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HROW vs. HALO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HROW vs. HALO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harrow Health, Inc. (HROW) and Halozyme Therapeutics, Inc. (HALO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
150.82%
4.05%
HROW
HALO

Returns By Period

In the year-to-date period, HROW achieves a 291.79% return, which is significantly higher than HALO's 23.65% return. Both investments have delivered pretty close results over the past 10 years, with HROW having a 18.43% annualized return and HALO not far behind at 17.99%.


HROW

YTD

291.79%

1M

-22.99%

6M

150.74%

1Y

377.48%

5Y (annualized)

50.45%

10Y (annualized)

18.43%

HALO

YTD

23.65%

1M

-11.35%

6M

4.05%

1Y

13.94%

5Y (annualized)

19.03%

10Y (annualized)

17.99%

Fundamentals


HROWHALO
Market Cap$1.51B$5.82B
EPS-$0.95$3.02
Total Revenue (TTM)$169.14M$947.36M
Gross Profit (TTM)$122.73M$742.17M
EBITDA (TTM)-$2.47M$570.47M

Key characteristics


HROWHALO
Sharpe Ratio4.400.42
Sortino Ratio5.080.84
Omega Ratio1.651.12
Calmar Ratio4.020.40
Martin Ratio34.181.67
Ulcer Index11.00%10.50%
Daily Std Dev85.39%41.74%
Max Drawdown-99.46%-74.26%
Current Drawdown-68.20%-29.06%

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Correlation

-0.50.00.51.00.1

The correlation between HROW and HALO is 0.11, 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

HROW vs. HALO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harrow Health, Inc. (HROW) and Halozyme Therapeutics, Inc. (HALO). 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 HROW, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.004.400.42
The chart of Sortino ratio for HROW, currently valued at 5.08, compared to the broader market-4.00-2.000.002.004.005.080.84
The chart of Omega ratio for HROW, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.12
The chart of Calmar ratio for HROW, currently valued at 4.02, compared to the broader market0.002.004.006.004.020.40
The chart of Martin ratio for HROW, currently valued at 34.18, compared to the broader market-10.000.0010.0020.0030.0034.181.67
HROW
HALO

The current HROW Sharpe Ratio is 4.40, which is higher than the HALO Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of HROW and HALO, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.40
0.42
HROW
HALO

Dividends

HROW vs. HALO - Dividend Comparison

Neither HROW nor HALO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HROW vs. HALO - Drawdown Comparison

The maximum HROW drawdown since its inception was -99.46%, which is greater than HALO's maximum drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for HROW and HALO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-68.20%
-29.06%
HROW
HALO

Volatility

HROW vs. HALO - Volatility Comparison

Harrow Health, Inc. (HROW) has a higher volatility of 27.27% compared to Halozyme Therapeutics, Inc. (HALO) at 25.49%. This indicates that HROW's price experiences larger fluctuations and is considered to be riskier than HALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
27.27%
25.49%
HROW
HALO

Financials

HROW vs. HALO - Financials Comparison

This section allows you to compare key financial metrics between Harrow Health, Inc. and Halozyme Therapeutics, 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


Values in USD except per share items