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HROW vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HROW and XLV is 0.13, 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.


-0.50.00.51.00.1

Performance

HROW vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harrow Health, Inc. (HROW) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
33.55%
-0.85%
HROW
XLV

Key characteristics

Sharpe Ratio

HROW:

2.76

XLV:

0.71

Sortino Ratio

HROW:

4.04

XLV:

1.05

Omega Ratio

HROW:

1.49

XLV:

1.13

Calmar Ratio

HROW:

2.55

XLV:

0.62

Martin Ratio

HROW:

13.42

XLV:

1.69

Ulcer Index

HROW:

17.72%

XLV:

4.77%

Daily Std Dev

HROW:

86.61%

XLV:

11.37%

Max Drawdown

HROW:

-99.46%

XLV:

-39.17%

Current Drawdown

HROW:

-76.60%

XLV:

-5.39%

Returns By Period

In the year-to-date period, HROW achieves a -3.76% return, which is significantly lower than XLV's 7.25% return. Over the past 10 years, HROW has outperformed XLV with an annualized return of 15.98%, while XLV has yielded a comparatively lower 9.66% annualized return.


HROW

YTD

-3.76%

1M

-3.61%

6M

33.54%

1Y

232.54%

5Y*

37.51%

10Y*

15.98%

XLV

YTD

7.25%

1M

6.19%

6M

-0.85%

1Y

7.63%

5Y*

9.45%

10Y*

9.66%

*Annualized

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Risk-Adjusted Performance

HROW vs. XLV — Risk-Adjusted Performance Rank

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

HROW
The Risk-Adjusted Performance Rank of HROW is 9595
Overall Rank
The Sharpe Ratio Rank of HROW is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of HROW is 9797
Sortino Ratio Rank
The Omega Ratio Rank of HROW is 9595
Omega Ratio Rank
The Calmar Ratio Rank of HROW is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HROW is 9494
Martin Ratio Rank

XLV
The Risk-Adjusted Performance Rank of XLV is 2727
Overall Rank
The Sharpe Ratio Rank of XLV is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 2727
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 3131
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 2121
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.

HROW vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harrow Health, Inc. (HROW) and Health Care Select Sector SPDR Fund (XLV). 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 2.76, compared to the broader market-2.000.002.002.760.71
The chart of Sortino ratio for HROW, currently valued at 4.04, compared to the broader market-4.00-2.000.002.004.004.041.05
The chart of Omega ratio for HROW, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.13
The chart of Calmar ratio for HROW, currently valued at 2.55, compared to the broader market0.002.004.006.002.550.62
The chart of Martin ratio for HROW, currently valued at 13.42, compared to the broader market-10.000.0010.0020.0013.421.69
HROW
XLV

The current HROW Sharpe Ratio is 2.76, which is higher than the XLV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of HROW and XLV, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.76
0.71
HROW
XLV

Dividends

HROW vs. XLV - Dividend Comparison

HROW has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.56%.


TTM20242023202220212020201920182017201620152014
HROW
Harrow Health, 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%
XLV
Health Care Select Sector SPDR Fund
1.56%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%

Drawdowns

HROW vs. XLV - Drawdown Comparison

The maximum HROW drawdown since its inception was -99.46%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for HROW and XLV. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-76.60%
-5.39%
HROW
XLV

Volatility

HROW vs. XLV - Volatility Comparison

Harrow Health, Inc. (HROW) has a higher volatility of 17.58% compared to Health Care Select Sector SPDR Fund (XLV) at 3.97%. This indicates that HROW's price experiences larger fluctuations and is considered to be riskier than XLV 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%AugustSeptemberOctoberNovemberDecember2025
17.58%
3.97%
HROW
XLV
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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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