PortfoliosLab logo
HYFM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYFM and VOO is 0.33, 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.


Performance

HYFM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hydrofarm Holdings Group, Inc. (HYFM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%December2025FebruaryMarchAprilMay
-99.25%
64.58%
HYFM
VOO

Key characteristics

Sharpe Ratio

HYFM:

-0.67

VOO:

0.52

Sortino Ratio

HYFM:

-0.96

VOO:

0.89

Omega Ratio

HYFM:

0.89

VOO:

1.13

Calmar Ratio

HYFM:

-0.58

VOO:

0.57

Martin Ratio

HYFM:

-1.38

VOO:

2.18

Ulcer Index

HYFM:

41.97%

VOO:

4.85%

Daily Std Dev

HYFM:

87.16%

VOO:

19.11%

Max Drawdown

HYFM:

-99.83%

VOO:

-33.99%

Current Drawdown

HYFM:

-99.58%

VOO:

-7.67%

Returns By Period

In the year-to-date period, HYFM achieves a -32.59% return, which is significantly lower than VOO's -3.41% return.


HYFM

YTD

-32.59%

1M

132.74%

6M

-30.05%

1Y

-58.18%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HYFM vs. VOO — Risk-Adjusted Performance Rank

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

HYFM
The Risk-Adjusted Performance Rank of HYFM is 1414
Overall Rank
The Sharpe Ratio Rank of HYFM is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of HYFM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of HYFM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of HYFM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of HYFM is 1111
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

HYFM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hydrofarm Holdings Group, Inc. (HYFM) and Vanguard S&P 500 ETF (VOO). 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 HYFM Sharpe Ratio is -0.67, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HYFM and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.67
0.52
HYFM
VOO

Dividends

HYFM vs. VOO - Dividend Comparison

HYFM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
HYFM
Hydrofarm Holdings Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HYFM vs. VOO - Drawdown Comparison

The maximum HYFM drawdown since its inception was -99.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HYFM and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-99.58%
-7.67%
HYFM
VOO

Volatility

HYFM vs. VOO - Volatility Comparison

Hydrofarm Holdings Group, Inc. (HYFM) has a higher volatility of 42.73% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that HYFM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
42.73%
6.83%
HYFM
VOO