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

Performance

HOLX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hologic, Inc. (HOLX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.67%
15.87%
HOLX
BRK-B

Returns By Period

In the year-to-date period, HOLX achieves a 10.17% return, which is significantly lower than BRK-B's 32.36% return. Over the past 10 years, HOLX has underperformed BRK-B with an annualized return of 11.47%, while BRK-B has yielded a comparatively higher 12.38% annualized return.


HOLX

YTD

10.17%

1M

-3.51%

6M

6.39%

1Y

9.06%

5Y (annualized)

9.52%

10Y (annualized)

11.47%

BRK-B

YTD

32.36%

1M

2.30%

6M

16.31%

1Y

30.48%

5Y (annualized)

16.76%

10Y (annualized)

12.38%

Fundamentals


HOLXBRK-B
Market Cap$18.13B$1.02T
EPS$3.32$49.47
PE Ratio23.519.54
PEG Ratio1.2610.06
Total Revenue (TTM)$4.03B$315.76B
Gross Profit (TTM)$2.26B$66.19B
EBITDA (TTM)$1.19B$149.77B

Key characteristics


HOLXBRK-B
Sharpe Ratio0.552.15
Sortino Ratio0.853.02
Omega Ratio1.111.39
Calmar Ratio0.434.06
Martin Ratio2.6710.57
Ulcer Index3.55%2.91%
Daily Std Dev17.22%14.33%
Max Drawdown-93.75%-53.86%
Current Drawdown-10.21%-1.36%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for HOLX, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.552.15
The chart of Sortino ratio for HOLX, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.853.02
The chart of Omega ratio for HOLX, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.39
The chart of Calmar ratio for HOLX, currently valued at 0.43, compared to the broader market0.002.004.006.000.434.06
The chart of Martin ratio for HOLX, currently valued at 2.67, compared to the broader market0.0010.0020.0030.002.6710.57
HOLX
BRK-B

The current HOLX Sharpe Ratio is 0.55, which is lower than the BRK-B Sharpe Ratio of 2.15. 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
0.55
2.15
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
-10.21%
-1.36%
HOLX
BRK-B

Volatility

HOLX vs. BRK-B - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 7.89% compared to Berkshire Hathaway Inc. (BRK-B) at 6.66%. 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
6.66%
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