HLF vs. EPAM

Last updated Apr 1, 2026

Compare and contrast key facts about Herbalife Nutrition Ltd. (HLF) and EPAM Systems, Inc. (EPAM).

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.

HLF vs. EPAM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HLF Herbalife Nutrition Ltd.	14.20%	92.68%	-56.16%	2.55%	-63.65%	-14.82%	0.80%	-19.13%	74.10%	40.67%
EPAM EPAM Systems, Inc.	-33.91%	-12.38%	-21.36%	-9.28%	-50.97%	86.54%	68.91%	82.88%	7.99%	67.05%

Fundamentals

Market Cap HLF : $1.52B EPAM : $7.49B
EPS HLF : $2.20 EPAM : $6.74
PE Ratio HLF : 6.68 EPAM : 20.08
PS Ratio HLF : 0.30 EPAM : 1.39
Total Revenue (TTM) HLF : $5.04B EPAM : $5.46B
Gross Profit (TTM) HLF : $3.92B EPAM : $1.54B
EBITDA (TTM) HLF : -$4.80M EPAM : $664.07M

Returns By Period

In the year-to-date period, HLF achieves a 14.20% return, which is significantly higher than EPAM's -33.91% return. Over the past 10 years, HLF has underperformed EPAM with an annualized return of -7.17%, while EPAM has yielded a comparatively higher 5.81% annualized return.

HLF

• 1D: 2.15%
• 1M: -24.59%
• YTD: 14.20%
• 6M: 74.41%
• 1Y: 70.57%
• 3Y*: -2.94%
• 5Y*: -20.13%
• 10Y*: -7.17%

EPAM

• 1D: -0.57%
• 1M: -3.97%
• YTD: -33.91%
• 6M: -10.21%
• 1Y: -19.81%
• 3Y*: -23.21%
• 5Y*: -19.48%
• 10Y*: 5.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HLF vs. EPAM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HLF

HLF Risk / Return Rank: 78
HLF Sharpe Ratio Rank: 77
HLF Sortino Ratio Rank: 80
HLF Omega Ratio Rank: 73
HLF Calmar Ratio Rank: 82
HLF Martin Ratio Rank: 76

EPAM

EPAM Risk / Return Rank: 23
EPAM Sharpe Ratio Rank: 23
EPAM Sortino Ratio Rank: 24
EPAM Omega Ratio Rank: 23
EPAM Calmar Ratio Rank: 27
EPAM Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLF vs. EPAM - Risk-Adjusted Trends 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.

	HLF	EPAM	Difference
Sharpe ratio Return per unit of total volatility	1.10	-0.43	+1.53
Sortino ratio Return per unit of downside risk	2.07	-0.31	+2.38
Omega ratio Gain probability vs. loss probability	1.23	0.96	+0.27
Calmar ratio Return relative to maximum drawdown	2.45	-0.47	+2.92
Martin ratio Return relative to average drawdown	4.73	-1.19	+5.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLF vs. EPAM - Sharpe Ratio Comparison

The current HLF Sharpe Ratio is 1.10, which is higher than the EPAM Sharpe Ratio of -0.43. 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.

Sharpe Ratios by Period

	HLF	EPAM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	-0.43	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	-0.36	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	0.13	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.40	-0.24

Correlation

The correlation between HLF and EPAM is 0.23, 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.

Dividends

HLF vs. EPAM - Dividend Comparison

Neither HLF nor EPAM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HLF vs. EPAM - Drawdown Comparison

The maximum HLF drawdown since its inception was -91.69%, which is greater than EPAM's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for HLF and EPAM.

Drawdown Indicators

	HLF	EPAM	Difference
Max Drawdown Largest peak-to-trough decline	-91.69%	-82.05%	-9.64%
Max Drawdown (1Y) Largest decline over 1 year	-29.33%	-41.82%	+12.49%
Max Drawdown (5Y) Largest decline over 5 years	-90.79%	-82.05%	-8.74%
Max Drawdown (10Y) Largest decline over 10 years	-91.69%	-82.05%	-9.64%
Current Drawdown Current decline from peak	-76.05%	-81.13%	+5.08%
Average Drawdown Average peak-to-trough decline	-31.27%	-24.93%	-6.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.19%	16.73%	-1.54%

Volatility

HLF vs. EPAM - Volatility Comparison

Herbalife Nutrition Ltd. (HLF) has a higher volatility of 16.11% compared to EPAM Systems, Inc. (EPAM) at 7.64%. This indicates that HLF's price experiences larger fluctuations and is considered to be riskier than EPAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HLF	EPAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.11%	7.64%	+8.47%
Volatility (6M) Calculated over the trailing 6-month period	44.30%	35.73%	+8.57%
Volatility (1Y) Calculated over the trailing 1-year period	64.36%	46.59%	+17.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.07%	53.73%	+6.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.50%	45.47%	+4.03%

Financials

HLF vs. EPAM - Profitability Comparison

The chart below illustrates the profitability comparison between Herbalife Nutrition Ltd. and EPAM Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

HLF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Herbalife Nutrition Ltd. reported a gross profit of 1.03B and revenue of 1.28B. Therefore, the gross margin over that period was 80.2%.

EPAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, EPAM Systems, Inc. reported a gross profit of 423.20M and revenue of 1.41B. Therefore, the gross margin over that period was 30.1%.

HLF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Herbalife Nutrition Ltd. reported an operating income of -383.00M and revenue of 1.28B, resulting in an operating margin of -29.9%.

EPAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, EPAM Systems, Inc. reported an operating income of 149.25M and revenue of 1.41B, resulting in an operating margin of 10.6%.

HLF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Herbalife Nutrition Ltd. reported a net income of 85.40M and revenue of 1.28B, resulting in a net margin of 6.7%.

EPAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, EPAM Systems, Inc. reported a net income of 109.35M and revenue of 1.41B, resulting in a net margin of 7.8%.