PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HLIT vs. INSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HLIT and INSG 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.


-0.50.00.51.0
Correlation: 0.2

Performance

HLIT vs. INSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmonic Inc. (HLIT) and Inseego Corp. (INSG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-29.85%
-99.49%
HLIT
INSG

Key characteristics

Sharpe Ratio

HLIT:

-0.71

INSG:

1.43

Sortino Ratio

HLIT:

-0.80

INSG:

2.25

Omega Ratio

HLIT:

0.87

INSG:

1.30

Calmar Ratio

HLIT:

-0.40

INSG:

1.48

Martin Ratio

HLIT:

-2.11

INSG:

5.01

Ulcer Index

HLIT:

17.71%

INSG:

29.60%

Daily Std Dev

HLIT:

52.42%

INSG:

103.60%

Max Drawdown

HLIT:

-99.32%

INSG:

-99.92%

Current Drawdown

HLIT:

-94.53%

INSG:

-99.70%

Fundamentals

Market Cap

HLIT:

$975.05M

INSG:

$103.54M

EPS

HLIT:

$0.33

INSG:

-$1.41

PEG Ratio

HLIT:

-0.21

INSG:

3.18

Total Revenue (TTM)

HLIT:

$556.66M

INSG:

$161.27M

Gross Profit (TTM)

HLIT:

$299.61M

INSG:

$59.78M

EBITDA (TTM)

HLIT:

$84.13M

INSG:

$410.00K

Returns By Period

In the year-to-date period, HLIT achieves a -37.04% return, which is significantly lower than INSG's -32.75% return. Over the past 10 years, HLIT has outperformed INSG with an annualized return of 1.32%, while INSG has yielded a comparatively lower -18.46% annualized return.


HLIT

YTD

-37.04%

1M

-22.15%

6M

-39.46%

1Y

-36.12%

5Y*

8.52%

10Y*

1.32%

INSG

YTD

-32.75%

1M

-27.37%

6M

-58.13%

1Y

158.43%

5Y*

-37.24%

10Y*

-18.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HLIT vs. INSG — Risk-Adjusted Performance Rank

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

HLIT
The Risk-Adjusted Performance Rank of HLIT is 1717
Overall Rank
The Sharpe Ratio Rank of HLIT is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of HLIT is 1616
Omega Ratio Rank
The Calmar Ratio Rank of HLIT is 3131
Calmar Ratio Rank
The Martin Ratio Rank of HLIT is 22
Martin Ratio Rank

INSG
The Risk-Adjusted Performance Rank of INSG is 9090
Overall Rank
The Sharpe Ratio Rank of INSG is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of INSG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of INSG is 8888
Omega Ratio Rank
The Calmar Ratio Rank of INSG is 9191
Calmar Ratio Rank
The Martin Ratio Rank of INSG is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HLIT vs. INSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmonic Inc. (HLIT) and Inseego Corp. (INSG). 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 HLIT, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.00
HLIT: -0.71
INSG: 1.43
The chart of Sortino ratio for HLIT, currently valued at -0.80, compared to the broader market-6.00-4.00-2.000.002.004.00
HLIT: -0.80
INSG: 2.25
The chart of Omega ratio for HLIT, currently valued at 0.87, compared to the broader market0.501.001.502.00
HLIT: 0.87
INSG: 1.30
The chart of Calmar ratio for HLIT, currently valued at -0.68, compared to the broader market0.001.002.003.004.00
HLIT: -0.68
INSG: 1.48
The chart of Martin ratio for HLIT, currently valued at -2.11, compared to the broader market-10.000.0010.0020.00
HLIT: -2.11
INSG: 5.01

The current HLIT Sharpe Ratio is -0.71, which is lower than the INSG Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of HLIT and INSG, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.71
1.43
HLIT
INSG

Dividends

HLIT vs. INSG - Dividend Comparison

Neither HLIT nor INSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HLIT vs. INSG - Drawdown Comparison

The maximum HLIT drawdown since its inception was -99.32%, roughly equal to the maximum INSG drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for HLIT and INSG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-54.70%
-99.70%
HLIT
INSG

Volatility

HLIT vs. INSG - Volatility Comparison

The current volatility for Harmonic Inc. (HLIT) is 13.06%, while Inseego Corp. (INSG) has a volatility of 20.38%. This indicates that HLIT experiences smaller price fluctuations and is considered to be less risky than INSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
13.06%
20.38%
HLIT
INSG

Financials

HLIT vs. INSG - Financials Comparison

This section allows you to compare key financial metrics between Harmonic Inc. and Inseego Corp.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab