HBI vs. NASDX
Compare and contrast key facts about Hanesbrands Inc. (HBI) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HBI or NASDX.
Performance
HBI vs. NASDX - Performance Comparison
Returns By Period
In the year-to-date period, HBI achieves a 85.20% return, which is significantly higher than NASDX's 22.43% return. Over the past 10 years, HBI has underperformed NASDX with an annualized return of -8.99%, while NASDX has yielded a comparatively higher 15.02% annualized return.
HBI
85.20%
10.28%
70.66%
101.46%
-8.79%
-8.99%
NASDX
22.43%
1.05%
10.14%
21.12%
15.85%
15.02%
Key characteristics
| HBI | NASDX | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.11 |
| Sortino Ratio | 2.53 | 1.49 |
| Omega Ratio | 1.31 | 1.22 |
| Calmar Ratio | 1.14 | 1.40 |
| Martin Ratio | 10.08 | 5.17 |
| Ulcer Index | 9.73% | 4.08% |
| Daily Std Dev | 56.11% | 19.11% |
| Max Drawdown | -86.52% | -81.69% |
| Current Drawdown | -68.82% | -2.73% |
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Correlation
The correlation between HBI and NASDX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HBI vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hanesbrands Inc. (HBI) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
Dividends
HBI vs. NASDX - Dividend Comparison
HBI has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HBI Hanesbrands Inc. | 0.00% | 0.00% | 9.43% | 3.59% | 4.12% | 4.04% | 4.79% | 2.87% | 2.04% | 1.36% | 1.08% | 0.85% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.39% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
Drawdowns
HBI vs. NASDX - Drawdown Comparison
The maximum HBI drawdown since its inception was -86.52%, which is greater than NASDX's maximum drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for HBI and NASDX. For additional features, visit the drawdowns tool.
Volatility
HBI vs. NASDX - Volatility Comparison
Hanesbrands Inc. (HBI) has a higher volatility of 20.12% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.60%. This indicates that HBI's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.