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

Key characteristics


HOLXZBH
YTD Return15.23%-11.30%
1Y Return19.89%-0.54%
3Y Return (Ann)4.68%-6.34%
5Y Return (Ann)11.38%-3.93%
10Y Return (Ann)12.00%0.83%
Sharpe Ratio1.330.14
Sortino Ratio2.110.34
Omega Ratio1.251.05
Calmar Ratio0.980.07
Martin Ratio7.000.23
Ulcer Index3.35%12.59%
Daily Std Dev17.64%21.70%
Max Drawdown-93.75%-65.03%
Current Drawdown-6.09%-36.38%

Fundamentals


HOLXZBH
Market Cap$19.12B$21.16B
EPS$2.93$4.79
PE Ratio28.1021.69
PEG Ratio1.291.44
Total Revenue (TTM)$3.04B$5.91B
Gross Profit (TTM)$1.70B$3.89B
EBITDA (TTM)$851.40M$2.10B

Correlation

-0.50.00.51.00.4

The correlation between HOLX and ZBH is 0.39, 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.

Performance

HOLX vs. ZBH - Performance Comparison

In the year-to-date period, HOLX achieves a 15.23% return, which is significantly higher than ZBH's -11.30% return. Over the past 10 years, HOLX has outperformed ZBH with an annualized return of 12.00%, while ZBH has yielded a comparatively lower 0.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JuneJulyAugustSeptemberOctoberNovember
5,780.71%
313.54%
HOLX
ZBH

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Risk-Adjusted Performance

HOLX vs. ZBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) and Zimmer Biomet Holdings, Inc. (ZBH). 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
ZBH
Sharpe ratio
The chart of Sharpe ratio for ZBH, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.14
Sortino ratio
The chart of Sortino ratio for ZBH, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34
Omega ratio
The chart of Omega ratio for ZBH, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for ZBH, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for ZBH, currently valued at 0.23, compared to the broader market0.0010.0020.0030.000.23

HOLX vs. ZBH - Sharpe Ratio Comparison

The current HOLX Sharpe Ratio is 1.33, which is higher than the ZBH Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of HOLX and ZBH, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.33
0.14
HOLX
ZBH

Dividends

HOLX vs. ZBH - Dividend Comparison

HOLX has not paid dividends to shareholders, while ZBH's dividend yield for the trailing twelve months is around 0.89%.


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%
ZBH
Zimmer Biomet Holdings, Inc.
0.89%0.79%0.75%0.76%0.62%0.64%0.93%0.80%0.93%0.86%0.78%0.86%

Drawdowns

HOLX vs. ZBH - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than ZBH's maximum drawdown of -65.03%. Use the drawdown chart below to compare losses from any high point for HOLX and ZBH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.09%
-36.38%
HOLX
ZBH

Volatility

HOLX vs. ZBH - Volatility Comparison

The current volatility for Hologic, Inc. (HOLX) is 4.17%, while Zimmer Biomet Holdings, Inc. (ZBH) has a volatility of 7.80%. This indicates that HOLX experiences smaller price fluctuations and is considered to be less risky than ZBH 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
4.17%
7.80%
HOLX
ZBH

Financials

HOLX vs. ZBH - Financials Comparison

This section allows you to compare key financial metrics between Hologic, Inc. and Zimmer Biomet Holdings, 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