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HXL vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HXL and VONG is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HXL vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hexcel Corporation (HXL) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.69%
12.85%
HXL
VONG

Key characteristics

Sharpe Ratio

HXL:

-0.44

VONG:

1.58

Sortino Ratio

HXL:

-0.41

VONG:

2.12

Omega Ratio

HXL:

0.95

VONG:

1.29

Calmar Ratio

HXL:

-0.43

VONG:

2.13

Martin Ratio

HXL:

-0.78

VONG:

8.05

Ulcer Index

HXL:

16.04%

VONG:

3.47%

Daily Std Dev

HXL:

28.42%

VONG:

17.64%

Max Drawdown

HXL:

-95.81%

VONG:

-32.72%

Current Drawdown

HXL:

-22.56%

VONG:

-1.00%

Returns By Period

In the year-to-date period, HXL achieves a 2.47% return, which is significantly lower than VONG's 3.19% return. Over the past 10 years, HXL has underperformed VONG with an annualized return of 3.78%, while VONG has yielded a comparatively higher 16.51% annualized return.


HXL

YTD

2.47%

1M

-6.15%

6M

1.68%

1Y

-11.26%

5Y*

-2.81%

10Y*

3.78%

VONG

YTD

3.19%

1M

1.06%

6M

14.18%

1Y

29.62%

5Y*

18.10%

10Y*

16.51%

*Annualized

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Risk-Adjusted Performance

HXL vs. VONG — Risk-Adjusted Performance Rank

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

HXL
The Risk-Adjusted Performance Rank of HXL is 2424
Overall Rank
The Sharpe Ratio Rank of HXL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of HXL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of HXL is 2222
Omega Ratio Rank
The Calmar Ratio Rank of HXL is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HXL is 3030
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6666
Overall Rank
The Sharpe Ratio Rank of VONG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HXL vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hexcel Corporation (HXL) and Vanguard Russell 1000 Growth ETF (VONG). 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.


Sharpe ratio
The chart of Sharpe ratio for HXL, currently valued at -0.44, compared to the broader market-2.000.002.00-0.441.58
The chart of Sortino ratio for HXL, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.006.00-0.412.12
The chart of Omega ratio for HXL, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.29
The chart of Calmar ratio for HXL, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.432.13
The chart of Martin ratio for HXL, currently valued at -0.78, compared to the broader market-10.000.0010.0020.0030.00-0.788.05
HXL
VONG

The current HXL Sharpe Ratio is -0.44, which is lower than the VONG Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of HXL and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.44
1.58
HXL
VONG

Dividends

HXL vs. VONG - Dividend Comparison

HXL's dividend yield for the trailing twelve months is around 0.97%, more than VONG's 0.54% yield.


TTM20242023202220212020201920182017201620152014
HXL
Hexcel Corporation
0.97%0.96%0.68%0.68%0.00%0.35%0.87%0.96%0.76%0.84%0.86%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

HXL vs. VONG - Drawdown Comparison

The maximum HXL drawdown since its inception was -95.81%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for HXL and VONG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.56%
-1.00%
HXL
VONG

Volatility

HXL vs. VONG - Volatility Comparison

Hexcel Corporation (HXL) has a higher volatility of 8.60% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.90%. This indicates that HXL's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
8.60%
4.90%
HXL
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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