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

Performance

HOLX vs. ISRG - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
5.47%
36.00%
HOLX
ISRG

Returns By Period

In the year-to-date period, HOLX achieves a 9.22% return, which is significantly lower than ISRG's 60.61% return. Over the past 10 years, HOLX has underperformed ISRG with an annualized return of 11.43%, while ISRG has yielded a comparatively higher 25.25% annualized return.


HOLX

YTD

9.22%

1M

-3.83%

6M

4.32%

1Y

8.52%

5Y (annualized)

9.33%

10Y (annualized)

11.43%

ISRG

YTD

60.61%

1M

4.43%

6M

35.15%

1Y

73.76%

5Y (annualized)

23.42%

10Y (annualized)

25.25%

Fundamentals


HOLXISRG
Market Cap$18.13B$192.98B
EPS$3.32$6.23
PE Ratio23.5186.97
PEG Ratio1.264.02
Total Revenue (TTM)$4.03B$7.87B
Gross Profit (TTM)$2.26B$5.27B
EBITDA (TTM)$1.19B$2.51B

Key characteristics


HOLXISRG
Sharpe Ratio0.502.77
Sortino Ratio0.784.31
Omega Ratio1.101.54
Calmar Ratio0.394.84
Martin Ratio2.4228.05
Ulcer Index3.53%2.64%
Daily Std Dev17.20%26.72%
Max Drawdown-93.75%-82.25%
Current Drawdown-10.98%0.00%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between HOLX and ISRG is 0.36, 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. ISRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and Intuitive Surgical, Inc. (ISRG). 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 0.50, compared to the broader market-4.00-2.000.002.004.000.502.77
The chart of Sortino ratio for HOLX, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.784.31
The chart of Omega ratio for HOLX, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.54
The chart of Calmar ratio for HOLX, currently valued at 0.39, compared to the broader market0.002.004.006.000.394.84
The chart of Martin ratio for HOLX, currently valued at 2.42, compared to the broader market-10.000.0010.0020.0030.002.4228.05
HOLX
ISRG

The current HOLX Sharpe Ratio is 0.50, which is lower than the ISRG Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of HOLX and ISRG, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.50
2.77
HOLX
ISRG

Dividends

HOLX vs. ISRG - Dividend Comparison

Neither HOLX nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HOLX vs. ISRG - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than ISRG's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for HOLX and ISRG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.98%
0
HOLX
ISRG

Volatility

HOLX vs. ISRG - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 7.82% compared to Intuitive Surgical, Inc. (ISRG) at 4.84%. This indicates that HOLX's price experiences larger fluctuations and is considered to be riskier than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.82%
4.84%
HOLX
ISRG

Financials

HOLX vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Hologic, Inc. and Intuitive Surgical, 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