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HQY vs. AVAH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HQY and AVAH is 0.15, 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.


-0.50.00.51.00.2

Performance

HQY vs. AVAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HealthEquity, Inc. (HQY) and Aveanna Healthcare Holdings Inc. (AVAH). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
48.67%
-10.89%
HQY
AVAH

Key characteristics

Sharpe Ratio

HQY:

1.18

AVAH:

1.33

Sortino Ratio

HQY:

1.72

AVAH:

2.27

Omega Ratio

HQY:

1.23

AVAH:

1.27

Calmar Ratio

HQY:

1.16

AVAH:

1.23

Martin Ratio

HQY:

5.21

AVAH:

8.08

Ulcer Index

HQY:

7.18%

AVAH:

12.64%

Daily Std Dev

HQY:

31.68%

AVAH:

76.57%

Max Drawdown

HQY:

-60.65%

AVAH:

-94.76%

Current Drawdown

HQY:

-2.44%

AVAH:

-62.53%

Fundamentals

Market Cap

HQY:

$9.86B

AVAH:

$968.06M

EPS

HQY:

$1.09

AVAH:

-$0.35

Total Revenue (TTM)

HQY:

$887.96M

AVAH:

$1.50B

Gross Profit (TTM)

HQY:

$531.69M

AVAH:

$458.08M

EBITDA (TTM)

HQY:

$254.72M

AVAH:

$105.60M

Returns By Period

In the year-to-date period, HQY achieves a 16.44% return, which is significantly higher than AVAH's 5.69% return.


HQY

YTD

16.44%

1M

6.66%

6M

48.66%

1Y

39.53%

5Y*

4.97%

10Y*

18.97%

AVAH

YTD

5.69%

1M

-2.42%

6M

-10.89%

1Y

116.59%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HQY vs. AVAH — Risk-Adjusted Performance Rank

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

HQY
The Risk-Adjusted Performance Rank of HQY is 7979
Overall Rank
The Sharpe Ratio Rank of HQY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of HQY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of HQY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of HQY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HQY is 8181
Martin Ratio Rank

AVAH
The Risk-Adjusted Performance Rank of AVAH is 8484
Overall Rank
The Sharpe Ratio Rank of AVAH is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAH is 8484
Sortino Ratio Rank
The Omega Ratio Rank of AVAH is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AVAH is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AVAH is 8989
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.

HQY vs. AVAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HealthEquity, Inc. (HQY) and Aveanna Healthcare Holdings Inc. (AVAH). 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 HQY, currently valued at 1.18, compared to the broader market-2.000.002.001.181.33
The chart of Sortino ratio for HQY, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.006.001.722.27
The chart of Omega ratio for HQY, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.27
The chart of Calmar ratio for HQY, currently valued at 1.72, compared to the broader market0.002.004.006.001.721.23
The chart of Martin ratio for HQY, currently valued at 5.21, compared to the broader market-10.000.0010.0020.0030.005.218.08
HQY
AVAH

The current HQY Sharpe Ratio is 1.18, which is comparable to the AVAH Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of HQY and AVAH, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.18
1.33
HQY
AVAH

Dividends

HQY vs. AVAH - Dividend Comparison

Neither HQY nor AVAH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HQY vs. AVAH - Drawdown Comparison

The maximum HQY drawdown since its inception was -60.65%, smaller than the maximum AVAH drawdown of -94.76%. Use the drawdown chart below to compare losses from any high point for HQY and AVAH. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.44%
-62.53%
HQY
AVAH

Volatility

HQY vs. AVAH - Volatility Comparison

The current volatility for HealthEquity, Inc. (HQY) is 6.06%, while Aveanna Healthcare Holdings Inc. (AVAH) has a volatility of 15.11%. This indicates that HQY experiences smaller price fluctuations and is considered to be less risky than AVAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
6.06%
15.11%
HQY
AVAH

Financials

HQY vs. AVAH - Financials Comparison

This section allows you to compare key financial metrics between HealthEquity, Inc. and Aveanna Healthcare 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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