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HYQ.DE vs. HLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HYQ.DE vs. HLF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hypoport SE (HYQ.DE) and Herbalife Nutrition Ltd. (HLF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYQ.DE is traded in EUR, while HLF is traded in USD. To make them comparable, the HLF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYQ.DE achieves a -36.95% return, which is significantly lower than HLF's -9.59% return. Over the past 10 years, HYQ.DE has outperformed HLF with an annualized return of -0.92%, while HLF has yielded a comparatively lower -9.59% annualized return.


HYQ.DE

1D
1.95%
1M
2.92%
YTD
-36.95%
6M
-39.68%
1Y
-61.36%
3Y*
-20.12%
5Y*
-28.83%
10Y*
-0.92%

HLF

1D
1.16%
1M
-29.10%
YTD
-9.59%
6M
-5.33%
1Y
52.61%
3Y*
-4.68%
5Y*
-26.30%
10Y*
-9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYQ.DE vs. HLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYQ.DE
Hypoport SE
-36.95%-23.62%-4.92%81.52%-80.94%-0.78%63.49%112.55%1.96%86.95%
HLF
Herbalife Nutrition Ltd.
-9.59%69.81%-53.27%-0.52%-61.39%-8.45%-7.51%-17.31%82.27%23.39%

Correlation

The correlation between HYQ.DE and HLF is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2007

0.09

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Return for Risk

HYQ.DE vs. HLF — Risk / Return Rank

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

HYQ.DE
HYQ.DE Risk / Return Rank: 55
Overall Rank
HYQ.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HYQ.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
HYQ.DE Omega Ratio Rank: 44
Omega Ratio Rank
HYQ.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
HYQ.DE Martin Ratio Rank: 1111
Martin Ratio Rank

HLF
HLF Risk / Return Rank: 6868
Overall Rank
HLF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HLF Sortino Ratio Rank: 7171
Sortino Ratio Rank
HLF Omega Ratio Rank: 6666
Omega Ratio Rank
HLF Calmar Ratio Rank: 6767
Calmar Ratio Rank
HLF Martin Ratio Rank: 6767
Martin Ratio Rank
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.

HYQ.DE vs. HLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hypoport SE (HYQ.DE) and Herbalife Nutrition Ltd. (HLF). 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.


HYQ.DEHLFDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-3.78

Omega ratioGain probability vs. loss probability

0.77

1.20

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.88

1.26

-2.14

Martin ratioReturn relative to average drawdown

-1.31

3.09

-4.40

HYQ.DE vs. HLF - Sharpe Ratio Comparison

The current HYQ.DE Sharpe Ratio is -1.14, which is lower than the HLF Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of HYQ.DE and HLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HYQ.DEHLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

0.87

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.44

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

-0.19

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.05

+0.15

Drawdowns

HYQ.DE vs. HLF - Drawdown Comparison

The maximum HYQ.DE drawdown since its inception was -88.53%, roughly equal to the maximum HLF drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for HYQ.DE and HLF.


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Drawdown Indicators


HYQ.DEHLFDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-90.84%

+2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-67.48%

-42.11%

-25.37%

Max Drawdown (3Y)

Largest decline over 3 years

-79.62%

-71.24%

-8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-88.27%

-89.28%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-88.53%

-90.84%

+2.31%

Current Drawdown

Current decline from peak

-86.82%

-81.54%

-5.28%

Average Drawdown

Average peak-to-trough decline

-37.99%

-32.45%

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.35%

17.08%

+28.27%

Volatility

HYQ.DE vs. HLF - Volatility Comparison

The current volatility for Hypoport SE (HYQ.DE) is 14.46%, while Herbalife Nutrition Ltd. (HLF) has a volatility of 16.15%. This indicates that HYQ.DE experiences smaller price fluctuations and is considered to be less risky than HLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYQ.DEHLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

16.15%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

41.36%

39.78%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

52.37%

60.56%

-8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.25%

60.36%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.90%

49.79%

+1.11%

Dividends

HYQ.DE vs. HLF - Dividend Comparison

Neither HYQ.DE nor HLF has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

HYQ.DE vs. HLF - Financials Comparison

This section allows you to compare key financial metrics between Hypoport SE and Herbalife Nutrition Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. HYQ.DE values in EUR, HLF values in USD

Frequently Asked Questions


HYQ.DE and HLF have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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