PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HOLX vs. FAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.66%
7.36%
HOLX
FAT

Returns By Period

In the year-to-date period, HOLX achieves a 10.17% return, which is significantly higher than FAT's -2.87% return.


HOLX

YTD

10.17%

1M

-3.51%

6M

6.39%

1Y

9.06%

5Y (annualized)

9.52%

10Y (annualized)

11.47%

FAT

YTD

-2.87%

1M

8.13%

6M

9.65%

1Y

0.45%

5Y (annualized)

28.31%

10Y (annualized)

N/A

Fundamentals


HOLXFAT
Market Cap$18.13B$89.77M
EPS$3.32-$9.22
Total Revenue (TTM)$4.03B$143.83B
Gross Profit (TTM)$2.26B$46.70B
EBITDA (TTM)$1.19B$26.08M

Key characteristics


HOLXFAT
Sharpe Ratio0.55-0.00
Sortino Ratio0.850.34
Omega Ratio1.111.06
Calmar Ratio0.43-0.00
Martin Ratio2.67-0.01
Ulcer Index3.55%31.87%
Daily Std Dev17.22%50.29%
Max Drawdown-93.75%-81.65%
Current Drawdown-10.21%-48.47%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

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.

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 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.00
The chart of Sortino ratio for HOLX, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.850.34
The chart of Omega ratio for HOLX, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.06
The chart of Calmar ratio for HOLX, currently valued at 0.43, compared to the broader market0.002.004.006.000.43-0.00
The chart of Martin ratio for HOLX, currently valued at 2.67, compared to the broader market0.0010.0020.0030.002.67-0.01
HOLX
FAT

The current HOLX Sharpe Ratio is 0.55, which is higher than the FAT Sharpe Ratio of -0.00. 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.55
-0.00
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 10.44%.


TTM202320222021202020192018
HOLX
Hologic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAT
FAT Brands Inc.
10.44%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%JuneJulyAugustSeptemberOctoberNovember
-10.21%
-48.47%
HOLX
FAT

Volatility

HOLX vs. FAT - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 7.89% compared to FAT Brands Inc. (FAT) at 7.08%. This indicates that HOLX's price experiences larger fluctuations and is considered to be riskier than FAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
7.08%
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