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

Performance

HLF vs. NATR - Performance Comparison

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

0.00%200.00%400.00%600.00%JuneJulyAugustSeptemberOctoberNovember
22.52%
614.86%
HLF
NATR

Returns By Period

In the year-to-date period, HLF achieves a -44.82% return, which is significantly lower than NATR's -7.46% return. Over the past 10 years, HLF has underperformed NATR with an annualized return of -8.75%, while NATR has yielded a comparatively higher 1.98% annualized return.


HLF

YTD

-44.82%

1M

20.63%

6M

-21.67%

1Y

-34.53%

5Y (annualized)

-28.48%

10Y (annualized)

-8.75%

NATR

YTD

-7.46%

1M

25.98%

6M

3.69%

1Y

-8.73%

5Y (annualized)

11.80%

10Y (annualized)

1.98%

Fundamentals


HLFNATR
Market Cap$847.66M$295.61M
EPS$0.85$0.88
PE Ratio9.8918.18
PEG Ratio-32.800.00
Total Revenue (TTM)$5.00B$445.10M
Gross Profit (TTM)$3.84B$308.24M
EBITDA (TTM)$460.00M$30.87M

Key characteristics


HLFNATR
Sharpe Ratio-0.55-0.18
Sortino Ratio-0.420.09
Omega Ratio0.941.01
Calmar Ratio-0.39-0.20
Martin Ratio-0.91-0.37
Ulcer Index37.98%23.39%
Daily Std Dev62.90%49.10%
Max Drawdown-89.05%-62.16%
Current Drawdown-86.30%-23.41%

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Correlation

-0.50.00.51.00.2

The correlation between HLF and NATR 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. NATR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Herbalife Nutrition Ltd. (HLF) and Nature's Sunshine Products, Inc. (NATR). 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 -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.18
The chart of Sortino ratio for HLF, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.420.09
The chart of Omega ratio for HLF, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.01
The chart of Calmar ratio for HLF, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.20
The chart of Martin ratio for HLF, currently valued at -0.91, compared to the broader market0.0010.0020.0030.00-0.91-0.37
HLF
NATR

The current HLF Sharpe Ratio is -0.55, which is lower than the NATR Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of HLF and NATR, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.55
-0.18
HLF
NATR

Dividends

HLF vs. NATR - Dividend Comparison

Neither HLF nor NATR 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%
NATR
Nature's Sunshine Products, Inc.
0.00%0.00%0.00%5.41%0.00%0.00%0.00%0.87%2.67%3.95%12.82%10.97%

Drawdowns

HLF vs. NATR - Drawdown Comparison

The maximum HLF drawdown since its inception was -89.05%, which is greater than NATR's maximum drawdown of -62.16%. Use the drawdown chart below to compare losses from any high point for HLF and NATR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-86.30%
-23.41%
HLF
NATR

Volatility

HLF vs. NATR - Volatility Comparison

The current volatility for Herbalife Nutrition Ltd. (HLF) is 18.39%, while Nature's Sunshine Products, Inc. (NATR) has a volatility of 21.97%. This indicates that HLF experiences smaller price fluctuations and is considered to be less risky than NATR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.39%
21.97%
HLF
NATR

Financials

HLF vs. NATR - Financials Comparison

This section allows you to compare key financial metrics between Herbalife Nutrition Ltd. and Nature's Sunshine Products, 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