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HRMY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HRMY and VOO is 0.32, 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

HRMY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmony Biosciences Holdings, Inc. (HRMY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HRMY:

0.33

VOO:

0.67

Sortino Ratio

HRMY:

0.71

VOO:

1.19

Omega Ratio

HRMY:

1.10

VOO:

1.17

Calmar Ratio

HRMY:

0.25

VOO:

0.80

Martin Ratio

HRMY:

0.90

VOO:

3.05

Ulcer Index

HRMY:

14.76%

VOO:

4.88%

Daily Std Dev

HRMY:

47.19%

VOO:

19.40%

Max Drawdown

HRMY:

-68.48%

VOO:

-33.99%

Current Drawdown

HRMY:

-43.80%

VOO:

-3.38%

Returns By Period

In the year-to-date period, HRMY achieves a -0.52% return, which is significantly lower than VOO's 1.08% return.


HRMY

YTD

-0.52%

1M

19.06%

6M

3.73%

1Y

15.25%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

HRMY vs. VOO — 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 6161
Overall Rank
The Sharpe Ratio Rank of HRMY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of HRMY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HRMY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of HRMY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of HRMY is 6262
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Biosciences Holdings, Inc. (HRMY) and Vanguard S&P 500 ETF (VOO). 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 HRMY Sharpe Ratio is 0.33, which is lower than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of HRMY and VOO, 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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Dividends

HRMY vs. VOO - Dividend Comparison

HRMY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
HRMY
Harmony Biosciences Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HRMY vs. VOO - Drawdown Comparison

The maximum HRMY drawdown since its inception was -68.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HRMY and VOO. For additional features, visit the drawdowns tool.


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Volatility

HRMY vs. VOO - Volatility Comparison

Harmony Biosciences Holdings, Inc. (HRMY) has a higher volatility of 11.67% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that HRMY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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