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HRL vs. MKC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HRL and MKC is 0.37, 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.


-0.50.00.51.00.4

Performance

HRL vs. MKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hormel Foods Corporation (HRL) and McCormick & Company, Incorporated (MKC). The values are adjusted to include any dividend payments, if applicable.

2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,818.20%
4,916.54%
HRL
MKC

Key characteristics

Sharpe Ratio

HRL:

0.17

MKC:

0.94

Sortino Ratio

HRL:

0.43

MKC:

1.60

Omega Ratio

HRL:

1.06

MKC:

1.19

Calmar Ratio

HRL:

0.10

MKC:

0.57

Martin Ratio

HRL:

0.41

MKC:

3.58

Ulcer Index

HRL:

10.90%

MKC:

5.74%

Daily Std Dev

HRL:

26.33%

MKC:

21.93%

Max Drawdown

HRL:

-45.01%

MKC:

-41.18%

Current Drawdown

HRL:

-37.72%

MKC:

-20.32%

Fundamentals

Market Cap

HRL:

$17.65B

MKC:

$21.56B

EPS

HRL:

$1.47

MKC:

$2.94

PE Ratio

HRL:

21.87

MKC:

27.32

PEG Ratio

HRL:

2.72

MKC:

2.65

Total Revenue (TTM)

HRL:

$11.92B

MKC:

$4.93B

Gross Profit (TTM)

HRL:

$2.04B

MKC:

$1.87B

EBITDA (TTM)

HRL:

$1.37B

MKC:

$940.10M

Returns By Period

In the year-to-date period, HRL achieves a 2.21% return, which is significantly lower than MKC's 17.20% return. Over the past 10 years, HRL has underperformed MKC with an annualized return of 4.02%, while MKC has yielded a comparatively higher 9.44% annualized return.


HRL

YTD

2.21%

1M

4.83%

6M

5.30%

1Y

3.63%

5Y*

-4.39%

10Y*

4.02%

MKC

YTD

17.20%

1M

2.24%

6M

16.11%

1Y

18.88%

5Y*

0.50%

10Y*

9.44%

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Risk-Adjusted Performance

HRL vs. MKC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hormel Foods Corporation (HRL) and McCormick & Company, Incorporated (MKC). 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 HRL, currently valued at 0.17, compared to the broader market-4.00-2.000.002.000.170.94
The chart of Sortino ratio for HRL, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.431.60
The chart of Omega ratio for HRL, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.19
The chart of Calmar ratio for HRL, currently valued at 0.10, compared to the broader market0.002.004.006.000.100.57
The chart of Martin ratio for HRL, currently valued at 0.41, compared to the broader market-5.000.005.0010.0015.0020.0025.000.413.58
HRL
MKC

The current HRL Sharpe Ratio is 0.17, which is lower than the MKC Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HRL and MKC, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.17
0.94
HRL
MKC

Dividends

HRL vs. MKC - Dividend Comparison

HRL's dividend yield for the trailing twelve months is around 3.57%, more than MKC's 2.13% yield.


TTM20232022202120202019201820172016201520142013
HRL
Hormel Foods Corporation
3.57%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%1.51%
MKC
McCormick & Company, Incorporated
2.13%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%2.02%

Drawdowns

HRL vs. MKC - Drawdown Comparison

The maximum HRL drawdown since its inception was -45.01%, which is greater than MKC's maximum drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for HRL and MKC. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-37.72%
-20.32%
HRL
MKC

Volatility

HRL vs. MKC - Volatility Comparison

Hormel Foods Corporation (HRL) has a higher volatility of 5.95% compared to McCormick & Company, Incorporated (MKC) at 5.22%. This indicates that HRL's price experiences larger fluctuations and is considered to be riskier than MKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
5.22%
HRL
MKC

Financials

HRL vs. MKC - Financials Comparison

This section allows you to compare key financial metrics between Hormel Foods Corporation and McCormick & Company, Incorporated. 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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