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HLN vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLN vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haleon plc (HLN) and iShares U.S. Dividend and Buyback ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HLN achieves a -12.61% return, which is significantly lower than DIVB's 17.35% return.


HLN

1D
0.23%
1M
-5.63%
YTD
-12.61%
6M
-7.09%
1Y
-19.56%
3Y*
3.50%
5Y*
10Y*

DIVB

1D
-0.56%
1M
8.55%
YTD
17.35%
6M
17.71%
1Y
29.81%
3Y*
22.07%
5Y*
12.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLN vs. DIVB - Yearly Performance Comparison


2026 (YTD)2025202420232022
HLN
Haleon plc
-12.61%7.84%17.99%4.21%7.96%
DIVB
iShares U.S. Dividend and Buyback ETF
17.35%15.09%18.59%13.27%0.94%

Correlation

The correlation between HLN and DIVB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2022

0.26

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Return for Risk

HLN vs. DIVB — Risk / Return Rank

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

HLN
HLN Risk / Return Rank: 77
Overall Rank
HLN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HLN Sortino Ratio Rank: 88
Sortino Ratio Rank
HLN Omega Ratio Rank: 1010
Omega Ratio Rank
HLN Calmar Ratio Rank: 66
Calmar Ratio Rank
HLN Martin Ratio Rank: 55
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7979
Overall Rank
DIVB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7777
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8282
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7676
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.

HLN vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Haleon plc (HLN) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.


HLNDIVBDifference
Sharpe ratioReturn per unit of total volatility

-3.58

Sortino ratioReturn per unit of downside risk

-5.00

Omega ratioGain probability vs. loss probability

0.86

1.47

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.90

4.39

-5.29

Martin ratioReturn relative to average drawdown

-1.55

14.95

-16.50

HLN vs. DIVB - Sharpe Ratio Comparison

The current HLN Sharpe Ratio is -0.93, which is lower than the DIVB Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of HLN and DIVB, 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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Sharpe Ratios by Period


HLNDIVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

2.65

-3.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.76

-0.51

Drawdowns

HLN vs. DIVB - Drawdown Comparison

The maximum HLN drawdown since its inception was -24.83%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for HLN and DIVB.


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Drawdown Indicators


HLNDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-24.83%

-36.93%

+12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-21.78%

-6.82%

-14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.11%

-15.45%

-7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Current Drawdown

Current decline from peak

-22.09%

-0.56%

-21.53%

Average Drawdown

Average peak-to-trough decline

-8.37%

-4.99%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.66%

2.00%

+10.66%

Volatility

HLN vs. DIVB - Volatility Comparison

Haleon plc (HLN) has a higher volatility of 5.70% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 3.34%. This indicates that HLN's price experiences larger fluctuations and is considered to be riskier than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLNDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

3.34%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

8.44%

+7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

11.33%

+9.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

15.23%

+8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

18.38%

+5.45%

Dividends

HLN vs. DIVB - Dividend Comparison

HLN's dividend yield for the trailing twelve months is around 2.17%, which matches DIVB's 2.19% yield.


PositionTTM202520242023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
2.19%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%
HLN
Haleon plc
2.17%1.73%1.65%1.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HLN and DIVB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HLN has higher volatility (5.70%) compared to DIVB (3.34%). In terms of maximum drawdown, HLN dropped -24.83% vs DIVB's -36.93%.

DIVB currently has the higher Sharpe Ratio (2.65 vs -0.93), 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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