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HOLX vs. AMAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

HOLX vs. AMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hologic, Inc. (HOLX) and Amana Mutual Funds Trust Growth Fund (AMAGX). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,247.19%
1,425.09%
HOLX
AMAGX

Key characteristics

Sharpe Ratio

HOLX:

0.11

AMAGX:

0.86

Sortino Ratio

HOLX:

0.27

AMAGX:

1.24

Omega Ratio

HOLX:

1.03

AMAGX:

1.16

Calmar Ratio

HOLX:

0.10

AMAGX:

1.26

Martin Ratio

HOLX:

0.42

AMAGX:

4.32

Ulcer Index

HOLX:

4.46%

AMAGX:

3.18%

Daily Std Dev

HOLX:

17.32%

AMAGX:

15.91%

Max Drawdown

HOLX:

-93.75%

AMAGX:

-57.64%

Current Drawdown

HOLX:

-18.27%

AMAGX:

-6.92%

Returns By Period

In the year-to-date period, HOLX achieves a 0.28% return, which is significantly lower than AMAGX's 12.07% return. Over the past 10 years, HOLX has outperformed AMAGX with an annualized return of 10.36%, while AMAGX has yielded a comparatively lower 8.43% annualized return.


HOLX

YTD

0.28%

1M

-8.19%

6M

-1.94%

1Y

0.82%

5Y*

6.62%

10Y*

10.36%

AMAGX

YTD

12.07%

1M

-3.06%

6M

-3.44%

1Y

12.91%

5Y*

12.79%

10Y*

8.43%

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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.


Sharpe ratio
The chart of Sharpe ratio for HOLX, currently valued at 0.11, compared to the broader market-4.00-2.000.002.000.110.86
The chart of Sortino ratio for HOLX, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.271.24
The chart of Omega ratio for HOLX, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.16
The chart of Calmar ratio for HOLX, currently valued at 0.10, compared to the broader market0.002.004.006.000.101.26
The chart of Martin ratio for HOLX, currently valued at 0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.000.424.32
HOLX
AMAGX

The current HOLX Sharpe Ratio is 0.11, which is lower than the AMAGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of HOLX and AMAGX, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.11
0.86
HOLX
AMAGX

Dividends

HOLX vs. AMAGX - Dividend Comparison

Neither HOLX nor AMAGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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
0.00%0.16%0.17%0.07%0.22%0.36%0.47%0.49%0.75%0.54%0.37%0.60%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.27%
-6.92%
HOLX
AMAGX

Volatility

HOLX vs. AMAGX - Volatility Comparison

The current volatility for Hologic, Inc. (HOLX) is 4.82%, while Amana Mutual Funds Trust Growth Fund (AMAGX) has a volatility of 5.83%. This indicates that HOLX experiences smaller price fluctuations and is considered to be less risky than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.82%
5.83%
HOLX
AMAGX
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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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