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INCY vs. HOLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INCY and HOLX is 0.27, 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.


-0.50.00.51.00.3

Performance

INCY vs. HOLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Incyte Corporation (INCY) and Hologic, Inc. (HOLX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
9.37%
-19.77%
INCY
HOLX

Key characteristics

Sharpe Ratio

INCY:

0.61

HOLX:

-0.64

Sortino Ratio

INCY:

1.09

HOLX:

-0.72

Omega Ratio

INCY:

1.14

HOLX:

0.90

Calmar Ratio

INCY:

0.29

HOLX:

-0.47

Martin Ratio

INCY:

2.06

HOLX:

-1.64

Ulcer Index

INCY:

9.22%

HOLX:

7.93%

Daily Std Dev

INCY:

31.01%

HOLX:

20.37%

Max Drawdown

INCY:

-98.54%

HOLX:

-93.75%

Current Drawdown

INCY:

-54.04%

HOLX:

-26.77%

Fundamentals

Market Cap

INCY:

$13.58B

HOLX:

$14.41B

EPS

INCY:

$0.15

HOLX:

$3.16

PE Ratio

INCY:

467.73

HOLX:

20.32

PEG Ratio

INCY:

0.45

HOLX:

1.40

Total Revenue (TTM)

INCY:

$4.24B

HOLX:

$4.04B

Gross Profit (TTM)

INCY:

$3.91B

HOLX:

$2.27B

EBITDA (TTM)

INCY:

$263.77M

HOLX:

$1.34B

Returns By Period

In the year-to-date period, INCY achieves a 1.58% return, which is significantly higher than HOLX's -10.94% return. Over the past 10 years, INCY has underperformed HOLX with an annualized return of -1.61%, while HOLX has yielded a comparatively higher 7.32% annualized return.


INCY

YTD

1.58%

1M

-2.46%

6M

9.37%

1Y

19.28%

5Y*

-2.82%

10Y*

-1.61%

HOLX

YTD

-10.94%

1M

-7.93%

6M

-19.77%

1Y

-13.92%

5Y*

4.09%

10Y*

7.32%

*Annualized

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Risk-Adjusted Performance

INCY vs. HOLX — Risk-Adjusted Performance Rank

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

INCY
The Risk-Adjusted Performance Rank of INCY is 6262
Overall Rank
The Sharpe Ratio Rank of INCY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of INCY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of INCY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of INCY is 5959
Calmar Ratio Rank
The Martin Ratio Rank of INCY is 6666
Martin Ratio Rank

HOLX
The Risk-Adjusted Performance Rank of HOLX is 1313
Overall Rank
The Sharpe Ratio Rank of HOLX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of HOLX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of HOLX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of HOLX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of HOLX is 33
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.

INCY vs. HOLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) and Hologic, Inc. (HOLX). 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 INCY, currently valued at 0.61, compared to the broader market-2.000.002.000.61-0.64
The chart of Sortino ratio for INCY, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.006.001.09-0.72
The chart of Omega ratio for INCY, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.90
The chart of Calmar ratio for INCY, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.47
The chart of Martin ratio for INCY, currently valued at 2.06, compared to the broader market0.0010.0020.0030.002.06-1.64
INCY
HOLX

The current INCY Sharpe Ratio is 0.61, which is higher than the HOLX Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of INCY and HOLX, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.61
-0.64
INCY
HOLX

Dividends

INCY vs. HOLX - Dividend Comparison

Neither INCY nor HOLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INCY vs. HOLX - Drawdown Comparison

The maximum INCY drawdown since its inception was -98.54%, which is greater than HOLX's maximum drawdown of -93.75%. Use the drawdown chart below to compare losses from any high point for INCY and HOLX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-54.04%
-26.77%
INCY
HOLX

Volatility

INCY vs. HOLX - Volatility Comparison

The current volatility for Incyte Corporation (INCY) is 10.75%, while Hologic, Inc. (HOLX) has a volatility of 11.83%. This indicates that INCY experiences smaller price fluctuations and is considered to be less risky than HOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
10.75%
11.83%
INCY
HOLX

Financials

INCY vs. HOLX - Financials Comparison

This section allows you to compare key financial metrics between Incyte Corporation and Hologic, 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.


Quarterly
Annual

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


Values in USD except per share items
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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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