HWKN vs. UFPT

In the year-to-date period, HWKN achieves a 83.13% return, which is significantly higher than UFPT's 77.16% return. Over the past 10 years, HWKN has underperformed UFPT with an annualized return of 22.63%, while UFPT has yielded a comparatively higher 29.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Hawkins, Inc. (HWKN) and UFP Technologies, Inc. (UFPT). 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 2.74, which is higher than the UFPT Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of HWKN and UFPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HWKN's dividend yield for the trailing twelve months is around 0.53%, while UFPT has not paid dividends to shareholders.

The maximum HWKN drawdown since its inception was -44.76%, smaller than the maximum UFPT drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for HWKN and UFPT. For additional features, visit the drawdowns tool.

The current volatility for Hawkins, Inc. (HWKN) is 15.14%, while UFP Technologies, Inc. (UFPT) has a volatility of 23.32%. This indicates that HWKN experiences smaller price fluctuations and is considered to be less risky than UFPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Hawkins, Inc. and UFP Technologies, 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.