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

Performance

HRL vs. TD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hormel Foods Corporation (HRL) and The Toronto-Dominion Bank (TD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-16.88%
0.70%
HRL
TD

Returns By Period

In the year-to-date period, HRL achieves a -4.08% return, which is significantly higher than TD's -9.19% return. Over the past 10 years, HRL has underperformed TD with an annualized return of 3.23%, while TD has yielded a comparatively higher 5.21% annualized return.


HRL

YTD

-4.08%

1M

-7.64%

6M

-16.88%

1Y

-4.31%

5Y (annualized)

-4.63%

10Y (annualized)

3.23%

TD

YTD

-9.19%

1M

-0.92%

6M

0.70%

1Y

-5.37%

5Y (annualized)

3.73%

10Y (annualized)

5.21%

Fundamentals


HRLTD
Market Cap$16.12B$99.63B
EPS$1.43$3.07
PE Ratio20.5618.29
PEG Ratio2.461.22
Total Revenue (TTM)$8.78B$88.92B
Gross Profit (TTM)$1.52B$88.92B
EBITDA (TTM)$1.02B$2.01B

Key characteristics


HRLTD
Sharpe Ratio-0.20-0.27
Sortino Ratio-0.10-0.25
Omega Ratio0.990.97
Calmar Ratio-0.12-0.17
Martin Ratio-0.51-0.60
Ulcer Index10.42%8.41%
Daily Std Dev26.98%18.50%
Max Drawdown-45.01%-64.16%
Current Drawdown-41.55%-25.45%

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Correlation

-0.50.00.51.00.2

The correlation between HRL and TD is 0.21, 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.

Risk-Adjusted Performance

HRL vs. TD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hormel Foods Corporation (HRL) and The Toronto-Dominion Bank (TD). 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 -0.20, compared to the broader market-4.00-2.000.002.004.00-0.20-0.27
The chart of Sortino ratio for HRL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10-0.25
The chart of Omega ratio for HRL, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.97
The chart of Calmar ratio for HRL, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.17
The chart of Martin ratio for HRL, currently valued at -0.51, compared to the broader market-10.000.0010.0020.0030.00-0.51-0.60
HRL
TD

The current HRL Sharpe Ratio is -0.20, which is comparable to the TD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of HRL and TD, 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
-0.20
-0.27
HRL
TD

Dividends

HRL vs. TD - Dividend Comparison

HRL's dividend yield for the trailing twelve months is around 3.81%, less than TD's 5.39% yield.


TTM20232022202120202019201820172016201520142013
HRL
Hormel Foods Corporation
3.81%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%
TD
The Toronto-Dominion Bank
5.39%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%3.35%

Drawdowns

HRL vs. TD - Drawdown Comparison

The maximum HRL drawdown since its inception was -45.01%, smaller than the maximum TD drawdown of -64.16%. Use the drawdown chart below to compare losses from any high point for HRL and TD. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-41.55%
-25.45%
HRL
TD

Volatility

HRL vs. TD - Volatility Comparison

Hormel Foods Corporation (HRL) has a higher volatility of 5.14% compared to The Toronto-Dominion Bank (TD) at 4.00%. This indicates that HRL's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.14%
4.00%
HRL
TD

Financials

HRL vs. TD - Financials Comparison

This section allows you to compare key financial metrics between Hormel Foods Corporation and The Toronto-Dominion Bank. 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