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HLTH vs. IXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLTH and IXJ is 0.20, 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.


-0.50.00.51.00.2

Performance

HLTH vs. IXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cue Health Inc. (HLTH) and iShares Global Healthcare ETF (IXJ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-7.04%
HLTH
IXJ

Key characteristics

Returns By Period


HLTH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IXJ

YTD

6.85%

1M

3.50%

6M

-7.05%

1Y

2.10%

5Y*

6.93%

10Y*

7.32%

*Annualized

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Risk-Adjusted Performance

HLTH vs. IXJ — Risk-Adjusted Performance Rank

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

HLTH
The Risk-Adjusted Performance Rank of HLTH is 66
Overall Rank
The Sharpe Ratio Rank of HLTH is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of HLTH is 55
Sortino Ratio Rank
The Omega Ratio Rank of HLTH is 33
Omega Ratio Rank
The Calmar Ratio Rank of HLTH is 11
Calmar Ratio Rank
The Martin Ratio Rank of HLTH is 22
Martin Ratio Rank

IXJ
The Risk-Adjusted Performance Rank of IXJ is 1010
Overall Rank
The Sharpe Ratio Rank of IXJ is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of IXJ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of IXJ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of IXJ is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IXJ is 99
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.

HLTH vs. IXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cue Health Inc. (HLTH) and iShares Global Healthcare ETF (IXJ). 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 HLTH, currently valued at -0.69, compared to the broader market-2.000.002.00-0.690.20
The chart of Sortino ratio for HLTH, currently valued at -1.76, compared to the broader market-4.00-2.000.002.004.006.00-1.760.36
The chart of Omega ratio for HLTH, currently valued at 0.54, compared to the broader market0.501.001.502.000.541.04
The chart of Calmar ratio for HLTH, currently valued at -0.97, compared to the broader market0.002.004.006.00-0.970.15
The chart of Martin ratio for HLTH, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.120.35
HLTH
IXJ


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.69
0.20
HLTH
IXJ

Dividends

HLTH vs. IXJ - Dividend Comparison

HLTH has not paid dividends to shareholders, while IXJ's dividend yield for the trailing twelve months is around 1.40%.


TTM20242023202220212020201920182017201620152014
HLTH
Cue Health Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXJ
iShares Global Healthcare ETF
1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.47%1.73%2.85%1.38%

Drawdowns

HLTH vs. IXJ - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.96%
-8.63%
HLTH
IXJ

Volatility

HLTH vs. IXJ - Volatility Comparison

The current volatility for Cue Health Inc. (HLTH) is 0.00%, while iShares Global Healthcare ETF (IXJ) has a volatility of 3.82%. This indicates that HLTH experiences smaller price fluctuations and is considered to be less risky than IXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February0
3.82%
HLTH
IXJ
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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.

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