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

Correlation

The correlation between HQY and COLL is 0.29, 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

HQY vs. COLL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HQY:

0.59

COLL:

-0.37

Sortino Ratio

HQY:

1.02

COLL:

-0.38

Omega Ratio

HQY:

1.15

COLL:

0.96

Calmar Ratio

HQY:

0.75

COLL:

-0.40

Martin Ratio

HQY:

1.98

COLL:

-0.74

Ulcer Index

HQY:

12.57%

COLL:

22.16%

Daily Std Dev

HQY:

41.23%

COLL:

39.83%

Max Drawdown

HQY:

-60.65%

COLL:

-73.59%

Current Drawdown

HQY:

-13.54%

COLL:

-31.06%

Fundamentals

Market Cap

HQY:

$8.58B

COLL:

$927.62M

EPS

HQY:

$1.09

COLL:

$1.22

PE Ratio

HQY:

90.83

COLL:

23.66

PEG Ratio

HQY:

1.09

COLL:

0.00

PS Ratio

HQY:

7.15

COLL:

1.40

PB Ratio

HQY:

4.06

COLL:

3.96

Total Revenue (TTM)

HQY:

$912.18M

COLL:

$664.28M

Gross Profit (TTM)

HQY:

$559.14M

COLL:

$383.21M

EBITDA (TTM)

HQY:

$255.15M

COLL:

$332.78M

Returns By Period

In the year-to-date period, HQY achieves a 3.19% return, which is significantly higher than COLL's 0.73% return. Over the past 10 years, HQY has outperformed COLL with an annualized return of 14.31%, while COLL has yielded a comparatively lower 5.20% annualized return.


HQY

YTD

3.19%

1M

15.30%

6M

-4.58%

1Y

24.90%

3Y*

18.66%

5Y*

11.76%

10Y*

14.31%

COLL

YTD

0.73%

1M

7.73%

6M

-6.27%

1Y

-15.74%

3Y*

23.05%

5Y*

5.09%

10Y*

5.20%

*Annualized

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HealthEquity, Inc.

Collegium Pharmaceutical, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HQY vs. COLL — 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 7272
Overall Rank
The Sharpe Ratio Rank of HQY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of HQY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of HQY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HQY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of HQY is 7373
Martin Ratio Rank

COLL
The Risk-Adjusted Performance Rank of COLL is 2929
Overall Rank
The Sharpe Ratio Rank of COLL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of COLL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of COLL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of COLL is 2626
Calmar Ratio Rank
The Martin Ratio Rank of COLL is 3535
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. COLL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HealthEquity, Inc. (HQY) and Collegium Pharmaceutical, Inc. (COLL). 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 HQY Sharpe Ratio is 0.59, which is higher than the COLL Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of HQY and COLL, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HQY vs. COLL - Dividend Comparison

Neither HQY nor COLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HQY vs. COLL - Drawdown Comparison

The maximum HQY drawdown since its inception was -60.65%, smaller than the maximum COLL drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for HQY and COLL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HQY vs. COLL - Volatility Comparison

HealthEquity, Inc. (HQY) and Collegium Pharmaceutical, Inc. (COLL) have volatilities of 9.75% and 9.58%, 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

HQY vs. COLL - Financials Comparison

This section allows you to compare key financial metrics between HealthEquity, Inc. and Collegium Pharmaceutical, 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


50.00M100.00M150.00M200.00M250.00M300.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
311.82M
177.76M
(HQY) Total Revenue
(COLL) Total Revenue
Values in USD except per share items

HQY vs. COLL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
60.6%
54.8%
(HQY) Gross Margin
(COLL) Gross Margin
HQY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, HealthEquity, Inc. reported a gross profit of 189.04M and revenue of 311.82M. Therefore, the gross margin over that period was 60.6%.

COLL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Collegium Pharmaceutical, Inc. reported a gross profit of 97.32M and revenue of 177.76M. Therefore, the gross margin over that period was 54.8%.

HQY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, HealthEquity, Inc. reported an operating income of 42.15M and revenue of 311.82M, resulting in an operating margin of 13.5%.

COLL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Collegium Pharmaceutical, Inc. reported an operating income of 21.69M and revenue of 177.76M, resulting in an operating margin of 12.2%.

HQY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, HealthEquity, Inc. reported a net income of 26.37M and revenue of 311.82M, resulting in a net margin of 8.5%.

COLL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Collegium Pharmaceutical, Inc. reported a net income of 2.42M and revenue of 177.76M, resulting in a net margin of 1.4%.