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HLF vs. EPAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HLF vs. EPAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Herbalife Nutrition Ltd. (HLF) and EPAM Systems, Inc. (EPAM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-27.48%
22.87%
HLF
EPAM

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

YTD

-48.20%

1M

12.93%

6M

-27.41%

1Y

-38.19%

5Y (annualized)

-29.30%

10Y (annualized)

-8.87%

EPAM

YTD

-20.87%

1M

16.72%

6M

25.29%

1Y

-8.89%

5Y (annualized)

2.34%

10Y (annualized)

17.16%

Fundamentals


HLFEPAM
Market Cap$826.49M$13.94B
EPS$0.85$7.71
PE Ratio9.6531.87
PEG Ratio-32.801.80
Total Revenue (TTM)$5.00B$4.64B
Gross Profit (TTM)$3.84B$1.36B
EBITDA (TTM)$474.70M$644.96M

Key characteristics


HLFEPAM
Sharpe Ratio-0.61-0.16
Sortino Ratio-0.530.08
Omega Ratio0.921.01
Calmar Ratio-0.42-0.09
Martin Ratio-1.01-0.25
Ulcer Index37.53%28.46%
Daily Std Dev62.43%43.57%
Max Drawdown-89.05%-76.27%
Current Drawdown-87.14%-67.21%

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Correlation

-0.50.00.51.00.2

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.


Sharpe ratio
The chart of Sharpe ratio for HLF, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61-0.19
The chart of Sortino ratio for HLF, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.530.05
The chart of Omega ratio for HLF, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.01
The chart of Calmar ratio for HLF, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42-0.11
The chart of Martin ratio for HLF, currently valued at -1.01, compared to the broader market0.0010.0020.0030.00-1.01-0.28
HLF
EPAM

The current HLF Sharpe Ratio is -0.61, which is lower than the EPAM Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of HLF and EPAM, 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-1.00-0.80-0.60-0.40-0.200.000.20JuneJulyAugustSeptemberOctoberNovember
-0.61
-0.19
HLF
EPAM

Dividends

HLF vs. EPAM - Dividend Comparison

Neither HLF nor EPAM has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HLF
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
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.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-87.14%
-67.21%
HLF
EPAM

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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.73%
16.75%
HLF
EPAM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items