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HOLX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HOLXBRK-B
YTD Return17.17%24.01%
1Y Return21.92%25.72%
3Y Return (Ann)6.71%15.48%
5Y Return (Ann)11.55%14.83%
10Y Return (Ann)12.35%11.94%
Sharpe Ratio1.452.01
Sortino Ratio2.272.70
Omega Ratio1.271.35
Calmar Ratio1.103.53
Martin Ratio7.679.42
Ulcer Index3.35%2.84%
Daily Std Dev17.48%13.33%
Max Drawdown-93.75%-53.86%
Current Drawdown-4.51%-7.58%

Fundamentals


HOLXBRK-B
Market Cap$19.45B$954.48B
EPS$2.93$49.45
PE Ratio28.578.94
PEG Ratio1.3110.06
Total Revenue (TTM)$3.04B$276.90B
Gross Profit (TTM)$1.70B$57.65B
EBITDA (TTM)$851.40M$49.81B

Correlation

-0.50.00.51.00.2

The correlation between HOLX and BRK-B is 0.24, 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. BRK-B - Performance Comparison

In the year-to-date period, HOLX achieves a 17.17% return, which is significantly lower than BRK-B's 24.01% return. Both investments have delivered pretty close results over the past 10 years, with HOLX having a 12.35% annualized return and BRK-B not far behind at 11.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.26%
9.23%
HOLX
BRK-B

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Risk-Adjusted Performance

HOLX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and Berkshire Hathaway Inc. (BRK-B). 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.


HOLX
Sharpe ratio
The chart of Sharpe ratio for HOLX, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.45
Sortino ratio
The chart of Sortino ratio for HOLX, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.27
Omega ratio
The chart of Omega ratio for HOLX, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for HOLX, currently valued at 1.10, compared to the broader market0.002.004.006.001.10
Martin ratio
The chart of Martin ratio for HOLX, currently valued at 7.67, compared to the broader market-10.000.0010.0020.0030.007.67
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.01, compared to the broader market-4.00-2.000.002.002.01
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.70
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 3.53, compared to the broader market0.002.004.006.003.53
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 9.42, compared to the broader market-10.000.0010.0020.0030.009.42

HOLX vs. BRK-B - Sharpe Ratio Comparison

The current HOLX Sharpe Ratio is 1.45, which is comparable to the BRK-B Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of HOLX and BRK-B, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.45
2.01
HOLX
BRK-B

Dividends

HOLX vs. BRK-B - Dividend Comparison

Neither HOLX nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HOLX vs. BRK-B - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for HOLX and BRK-B. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.51%
-7.58%
HOLX
BRK-B

Volatility

HOLX vs. BRK-B - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 4.30% compared to Berkshire Hathaway Inc. (BRK-B) at 3.81%. This indicates that HOLX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.30%
3.81%
HOLX
BRK-B

Financials

HOLX vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Hologic, Inc. and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items