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HSIC vs. DD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HSIC vs. DD - Performance Comparison

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

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Returns By Period

In the year-to-date period, HSIC achieves a 5.98% return, which is significantly lower than DD's 17.89% return.


HSIC

1D
1.82%
1M
7.94%
YTD
5.98%
6M
4.71%
1Y
11.42%
3Y*
0.50%
5Y*
1.29%
10Y*
1.80%

DD

1D
-3.15%
1M
-2.30%
YTD
17.89%
6M
15.48%
1Y
70.88%
3Y*
20.69%
5Y*
10.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSIC vs. DD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HSIC
Henry Schein, Inc.
5.98%9.22%-8.60%-5.21%3.02%15.96%0.21%3.51%
DD
DuPont de Nemours, Inc.
17.89%28.77%1.04%14.36%-13.36%15.41%13.28%-1.38%

Correlation

The correlation between HSIC and DD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2019

0.44

Fundamentals

Market Cap

HSIC:

$9.30B

DD:

$19.27B

EPS

HSIC:

$3.30

DD:

-$0.10

PS Ratio

HSIC:

0.72

DD:

2.00

PB Ratio

HSIC:

2.85

DD:

1.37

Total Revenue (TTM)

HSIC:

$13.38B

DD:

$9.70B

Gross Profit (TTM)

HSIC:

$3.91B

DD:

$2.68B

EBITDA (TTM)

HSIC:

$940.00M

DD:

$1.54B

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Return for Risk

HSIC vs. DD — Risk / Return Rank

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

HSIC
HSIC Risk / Return Rank: 5454
Overall Rank
HSIC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HSIC Sortino Ratio Rank: 5151
Sortino Ratio Rank
HSIC Omega Ratio Rank: 5050
Omega Ratio Rank
HSIC Calmar Ratio Rank: 5858
Calmar Ratio Rank
HSIC Martin Ratio Rank: 5757
Martin Ratio Rank

DD
DD Risk / Return Rank: 9090
Overall Rank
DD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9090
Sortino Ratio Rank
DD Omega Ratio Rank: 8787
Omega Ratio Rank
DD Calmar Ratio Rank: 8989
Calmar Ratio Rank
DD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HSIC vs. DD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Henry Schein, Inc. (HSIC) and DuPont de Nemours, Inc. (DD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HSICDDDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.10

1.38

-0.28

Calmar ratioReturn relative to maximum drawdown

0.67

4.12

-3.45

Martin ratioReturn relative to average drawdown

1.37

12.63

-11.26

HSIC vs. DD - Sharpe Ratio Comparison

The current HSIC Sharpe Ratio is 0.42, which is lower than the DD Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of HSIC and DD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSIC vs. DD - Drawdown Comparison

The maximum HSIC drawdown since its inception was -78.49%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for HSIC and DD.


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Drawdown Indicators


HSICDDDifference

Max Drawdown

Largest peak-to-trough decline

-78.49%

-62.03%

-16.46%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-17.31%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

-37.84%

+13.25%

Max Drawdown (5Y)

Largest decline over 5 years

-32.70%

-40.22%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.42%

Current Drawdown

Current decline from peak

-12.90%

-8.03%

-4.87%

Average Drawdown

Average peak-to-trough decline

-15.25%

-14.53%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

5.63%

+2.71%

Volatility

HSIC vs. DD - Volatility Comparison

The current volatility for Henry Schein, Inc. (HSIC) is 5.53%, while DuPont de Nemours, Inc. (DD) has a volatility of 10.12%. This indicates that HSIC experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSICDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

10.12%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

17.95%

23.91%

-5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

27.57%

31.18%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.42%

30.07%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.54%

34.30%

-6.76%

Dividends

HSIC vs. DD - Dividend Comparison

HSIC has not paid dividends to shareholders, while DD's dividend yield for the trailing twelve months is around 104.69%.


PositionTTM2025202420232022202120202019
DD
DuPont de Nemours, Inc.
104.69%121.72%1.99%1.87%1.92%1.49%1.69%0.93%
HSIC
Henry Schein, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

HSIC vs. DD - Financials Comparison

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


2.00B2.50B3.00B3.50B20222023202420252026
3.37B
1.68B
(HSIC) Total Revenue
(DD) Total Revenue
Values in USD except per share items

HSIC vs. DD - Profitability Comparison

The chart below illustrates the profitability comparison between Henry Schein, Inc. and DuPont de Nemours, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
29.8%
0
Portfolio components
HSIC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Henry Schein, Inc. reported a gross profit of 1.00B and revenue of 3.37B. Therefore, the gross margin over that period was 29.8%.

DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a gross profit of 0.00 and revenue of 1.68B. Therefore, the gross margin over that period was 0.0%.

HSIC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Henry Schein, Inc. reported an operating income of 194.00M and revenue of 3.37B, resulting in an operating margin of 5.8%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported an operating income of 14.00M and revenue of 1.68B, resulting in an operating margin of 0.8%.

HSIC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Henry Schein, Inc. reported a net income of 107.00M and revenue of 3.37B, resulting in a net margin of 3.2%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a net income of 150.00M and revenue of 1.68B, resulting in a net margin of 8.9%.


Frequently Asked Questions


HSIC and DD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DD has higher volatility (10.12%) compared to HSIC (5.53%). In terms of maximum drawdown, HSIC dropped -78.49% vs DD's -62.03%.

DD currently has the higher Sharpe Ratio (2.29 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HSIC and DD

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