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HOG vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HOG and ^GSPC is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HOG vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harley-Davidson, Inc. (HOG) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,446.71%
2,207.51%
HOG
^GSPC

Key characteristics

Sharpe Ratio

HOG:

-0.27

^GSPC:

1.90

Sortino Ratio

HOG:

-0.13

^GSPC:

2.54

Omega Ratio

HOG:

0.98

^GSPC:

1.35

Calmar Ratio

HOG:

-0.21

^GSPC:

2.81

Martin Ratio

HOG:

-0.57

^GSPC:

12.39

Ulcer Index

HOG:

17.11%

^GSPC:

1.93%

Daily Std Dev

HOG:

36.84%

^GSPC:

12.58%

Max Drawdown

HOG:

-88.26%

^GSPC:

-56.78%

Current Drawdown

HOG:

-46.85%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, HOG achieves a -15.63% return, which is significantly lower than ^GSPC's 23.11% return. Over the past 10 years, HOG has underperformed ^GSPC with an annualized return of -5.00%, while ^GSPC has yielded a comparatively higher 11.01% annualized return.


HOG

YTD

-15.63%

1M

-7.07%

6M

-9.50%

1Y

-11.78%

5Y*

-2.39%

10Y*

-5.00%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

HOG vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harley-Davidson, Inc. (HOG) and S&P 500 (^GSPC). 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 HOG, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.271.90
The chart of Sortino ratio for HOG, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.132.54
The chart of Omega ratio for HOG, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.35
The chart of Calmar ratio for HOG, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.212.81
The chart of Martin ratio for HOG, currently valued at -0.57, compared to the broader market0.0010.0020.00-0.5712.39
HOG
^GSPC

The current HOG Sharpe Ratio is -0.27, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of HOG and ^GSPC, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
1.90
HOG
^GSPC

Drawdowns

HOG vs. ^GSPC - Drawdown Comparison

The maximum HOG drawdown since its inception was -88.26%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HOG and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.85%
-3.58%
HOG
^GSPC

Volatility

HOG vs. ^GSPC - Volatility Comparison

Harley-Davidson, Inc. (HOG) has a higher volatility of 7.32% compared to S&P 500 (^GSPC) at 3.64%. This indicates that HOG's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.32%
3.64%
HOG
^GSPC
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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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