. EBF - Performance Comparison

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

50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
53.28%
181.19%
HBI
EBF

Key characteristics

Sharpe Ratio

HBI:

0.32

EBF:

1.13

Sortino Ratio

HBI:

0.86

EBF:

1.68

Omega Ratio

HBI:

1.11

EBF:

1.21

Calmar Ratio

HBI:

0.21

EBF:

1.58

Martin Ratio

HBI:

1.47

EBF:

5.05

Ulcer Index

HBI:

11.77%

EBF:

4.48%

Daily Std Dev

HBI:

54.91%

EBF:

20.02%

Max Drawdown

HBI:

-86.52%

EBF:

-73.10%

Current Drawdown

HBI:

-77.23%

EBF:

-4.04%

Fundamentals

Market Cap

HBI:

$2.18B

EBF:

$548.42M

EPS

HBI:

-$0.28

EBF:

$1.58

PEG Ratio

HBI:

0.19

EBF:

3.36

Total Revenue (TTM)

HBI:

$3.89B

EBF:

$399.35M

Gross Profit (TTM)

HBI:

$1.60B

EBF:

$117.60M

EBITDA (TTM)

HBI:

$252.89M

EBF:

$70.53M

Returns By Period

In the year-to-date period, HBI achieves a -25.92% return, which is significantly lower than EBF's 1.78% return. Over the past 10 years, HBI has underperformed EBF with an annualized return of -13.21%, while EBF has yielded a comparatively higher 11.41% annualized return.


HBI

YTD

-25.92%

1M

-28.89%

6M

-5.04%

1Y

10.64%

5Y*

-12.48%

10Y*

-13.21%

EBF

YTD

1.78%

1M

2.37%

6M

1.34%

1Y

22.60%

5Y*

7.92%

10Y*

11.41%

*Annualized

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Risk-Adjusted Performance

HBI vs. EBF — Risk-Adjusted Performance Rank

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

HBI
The Risk-Adjusted Performance Rank of HBI is 5959
Overall Rank
The Sharpe Ratio Rank of HBI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of HBI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HBI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of HBI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of HBI is 6464
Martin Ratio Rank

EBF
The Risk-Adjusted Performance Rank of EBF is 8080
Overall Rank
The Sharpe Ratio Rank of EBF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EBF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EBF is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EBF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of EBF is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HBI vs. EBF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hanesbrands Inc. (HBI) 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.


Sharpe ratio
The chart of Sharpe ratio for HBI, currently valued at 0.32, compared to the broader market-3.00-2.00-1.000.001.002.003.000.321.13
The chart of Sortino ratio for HBI, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.861.68
The chart of Omega ratio for HBI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.21
The chart of Calmar ratio for HBI, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.006.000.211.58
The chart of Martin ratio for HBI, currently valued at 1.47, compared to the broader market-5.000.005.0010.0015.0020.0025.001.475.05
HBI
EBF

The current HBI Sharpe Ratio is 0.32, which is lower than the EBF Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HBI and EBF, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.32
1.13
HBI
EBF

Dividends

HBI vs. EBF - Dividend Comparison

HBI has not paid dividends to shareholders, while EBF's dividend yield for the trailing twelve months is around 16.51%.


TTM20242023202220212020201920182017201620152014
HBI
Hanesbrands Inc.
0.00%0.00%0.00%9.43%3.59%4.12%4.04%4.79%2.87%2.04%1.36%1.08%
EBF
Ennis, Inc.
16.51%16.60%4.56%4.51%4.86%5.04%4.16%4.94%3.61%12.68%3.64%5.20%

Drawdowns

HBI vs. EBF - Drawdown Comparison

The maximum HBI drawdown since its inception was -86.52%, which is greater than EBF's maximum drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for HBI and EBF. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-77.23%
-4.04%
HBI
EBF

Volatility

HBI vs. EBF - Volatility Comparison

Hanesbrands Inc. (HBI) has a higher volatility of 24.55% compared to Ennis, Inc. (EBF) at 4.05%. This indicates that HBI'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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
24.55%
4.05%
HBI
EBF

Financials

HBI vs. EBF - Financials Comparison

This section allows you to compare key financial metrics between Hanesbrands Inc. and Ennis, 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
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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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