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HOLX vs. FAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HOLX and FAT is 0.09, 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.


-0.50.00.51.00.1

Performance

HOLX vs. FAT - Performance Comparison

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

60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
92.12%
85.81%
HOLX
FAT

Key characteristics

Sharpe Ratio

HOLX:

0.04

FAT:

-0.16

Sortino Ratio

HOLX:

0.17

FAT:

0.13

Omega Ratio

HOLX:

1.02

FAT:

1.02

Calmar Ratio

HOLX:

0.03

FAT:

-0.14

Martin Ratio

HOLX:

0.15

FAT:

-0.24

Ulcer Index

HOLX:

4.26%

FAT:

33.33%

Daily Std Dev

HOLX:

17.29%

FAT:

49.96%

Max Drawdown

HOLX:

-93.75%

FAT:

-81.65%

Current Drawdown

HOLX:

-18.48%

FAT:

-48.51%

Fundamentals

Market Cap

HOLX:

$16.40B

FAT:

$92.83M

EPS

HOLX:

$3.32

FAT:

-$9.22

Total Revenue (TTM)

HOLX:

$4.03B

FAT:

$606.01M

Gross Profit (TTM)

HOLX:

$2.26B

FAT:

$164.54M

EBITDA (TTM)

HOLX:

$1.19B

FAT:

$26.08M

Returns By Period

In the year-to-date period, HOLX achieves a 0.03% return, which is significantly higher than FAT's -2.94% return.


HOLX

YTD

0.03%

1M

-9.29%

6M

0.00%

1Y

0.45%

5Y*

6.58%

10Y*

10.28%

FAT

YTD

-2.94%

1M

2.10%

6M

7.49%

1Y

-9.51%

5Y*

28.57%

10Y*

N/A

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Risk-Adjusted Performance

HOLX vs. FAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and FAT Brands Inc. (FAT). 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 0.04, compared to the broader market-4.00-2.000.002.000.04-0.16
The chart of Sortino ratio for HOLX, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.000.170.13
The chart of Omega ratio for HOLX, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.02
The chart of Calmar ratio for HOLX, currently valued at 0.03, compared to the broader market0.002.004.006.000.03-0.14
The chart of Martin ratio for HOLX, currently valued at 0.15, compared to the broader market0.0010.0020.000.15-0.24
HOLX
FAT

The current HOLX Sharpe Ratio is 0.04, which is higher than the FAT Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of HOLX and FAT, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.04
-0.16
HOLX
FAT

Dividends

HOLX vs. FAT - Dividend Comparison

HOLX has not paid dividends to shareholders, while FAT's dividend yield for the trailing twelve months is around 10.45%.


TTM202320222021202020192018
HOLX
Hologic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAT
FAT Brands Inc.
10.45%9.24%10.92%4.91%0.00%6.37%18.88%

Drawdowns

HOLX vs. FAT - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than FAT's maximum drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for HOLX and FAT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.48%
-48.51%
HOLX
FAT

Volatility

HOLX vs. FAT - Volatility Comparison

The current volatility for Hologic, Inc. (HOLX) is 4.47%, while FAT Brands Inc. (FAT) has a volatility of 7.94%. This indicates that HOLX experiences smaller price fluctuations and is considered to be less risky than FAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
4.47%
7.94%
HOLX
FAT

Financials

HOLX vs. FAT - Financials Comparison

This section allows you to compare key financial metrics between Hologic, Inc. and FAT Brands 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
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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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