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HIMS vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIMS vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hims & Hers Health, Inc. (HIMS) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIMS achieves a -14.47% return, which is significantly lower than FDL's 18.16% return.


HIMS

1D
2.70%
1M
-24.54%
6M
2.51%
YTD
-14.47%
1Y
-55.60%
3Y*
46.90%
5Y*
28.55%
10Y*
ALL TIME*
16.38%

FDL

1D
0.02%
1M
3.27%
6M
9.50%
YTD
18.16%
1Y
27.65%
3Y*
18.28%
5Y*
13.98%
10Y*
11.09%
ALL TIME*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$52.24M$50.06M$42.95M
$513.38M$470.49M$554.38M

HIMS vs. FDL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIMS
Hims & Hers Health, Inc.
-14.47%34.28%171.69%38.85%-2.14%-55.14%47.47%1.23%
FDL
First Trust Morningstar Dividend Leaders Index Fund
18.16%14.79%17.98%2.94%6.66%26.10%-4.30%5.84%

Correlation

The correlation between HIMS and FDL is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.15

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.15

The correlation between HIMS and FDL shifts across timeframes, from -0.15 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HIMS vs. FDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HIMS
HIMS Risk / Return Rank: 1616
Overall Rank
HIMS Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HIMS Sortino Ratio Rank: 1616
Sortino Ratio Rank
HIMS Omega Ratio Rank: 1818
Omega Ratio Rank
HIMS Calmar Ratio Rank: 1515
Calmar Ratio Rank
HIMS Martin Ratio Rank: 1616
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 9292
Overall Rank
FDL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 9292
Sortino Ratio Rank
FDL Omega Ratio Rank: 8888
Omega Ratio Rank
FDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
FDL Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HIMS vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hims & Hers Health, Inc. (HIMS) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HIMSFDLDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-4.19

Omega ratioGain probability vs. loss probability

0.91

1.39

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.75

6.29

-7.04

Martin ratioReturn relative to average drawdown

-1.19

14.86

-16.05

HIMS vs. FDL - Sharpe Ratio Comparison

The current HIMS Sharpe Ratio is -0.63, which is lower than the FDL Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of HIMS and FDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HIMS vs. FDL - Drawdown Comparison

The maximum HIMS drawdown since its inception was -87.29%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for HIMS and FDL.


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Drawdown Indicators


HIMSFDLDifference

Max Drawdown

Largest peak-to-trough decline

-87.29%

-65.93%

-21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-77.08%

-4.27%

-72.81%

Max Drawdown (3Y)

Largest decline over 3 years

-78.88%

-12.24%

-66.64%

Max Drawdown (5Y)

Largest decline over 5 years

-78.88%

-16.46%

-62.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-59.60%

-1.96%

-57.64%

Average Drawdown

Average peak-to-trough decline

-43.40%

-9.59%

-33.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.87%

1.81%

+49.06%

Volatility

HIMS vs. FDL - Volatility Comparison

Hims & Hers Health, Inc. (HIMS) has a higher volatility of 29.05% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.96%. This indicates that HIMS's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIMSFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.05%

4.96%

+24.09%

Volatility (6M)

Calculated over the trailing 6-month period

74.17%

8.97%

+65.20%

Volatility (1Y)

Calculated over the trailing 1-year period

91.82%

11.95%

+79.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.07%

14.44%

+69.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.60%

17.16%

+60.44%

Dividends

HIMS vs. FDL - Dividend Comparison

HIMS has not paid dividends to shareholders, while FDL's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.59%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
HIMS
Hims & Hers Health, 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%

Frequently Asked Questions


HIMS and FDL have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIMS has higher volatility (29.05%) compared to FDL (4.96%). In terms of maximum drawdown, HIMS dropped -87.29% vs FDL's -65.93%.

FDL currently has the higher Sharpe Ratio (2.26 vs -0.63), 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.

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