HOLX vs. AMAGX
Compare and contrast key facts about Hologic, Inc. (HOLX) and Amana Mutual Funds Trust Growth Fund (AMAGX).
AMAGX is managed by Amana. It was launched on Feb 3, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HOLX or AMAGX.
Key characteristics
| HOLX | AMAGX | |
|---|---|---|
| YTD Return | 17.17% | 14.13% |
| 1Y Return | 21.92% | 26.84% |
| 3Y Return (Ann) | 6.71% | 6.14% |
| 5Y Return (Ann) | 11.55% | 16.36% |
| 10Y Return (Ann) | 12.35% | 14.66% |
| Sharpe Ratio | 1.45 | 1.99 |
| Sortino Ratio | 2.27 | 2.73 |
| Omega Ratio | 1.27 | 1.35 |
| Calmar Ratio | 1.10 | 2.77 |
| Martin Ratio | 7.67 | 10.13 |
| Ulcer Index | 3.35% | 2.99% |
| Daily Std Dev | 17.48% | 15.20% |
| Max Drawdown | -93.75% | -57.64% |
| Current Drawdown | -4.51% | -4.93% |
Correlation
The correlation between HOLX and AMAGX is 0.40, 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.
Performance
HOLX vs. AMAGX - Performance Comparison
In the year-to-date period, HOLX achieves a 17.17% return, which is significantly higher than AMAGX's 14.13% return. Over the past 10 years, HOLX has underperformed AMAGX with an annualized return of 12.35%, while AMAGX has yielded a comparatively higher 14.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HOLX vs. AMAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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.
Dividends
HOLX vs. AMAGX - Dividend Comparison
HOLX has not paid dividends to shareholders, while AMAGX's dividend yield for the trailing twelve months is around 0.57%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOLX Hologic, 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% |
AMAGX Amana Mutual Funds Trust Growth Fund | 0.57% | 0.65% | 3.64% | 0.52% | 5.44% | 3.15% | 3.47% | 10.90% | 13.67% | 7.45% | 6.50% | 3.22% |
Drawdowns
HOLX vs. AMAGX - Drawdown Comparison
The maximum HOLX drawdown since its inception was -93.75%, which is greater than AMAGX's maximum drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for HOLX and AMAGX. For additional features, visit the drawdowns tool.
Volatility
HOLX vs. AMAGX - Volatility Comparison
Hologic, Inc. (HOLX) has a higher volatility of 4.30% compared to Amana Mutual Funds Trust Growth Fund (AMAGX) at 3.86%. This indicates that HOLX's price experiences larger fluctuations and is considered to be riskier than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.