HNST vs. FSELX

In the year-to-date period, HNST achieves a -27.42% return, which is significantly lower than FSELX's -2.94% return.

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This table presents a comparison of risk-adjusted performance metrics for The Honest Company, Inc. (HNST) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current HNST Sharpe Ratio is 1.29, which is higher than the FSELX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of HNST and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HNST has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 8.90%.

The maximum HNST drawdown since its inception was -95.22%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for HNST and FSELX.

The Honest Company, Inc. (HNST) has a higher volatility of 19.51% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 10.25%. This indicates that HNST's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.