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HSIC vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HSIC vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Henry Schein, Inc. (HSIC) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
0.57%
19.63%
HSIC
AAPL

Returns By Period

In the year-to-date period, HSIC achieves a -2.40% return, which is significantly lower than AAPL's 19.01% return. Over the past 10 years, HSIC has underperformed AAPL with an annualized return of 3.60%, while AAPL has yielded a comparatively higher 24.36% annualized return.


HSIC

YTD

-2.40%

1M

2.07%

6M

0.57%

1Y

7.48%

5Y (annualized)

1.58%

10Y (annualized)

3.60%

AAPL

YTD

19.01%

1M

-2.86%

6M

19.63%

1Y

20.80%

5Y (annualized)

29.12%

10Y (annualized)

24.36%

Fundamentals


HSICAAPL
Market Cap$9.21B$3.45T
EPS$2.62$6.08
PE Ratio28.2037.50
PEG Ratio1.582.33
Total Revenue (TTM)$12.50B$391.04B
Gross Profit (TTM)$3.70B$180.68B
EBITDA (TTM)$853.00M$134.66B

Key characteristics


HSICAAPL
Sharpe Ratio0.290.92
Sortino Ratio0.611.46
Omega Ratio1.071.18
Calmar Ratio0.241.25
Martin Ratio0.672.94
Ulcer Index11.11%7.08%
Daily Std Dev25.60%22.57%
Max Drawdown-78.48%-81.80%
Current Drawdown-19.65%-3.47%

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Correlation

-0.50.00.51.00.3

The correlation between HSIC and AAPL 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.

Risk-Adjusted Performance

HSIC vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Henry Schein, Inc. (HSIC) and Apple Inc (AAPL). 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 HSIC, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.290.92
The chart of Sortino ratio for HSIC, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.611.46
The chart of Omega ratio for HSIC, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.18
The chart of Calmar ratio for HSIC, currently valued at 0.24, compared to the broader market0.002.004.006.000.241.25
The chart of Martin ratio for HSIC, currently valued at 0.67, compared to the broader market-10.000.0010.0020.0030.000.672.94
HSIC
AAPL

The current HSIC Sharpe Ratio is 0.29, which is lower than the AAPL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HSIC and AAPL, 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-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.29
0.92
HSIC
AAPL

Dividends

HSIC vs. AAPL - Dividend Comparison

HSIC has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
HSIC
Henry Schein, 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%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

HSIC vs. AAPL - Drawdown Comparison

The maximum HSIC drawdown since its inception was -78.48%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for HSIC and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.65%
-3.47%
HSIC
AAPL

Volatility

HSIC vs. AAPL - Volatility Comparison

Henry Schein, Inc. (HSIC) has a higher volatility of 10.96% compared to Apple Inc (AAPL) at 5.20%. This indicates that HSIC's price experiences larger fluctuations and is considered to be riskier than AAPL 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
10.96%
5.20%
HSIC
AAPL

Financials

HSIC vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Henry Schein, Inc. and Apple 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