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

Correlation

The correlation between HOLX and ISRG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

HOLX:

-1.08

ISRG:

1.17

Sortino Ratio

HOLX:

-1.40

ISRG:

1.81

Omega Ratio

HOLX:

0.81

ISRG:

1.25

Calmar Ratio

HOLX:

-0.64

ISRG:

1.46

Martin Ratio

HOLX:

-1.66

ISRG:

4.64

Ulcer Index

HOLX:

15.34%

ISRG:

8.20%

Daily Std Dev

HOLX:

23.27%

ISRG:

33.86%

Max Drawdown

HOLX:

-93.75%

ISRG:

-82.25%

Current Drawdown

HOLX:

-35.27%

ISRG:

-12.11%

Fundamentals

Market Cap

HOLX:

$12.65B

ISRG:

$192.29B

EPS

HOLX:

$2.38

ISRG:

$6.81

PE Ratio

HOLX:

23.84

ISRG:

78.78

PEG Ratio

HOLX:

1.25

ISRG:

3.80

PS Ratio

HOLX:

3.14

ISRG:

22.13

PB Ratio

HOLX:

2.71

ISRG:

11.28

Total Revenue (TTM)

HOLX:

$4.03B

ISRG:

$8.71B

Gross Profit (TTM)

HOLX:

$2.08B

ISRG:

$5.85B

EBITDA (TTM)

HOLX:

$1.02B

ISRG:

$2.90B

Returns By Period

In the year-to-date period, HOLX achieves a -21.28% return, which is significantly lower than ISRG's 2.79% return. Over the past 10 years, HOLX has underperformed ISRG with an annualized return of 5.25%, while ISRG has yielded a comparatively higher 25.57% annualized return.


HOLX

YTD

-21.28%

1M

-0.72%

6M

-27.95%

1Y

-24.47%

5Y*

1.45%

10Y*

5.25%

ISRG

YTD

2.79%

1M

9.60%

6M

0.01%

1Y

38.74%

5Y*

24.54%

10Y*

25.57%

*Annualized

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Risk-Adjusted Performance

HOLX vs. ISRG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HOLX
The Risk-Adjusted Performance Rank of HOLX is 77
Overall Rank
The Sharpe Ratio Rank of HOLX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of HOLX is 77
Sortino Ratio Rank
The Omega Ratio Rank of HOLX is 77
Omega Ratio Rank
The Calmar Ratio Rank of HOLX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of HOLX is 44
Martin Ratio Rank

ISRG
The Risk-Adjusted Performance Rank of ISRG is 8686
Overall Rank
The Sharpe Ratio Rank of ISRG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ISRG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ISRG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ISRG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ISRG is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current HOLX Sharpe Ratio is -1.08, which is lower than the ISRG Sharpe Ratio of 1.17. 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.


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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.


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Volatility

HOLX vs. ISRG - Volatility Comparison

Hologic, Inc. (HOLX) and Intuitive Surgical, Inc. (ISRG) have volatilities of 10.15% and 9.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B1.50B2.00B2.50B20212022202320242025
1.01B
2.25B
(HOLX) Total Revenue
(ISRG) Total Revenue
Values in USD except per share items

HOLX vs. ISRG - Profitability Comparison

The chart below illustrates the profitability comparison between Hologic, Inc. and Intuitive Surgical, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%20212022202320242025
38.0%
64.7%
(HOLX) Gross Margin
(ISRG) Gross Margin
HOLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported a gross profit of 382.00M and revenue of 1.01B. Therefore, the gross margin over that period was 38.0%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported a gross profit of 1.46B and revenue of 2.25B. Therefore, the gross margin over that period was 64.7%.

HOLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported an operating income of -7.00M and revenue of 1.01B, resulting in an operating margin of -0.7%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported an operating income of 578.10M and revenue of 2.25B, resulting in an operating margin of 25.7%.

HOLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported a net income of -17.40M and revenue of 1.01B, resulting in a net margin of -1.7%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported a net income of 698.40M and revenue of 2.25B, resulting in a net margin of 31.0%.