HWKN vs. ^GSPC
Compare and contrast key facts about Hawkins, Inc. (HWKN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HWKN or ^GSPC.
Performance
HWKN vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, HWKN achieves a 83.13% return, which is significantly higher than ^GSPC's 24.72% return. Over the past 10 years, HWKN has outperformed ^GSPC with an annualized return of 22.63%, while ^GSPC has yielded a comparatively lower 11.16% annualized return.
HWKN
83.13%
4.30%
46.64%
107.33%
47.14%
22.63%
^GSPC
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Key characteristics
| HWKN | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.74 | 2.54 |
| Sortino Ratio | 3.55 | 3.40 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 5.19 | 3.66 |
| Martin Ratio | 17.53 | 16.26 |
| Ulcer Index | 6.17% | 1.91% |
| Daily Std Dev | 39.53% | 12.23% |
| Max Drawdown | -44.76% | -56.78% |
| Current Drawdown | -4.48% | -0.88% |
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Correlation
The correlation between HWKN and ^GSPC is 0.28, 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.
Risk-Adjusted Performance
HWKN vs. ^GSPC - Risk-Adjusted Performance Comparison
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.
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. For additional features, visit the drawdowns tool.
Volatility
HWKN vs. ^GSPC - Volatility Comparison
Hawkins, Inc. (HWKN) has a higher volatility of 15.14% compared to S&P 500 (^GSPC) at 3.96%. 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.