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HOLX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HOLXVOO
YTD Return15.23%21.37%
1Y Return19.89%33.27%
3Y Return (Ann)4.68%8.64%
5Y Return (Ann)11.38%15.10%
10Y Return (Ann)12.00%12.97%
Sharpe Ratio1.333.04
Sortino Ratio2.114.03
Omega Ratio1.251.57
Calmar Ratio0.984.39
Martin Ratio7.0020.12
Ulcer Index3.35%1.84%
Daily Std Dev17.64%12.19%
Max Drawdown-93.75%-33.99%
Current Drawdown-6.09%-2.31%

Correlation

-0.50.00.51.00.5

The correlation between HOLX and VOO is 0.51, 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. VOO - Performance Comparison

In the year-to-date period, HOLX achieves a 15.23% return, which is significantly lower than VOO's 21.37% return. Over the past 10 years, HOLX has underperformed VOO with an annualized return of 12.00%, while VOO has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%JuneJulyAugustSeptemberOctoberNovember
440.93%
577.00%
HOLX
VOO

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Risk-Adjusted Performance

HOLX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and Vanguard S&P 500 ETF (VOO). 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.


HOLX
Sharpe ratio
The chart of Sharpe ratio for HOLX, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.33
Sortino ratio
The chart of Sortino ratio for HOLX, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.11
Omega ratio
The chart of Omega ratio for HOLX, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for HOLX, currently valued at 0.98, compared to the broader market0.002.004.006.000.98
Martin ratio
The chart of Martin ratio for HOLX, currently valued at 7.00, compared to the broader market0.0010.0020.0030.007.00
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.03, compared to the broader market-4.00-2.000.002.004.004.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.39, compared to the broader market0.002.004.006.004.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.12, compared to the broader market0.0010.0020.0030.0020.12

HOLX vs. VOO - Sharpe Ratio Comparison

The current HOLX Sharpe Ratio is 1.33, which is lower than the VOO Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of HOLX and VOO, 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
1.33
3.04
HOLX
VOO

Dividends

HOLX vs. VOO - Dividend Comparison

HOLX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20232022202120202019201820172016201520142013
HOLX
Hologic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HOLX vs. VOO - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HOLX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.09%
-2.31%
HOLX
VOO

Volatility

HOLX vs. VOO - Volatility Comparison

Hologic, Inc. (HOLX) has a higher volatility of 4.17% compared to Vanguard S&P 500 ETF (VOO) at 3.28%. This indicates that HOLX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.17%
3.28%
HOLX
VOO