HWKN vs. ^GSPC

In the year-to-date period, HWKN achieves a 0.17% return, which is significantly lower than ^GSPC's 1.30% return. Over the past 10 years, HWKN has outperformed ^GSPC with an annualized return of 21.68%, while ^GSPC has yielded a comparatively lower 10.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Hawkins, Inc. (HWKN) and S&P 500 (^GSPC). 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 HWKN Sharpe Ratio is 1.14, which is higher than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of HWKN and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum HWKN drawdown since its inception was -44.76%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HWKN and ^GSPC. For additional features, visit the drawdowns tool.

Hawkins, Inc. (HWKN) has a higher volatility of 8.72% compared to S&P 500 (^GSPC) at 5.42%. This indicates that HWKN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.