HSIC vs. EXPO

Last updated Jun 24, 2026

HSIC (Henry Schein, Inc.) and EXPO (Exponent, Inc.) are both stocks. HSIC operates in Medical Distribution (Healthcare), while EXPO operates in Consulting Services (Industrials). Over the past 10 years, HSIC returned 1.80%/yr vs 8.75%/yr for EXPO. At a 0.26 correlation, their price movements are largely independent.

Performance

HSIC vs. EXPO - Performance Comparison

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

Returns By Period

In the year-to-date period, HSIC achieves a 5.98% return, which is significantly higher than EXPO's -16.65% return. Over the past 10 years, HSIC has underperformed EXPO with an annualized return of 1.80%, while EXPO has yielded a comparatively higher 8.75% annualized 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%

EXPO

• 1D: 2.65%
• 1M: -0.21%
• YTD: -16.65%
• 6M: -19.74%
• 1Y: -20.86%
• 3Y*: -14.01%
• 5Y*: -7.16%
• 10Y*: 8.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HSIC vs. EXPO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HSIC Henry Schein, Inc.	5.98%	9.22%	-8.60%	-5.21%	3.02%	15.96%	0.21%	8.34%	12.36%	-7.88%
EXPO Exponent, Inc.	-16.65%	-20.81%	2.42%	-10.14%	-14.25%	30.67%	31.74%	37.51%	44.22%	19.46%

Correlation

The correlation between HSIC and EXPO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Nov 3, 1995	0.26

The correlation between HSIC and EXPO shifts across timeframes, from 0.26 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap HSIC : $9.30B EXPO : $2.87B
EPS HSIC : $3.30 EXPO : $2.14
PE Ratio HSIC : 24.24 EXPO : 26.82
PS Ratio HSIC : 0.72 EXPO : 6.69
PB Ratio HSIC : 2.85 EXPO : 8.50
Total Revenue (TTM) HSIC : $13.38B EXPO : $436.51M
Gross Profit (TTM) HSIC : $3.91B EXPO : $95.87M
EBITDA (TTM) HSIC : $940.00M EXPO : $153.50M

Return for Risk

HSIC vs. EXPO — Risk / Return Rank

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

HSIC

HSIC Risk / Return Rank: 54
HSIC Sharpe Ratio Rank: 57
HSIC Sortino Ratio Rank: 51
HSIC Omega Ratio Rank: 50
HSIC Calmar Ratio Rank: 58
HSIC Martin Ratio Rank: 57

EXPO

EXPO Risk / Return Rank: 13
EXPO Sharpe Ratio Rank: 13
EXPO Sortino Ratio Rank: 14
EXPO Omega Ratio Rank: 15
EXPO Calmar Ratio Rank: 18
EXPO Martin Ratio Rank: 6

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. EXPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Henry Schein, Inc. (HSIC) and Exponent, Inc. (EXPO). 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.

	HSIC	EXPO	Difference
Sharpe ratio: Return per unit of total volatility	0.42	-0.67	+1.09
Sortino ratio: Return per unit of downside risk	0.81	-0.89	+1.70
Omega ratio: Gain probability vs. loss probability	1.10	0.90	+0.20
Calmar ratio: Return relative to maximum drawdown	0.67	-0.65	+1.31
Martin ratio: Return relative to average drawdown	1.37	-1.51	+2.88

HSIC vs. EXPO - Sharpe Ratio Comparison

The current HSIC Sharpe Ratio is 0.42, which is higher than the EXPO Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of HSIC and EXPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HSIC vs. EXPO - Drawdown Comparison

The maximum HSIC drawdown since its inception was -78.49%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for HSIC and EXPO.

Drawdown Indicators

	HSIC	EXPO	Difference
Max Drawdown Largest peak-to-trough decline	-78.49%	-86.44%	+7.95%
Max Drawdown (1Y) Largest decline over 1 year	-17.23%	-32.45%	+15.22%
Max Drawdown (3Y) Largest decline over 3 years	-24.59%	-52.37%	+27.78%
Max Drawdown (5Y) Largest decline over 5 years	-32.70%	-54.79%	+22.09%
Max Drawdown (10Y) Largest decline over 10 years	-41.42%	-54.79%	+13.37%
Current Drawdown Current decline from peak	-12.90%	-51.44%	+38.54%
Average Drawdown Average peak-to-trough decline	-15.25%	-32.74%	+17.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.34%	13.84%	-5.50%

Volatility

HSIC vs. EXPO - Volatility Comparison

The current volatility for Henry Schein, Inc. (HSIC) is 5.53%, while Exponent, Inc. (EXPO) has a volatility of 8.71%. This indicates that HSIC experiences smaller price fluctuations and is considered to be less risky than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HSIC	EXPO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.53%	8.71%	-3.18%
Volatility (6M) Calculated over the trailing 6-month period	17.95%	25.68%	-7.73%
Volatility (1Y) Calculated over the trailing 1-year period	27.57%	31.25%	-3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.42%	30.04%	-4.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.54%	28.93%	-1.39%

Dividends

HSIC vs. EXPO - Dividend Comparison

HSIC has not paid dividends to shareholders, while EXPO's dividend yield for the trailing twelve months is around 2.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXPO Exponent, Inc.	2.13%	1.73%	1.26%	1.18%	0.97%	0.69%	0.84%	0.93%	1.03%	1.18%	1.19%	1.20%
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%

Financials

Frequently Asked Questions

Can I hold both HSIC and EXPO in my portfolio?

HSIC and EXPO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HSIC or EXPO?

EXPO has higher volatility (8.71%) compared to HSIC (5.53%). In terms of maximum drawdown, HSIC dropped -78.49% vs EXPO's -86.44%.

Which has better risk-adjusted returns?

HSIC currently has the higher Sharpe Ratio (0.42 vs -0.67), 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.