HSIC vs. XLI

In the year-to-date period, HSIC achieves a -0.81% return, which is significantly lower than XLI's 3.62% return. Over the past 10 years, HSIC has underperformed XLI with an annualized return of 2.46%, while XLI has yielded a comparatively higher 11.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Henry Schein, Inc. (HSIC) and Industrial Select Sector SPDR Fund (XLI). 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.

The current HSIC Sharpe Ratio is -0.23, which is lower than the XLI Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of HSIC and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HSIC has not paid dividends to shareholders, while XLI's dividend yield for the trailing twelve months is around 1.42%.

The maximum HSIC drawdown since its inception was -78.48%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for HSIC and XLI. For additional features, visit the drawdowns tool.