HLF vs. EPAM
Compare and contrast key facts about Herbalife Nutrition Ltd. (HLF) and EPAM Systems, Inc. (EPAM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLF or EPAM.
Performance
HLF vs. EPAM - Performance Comparison
Returns By Period
In the year-to-date period, HLF achieves a -48.20% return, which is significantly lower than EPAM's -20.87% return. Over the past 10 years, HLF has underperformed EPAM with an annualized return of -8.87%, while EPAM has yielded a comparatively higher 17.16% annualized return.
HLF
-48.20%
12.93%
-27.41%
-38.19%
-29.30%
-8.87%
EPAM
-20.87%
16.72%
25.29%
-8.89%
2.34%
17.16%
Fundamentals
HLF | EPAM | |
---|---|---|
Market Cap | $826.49M | $13.94B |
EPS | $0.85 | $7.71 |
PE Ratio | 9.65 | 31.87 |
PEG Ratio | -32.80 | 1.80 |
Total Revenue (TTM) | $5.00B | $4.64B |
Gross Profit (TTM) | $3.84B | $1.36B |
EBITDA (TTM) | $474.70M | $644.96M |
Key characteristics
HLF | EPAM | |
---|---|---|
Sharpe Ratio | -0.61 | -0.16 |
Sortino Ratio | -0.53 | 0.08 |
Omega Ratio | 0.92 | 1.01 |
Calmar Ratio | -0.42 | -0.09 |
Martin Ratio | -1.01 | -0.25 |
Ulcer Index | 37.53% | 28.46% |
Daily Std Dev | 62.43% | 43.57% |
Max Drawdown | -89.05% | -76.27% |
Current Drawdown | -87.14% | -67.21% |
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Correlation
The correlation between HLF and EPAM is 0.24, 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.
Risk-Adjusted Performance
HLF vs. EPAM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Herbalife Nutrition Ltd. (HLF) and EPAM Systems, Inc. (EPAM). 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
HLF vs. EPAM - Dividend Comparison
Neither HLF nor EPAM has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Herbalife Nutrition Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.80% | 1.52% |
EPAM Systems, 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% |
Drawdowns
HLF vs. EPAM - Drawdown Comparison
The maximum HLF drawdown since its inception was -89.05%, which is greater than EPAM's maximum drawdown of -76.27%. Use the drawdown chart below to compare losses from any high point for HLF and EPAM. For additional features, visit the drawdowns tool.
Volatility
HLF vs. EPAM - Volatility Comparison
Herbalife Nutrition Ltd. (HLF) and EPAM Systems, Inc. (EPAM) have volatilities of 16.73% and 16.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HLF vs. EPAM - Financials Comparison
This section allows you to compare key financial metrics between Herbalife Nutrition Ltd. and EPAM Systems, 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.
Total Revenue: Total amount of money received from sales and other business activities