HWKN vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Hawkins, Inc. (HWKN) and S&P 500 Index (^GSPC).

Performance

HWKN vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hawkins, Inc. (HWKN) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

HWKN vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HWKN Hawkins, Inc.	10.11%	16.45%	75.46%	84.66%	-0.81%	53.05%	16.44%	14.35%	19.23%	-33.43%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, HWKN achieves a 10.11% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, HWKN has outperformed ^GSPC with an annualized return of 25.61%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

HWKN

• 1D: 1.71%
• 1M: 6.10%
• YTD: 10.11%
• 6M: -12.07%
• 1Y: 44.90%
• 3Y*: 53.97%
• 5Y*: 37.12%
• 10Y*: 25.61%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

HWKN vs. ^GSPC — Risk / Return Rank

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

HWKN

HWKN Risk / Return Rank: 71
HWKN Sharpe Ratio Rank: 78
HWKN Sortino Ratio Rank: 72
HWKN Omega Ratio Rank: 70
HWKN Calmar Ratio Rank: 68
HWKN Martin Ratio Rank: 67

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

HWKN vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hawkins, Inc. (HWKN) and S&P 500 Index (^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.

	HWKN	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.19	0.92	+0.27
Sortino ratio Return per unit of downside risk	1.73	1.41	+0.31
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.39	1.41	-0.03
Martin ratio Return relative to average drawdown	3.10	6.61	-3.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HWKN vs. ^GSPC - Sharpe Ratio Comparison

The current HWKN Sharpe Ratio is 1.19, which is comparable to the ^GSPC Sharpe Ratio of 0.92. 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.

Sharpe Ratios by Period

	HWKN	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	0.92	+0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.61	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.68	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.46	-0.06

Correlation

The correlation between HWKN and ^GSPC is 0.29, 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.

Drawdowns

HWKN vs. ^GSPC - Drawdown Comparison

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.

Drawdown Indicators

	HWKN	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-44.76%	-56.78%	+12.02%
Max Drawdown (1Y) Largest decline over 1 year	-34.79%	-12.14%	-22.65%
Max Drawdown (5Y) Largest decline over 5 years	-34.79%	-25.43%	-9.36%
Max Drawdown (10Y) Largest decline over 10 years	-44.76%	-33.92%	-10.84%
Current Drawdown Current decline from peak	-15.11%	-5.78%	-9.33%
Average Drawdown Average peak-to-trough decline	-15.73%	-10.75%	-4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.59%	2.60%	+12.99%

Volatility

HWKN vs. ^GSPC - Volatility Comparison

Hawkins, Inc. (HWKN) has a higher volatility of 13.38% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	HWKN	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.38%	5.37%	+8.01%
Volatility (6M) Calculated over the trailing 6-month period	29.81%	9.55%	+20.26%
Volatility (1Y) Calculated over the trailing 1-year period	38.05%	18.33%	+19.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.37%	16.90%	+19.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.48%	18.05%	+19.43%