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HIFS vs. APH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HIFSAPH
YTD Return45.56%50.13%
1Y Return74.80%75.14%
3Y Return (Ann)-8.45%23.22%
5Y Return (Ann)9.72%24.87%
10Y Return (Ann)14.00%20.50%
Sharpe Ratio1.753.02
Sortino Ratio2.593.28
Omega Ratio1.301.54
Calmar Ratio1.154.48
Martin Ratio6.3514.92
Ulcer Index11.37%5.13%
Daily Std Dev41.30%25.36%
Max Drawdown-64.79%-63.41%
Current Drawdown-32.73%0.00%

Fundamentals


HIFSAPH
Market Cap$643.15M$87.01B
EPS$10.68$1.80
PE Ratio27.6240.09
PEG Ratio0.002.18
Total Revenue (TTM)$211.10M$14.23B
Gross Profit (TTM)$211.10M$4.76B
EBITDA (TTM)$5.36M$3.33B

Correlation

-0.50.00.51.00.1

The correlation between HIFS and APH is 0.11, 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.

Performance

HIFS vs. APH - Performance Comparison

In the year-to-date period, HIFS achieves a 45.56% return, which is significantly lower than APH's 50.13% return. Over the past 10 years, HIFS has underperformed APH with an annualized return of 14.00%, while APH has yielded a comparatively higher 20.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
55.33%
16.42%
HIFS
APH

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Risk-Adjusted Performance

HIFS vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hingham Institution for Savings (HIFS) and Amphenol Corporation (APH). 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.


HIFS
Sharpe ratio
The chart of Sharpe ratio for HIFS, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for HIFS, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for HIFS, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for HIFS, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for HIFS, currently valued at 6.35, compared to the broader market-10.000.0010.0020.0030.006.35
APH
Sharpe ratio
The chart of Sharpe ratio for APH, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.02
Sortino ratio
The chart of Sortino ratio for APH, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for APH, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for APH, currently valued at 4.48, compared to the broader market0.002.004.006.004.48
Martin ratio
The chart of Martin ratio for APH, currently valued at 14.92, compared to the broader market-10.000.0010.0020.0030.0014.92

HIFS vs. APH - Sharpe Ratio Comparison

The current HIFS Sharpe Ratio is 1.75, which is lower than the APH Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of HIFS and APH, 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 Ratio-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.75
3.02
HIFS
APH

Dividends

HIFS vs. APH - Dividend Comparison

HIFS's dividend yield for the trailing twelve months is around 0.90%, more than APH's 0.67% yield.


TTM20232022202120202019201820172016201520142013
HIFS
Hingham Institution for Savings
0.90%1.30%1.10%0.67%1.61%0.97%0.87%0.78%0.77%1.79%1.57%1.68%
APH
Amphenol Corporation
0.67%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%

Drawdowns

HIFS vs. APH - Drawdown Comparison

The maximum HIFS drawdown since its inception was -64.79%, roughly equal to the maximum APH drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for HIFS and APH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.73%
0
HIFS
APH

Volatility

HIFS vs. APH - Volatility Comparison

Hingham Institution for Savings (HIFS) has a higher volatility of 17.40% compared to Amphenol Corporation (APH) at 7.51%. This indicates that HIFS's price experiences larger fluctuations and is considered to be riskier than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
17.40%
7.51%
HIFS
APH

Financials

HIFS vs. APH - Financials Comparison

This section allows you to compare key financial metrics between Hingham Institution for Savings and Amphenol Corporation. 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