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HRMY vs. MNDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HRMY and MNDY is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

HRMY vs. MNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmony Biosciences Holdings, Inc. (HRMY) and monday.com Ltd. (MNDY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-12.81%
37.69%
HRMY
MNDY

Key characteristics

Sharpe Ratio

HRMY:

-0.10

MNDY:

0.49

Sortino Ratio

HRMY:

0.19

MNDY:

1.22

Omega Ratio

HRMY:

1.03

MNDY:

1.15

Calmar Ratio

HRMY:

-0.08

MNDY:

0.52

Martin Ratio

HRMY:

-0.34

MNDY:

2.12

Ulcer Index

HRMY:

13.22%

MNDY:

14.62%

Daily Std Dev

HRMY:

46.68%

MNDY:

63.39%

Max Drawdown

HRMY:

-68.48%

MNDY:

-82.81%

Current Drawdown

HRMY:

-53.28%

MNDY:

-44.62%

Fundamentals

Market Cap

HRMY:

$1.63B

MNDY:

$12.71B

EPS

HRMY:

$2.51

MNDY:

$0.62

PE Ratio

HRMY:

11.34

MNDY:

397.23

PS Ratio

HRMY:

2.29

MNDY:

13.08

PB Ratio

HRMY:

2.48

MNDY:

12.14

Total Revenue (TTM)

HRMY:

$560.12M

MNDY:

$755.08M

Gross Profit (TTM)

HRMY:

$424.83M

MNDY:

$674.85M

EBITDA (TTM)

HRMY:

$166.23M

MNDY:

-$6.69M

Returns By Period

In the year-to-date period, HRMY achieves a -17.29% return, which is significantly lower than MNDY's 4.60% return.


HRMY

YTD

-17.29%

1M

-17.27%

6M

-19.63%

1Y

-1.96%

5Y*

N/A

10Y*

N/A

MNDY

YTD

4.60%

1M

-6.24%

6M

-14.28%

1Y

33.05%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HRMY vs. MNDY — Risk-Adjusted Performance Rank

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

HRMY
The Risk-Adjusted Performance Rank of HRMY is 4747
Overall Rank
The Sharpe Ratio Rank of HRMY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of HRMY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of HRMY is 4545
Omega Ratio Rank
The Calmar Ratio Rank of HRMY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of HRMY is 4747
Martin Ratio Rank

MNDY
The Risk-Adjusted Performance Rank of MNDY is 7373
Overall Rank
The Sharpe Ratio Rank of MNDY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of MNDY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MNDY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MNDY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of MNDY is 7575
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.

HRMY vs. MNDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Biosciences Holdings, Inc. (HRMY) and monday.com Ltd. (MNDY). 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 HRMY, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
HRMY: -0.10
MNDY: 0.49
The chart of Sortino ratio for HRMY, currently valued at 0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
HRMY: 0.19
MNDY: 1.22
The chart of Omega ratio for HRMY, currently valued at 1.03, compared to the broader market0.501.001.502.00
HRMY: 1.03
MNDY: 1.15
The chart of Calmar ratio for HRMY, currently valued at -0.08, compared to the broader market0.001.002.003.004.00
HRMY: -0.08
MNDY: 0.52
The chart of Martin ratio for HRMY, currently valued at -0.34, compared to the broader market-5.000.005.0010.0015.0020.00
HRMY: -0.34
MNDY: 2.12

The current HRMY Sharpe Ratio is -0.10, which is lower than the MNDY Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of HRMY and MNDY, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.10
0.49
HRMY
MNDY

Dividends

HRMY vs. MNDY - Dividend Comparison

Neither HRMY nor MNDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HRMY vs. MNDY - Drawdown Comparison

The maximum HRMY drawdown since its inception was -68.48%, smaller than the maximum MNDY drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for HRMY and MNDY. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-53.28%
-44.62%
HRMY
MNDY

Volatility

HRMY vs. MNDY - Volatility Comparison

The current volatility for Harmony Biosciences Holdings, Inc. (HRMY) is 10.90%, while monday.com Ltd. (MNDY) has a volatility of 24.69%. This indicates that HRMY experiences smaller price fluctuations and is considered to be less risky than MNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
10.90%
24.69%
HRMY
MNDY

Financials

HRMY vs. MNDY - Financials Comparison

This section allows you to compare key financial metrics between Harmony Biosciences Holdings, Inc. and monday.com Ltd.. 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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