HELE vs. SOXX

In the year-to-date period, HELE achieves a -55.06% return, which is significantly lower than SOXX's -4.77% return. Over the past 10 years, HELE has underperformed SOXX with an annualized return of -11.30%, while SOXX has yielded a comparatively higher 21.21% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Helen of Troy Limited (HELE) and iShares PHLX Semiconductor ETF (SOXX). 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.

The current HELE Sharpe Ratio is -1.19, which is lower than the SOXX Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of HELE and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HELE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.72%.

The maximum HELE drawdown since its inception was -90.69%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for HELE and SOXX.

Helen of Troy Limited (HELE) has a higher volatility of 30.52% compared to iShares PHLX Semiconductor ETF (SOXX) at 9.81%. This indicates that HELE's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.