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HLF vs. INBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HLF vs. INBX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HLF achieves a -5.90% return, which is significantly lower than INBX's 18.10% return.


HLF

1D
1.93%
1M
-2.41%
YTD
-5.90%
6M
-11.14%
1Y
50.87%
3Y*
-1.34%
5Y*
-25.37%
10Y*
-8.27%

INBX

1D
0.27%
1M
-7.92%
YTD
18.10%
6M
6.60%
1Y
524.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLF vs. INBX - Yearly Performance Comparison


2026 (YTD)20252024
HLF
Herbalife Nutrition Ltd.
-5.90%92.68%-38.17%
INBX
Inhibrx, Inc.
18.10%412.99%18.46%

Correlation

The correlation between HLF and INBX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since May 29, 2024

0.13

Fundamentals

Market Cap

HLF:

$1.31B

INBX:

$1.45B

EPS

HLF:

$2.29

INBX:

-$8.40

PS Ratio

HLF:

0.25

INBX:

1.11K

Total Revenue (TTM)

HLF:

$5.13B

INBX:

$1.30M

Gross Profit (TTM)

HLF:

$3.93B

INBX:

-$508.00K

EBITDA (TTM)

HLF:

$423.60M

INBX:

-$117.63M

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Return for Risk

HLF vs. INBX — Risk / Return Rank

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

HLF
HLF Risk / Return Rank: 6868
Overall Rank
HLF Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HLF Sortino Ratio Rank: 7171
Sortino Ratio Rank
HLF Omega Ratio Rank: 6767
Omega Ratio Rank
HLF Calmar Ratio Rank: 6666
Calmar Ratio Rank
HLF Martin Ratio Rank: 6666
Martin Ratio Rank

INBX
INBX Risk / Return Rank: 9898
Overall Rank
INBX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
INBX Sortino Ratio Rank: 9898
Sortino Ratio Rank
INBX Omega Ratio Rank: 9797
Omega Ratio Rank
INBX Calmar Ratio Rank: 9999
Calmar Ratio Rank
INBX Martin Ratio Rank: 9898
Martin Ratio Rank
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. INBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Herbalife Nutrition Ltd. (HLF) and Inhibrx, Inc. (INBX). 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.


HLFINBXDifference
Sharpe ratioReturn per unit of total volatility

-3.26

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

1.20

1.67

-0.48

Calmar ratioReturn relative to maximum drawdown

1.18

13.70

-12.52

Martin ratioReturn relative to average drawdown

2.62

32.18

-29.56

HLF vs. INBX - Sharpe Ratio Comparison

The current HLF Sharpe Ratio is 0.84, which is lower than the INBX Sharpe Ratio of 4.10. The chart below compares the historical Sharpe Ratios of HLF and INBX, 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

HLF vs. INBX - Drawdown Comparison

The maximum HLF drawdown since its inception was -91.69%, which is greater than INBX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for HLF and INBX.


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Drawdown Indicators


HLFINBXDifference

Max Drawdown

Largest peak-to-trough decline

-91.69%

-39.84%

-51.85%

Max Drawdown (1Y)

Largest decline over 1 year

-43.39%

-38.66%

-4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-72.73%

Max Drawdown (5Y)

Largest decline over 5 years

-90.58%

Max Drawdown (10Y)

Largest decline over 10 years

-91.69%

Current Drawdown

Current decline from peak

-80.27%

-34.22%

-46.05%

Average Drawdown

Average peak-to-trough decline

-31.75%

-17.24%

-14.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.47%

16.42%

+3.05%

Volatility

HLF vs. INBX - Volatility Comparison

The current volatility for Herbalife Nutrition Ltd. (HLF) is 12.09%, while Inhibrx, Inc. (INBX) has a volatility of 15.84%. This indicates that HLF experiences smaller price fluctuations and is considered to be less risky than INBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLFINBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.09%

15.84%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

39.05%

61.05%

-22.00%

Volatility (1Y)

Calculated over the trailing 1-year period

61.04%

129.43%

-68.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.89%

99.84%

-38.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.94%

99.84%

-49.90%

Dividends

HLF vs. INBX - Dividend Comparison

Neither HLF nor INBX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

HLF vs. INBX - Financials Comparison

This section allows you to compare key financial metrics between Herbalife Nutrition Ltd. and Inhibrx, 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


0.00500.00M1.00B1.50B20222023202420252026
1.32B
0
(HLF) Total Revenue
(INBX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HLF and INBX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INBX has higher volatility (15.84%) compared to HLF (12.09%). In terms of maximum drawdown, HLF dropped -91.69% vs INBX's -39.84%.

INBX currently has the higher Sharpe Ratio (4.10 vs 0.84), 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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