PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INVH vs. HRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

INVH vs. HRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invitation Homes Inc. (INVH) and Hormel Foods Corporation (HRL). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-2.11%
-13.23%
INVH
HRL

Returns By Period

In the year-to-date period, INVH achieves a 1.21% return, which is significantly higher than HRL's -2.49% return.


INVH

YTD

1.21%

1M

-0.03%

6M

-2.11%

1Y

4.97%

5Y (annualized)

5.26%

10Y (annualized)

N/A

HRL

YTD

-2.49%

1M

-3.51%

6M

-13.23%

1Y

-3.52%

5Y (annualized)

-4.13%

10Y (annualized)

3.40%

Fundamentals


INVHHRL
Market Cap$20.85B$16.57B
EPS$0.72$1.43
PE Ratio47.2621.13
PEG Ratio15.752.50
Total Revenue (TTM)$2.63B$8.78B
Gross Profit (TTM)$1.08B$1.52B
EBITDA (TTM)$2.06B$1.02B

Key characteristics


INVHHRL
Sharpe Ratio0.19-0.10
Sortino Ratio0.390.04
Omega Ratio1.051.01
Calmar Ratio0.16-0.06
Martin Ratio0.82-0.26
Ulcer Index4.74%10.47%
Daily Std Dev20.47%27.01%
Max Drawdown-50.54%-45.01%
Current Drawdown-18.87%-40.59%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between INVH and HRL 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

INVH vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invitation Homes Inc. (INVH) and Hormel Foods Corporation (HRL). 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 INVH, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.19-0.10
The chart of Sortino ratio for INVH, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.390.04
The chart of Omega ratio for INVH, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.01
The chart of Calmar ratio for INVH, currently valued at 0.16, compared to the broader market0.002.004.006.000.16-0.06
The chart of Martin ratio for INVH, currently valued at 0.82, compared to the broader market-10.000.0010.0020.0030.000.82-0.26
INVH
HRL

The current INVH Sharpe Ratio is 0.19, which is higher than the HRL Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of INVH and HRL, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.19
-0.10
INVH
HRL

Dividends

INVH vs. HRL - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 3.32%, less than HRL's 3.75% yield.


TTM20232022202120202019201820172016201520142013
INVH
Invitation Homes Inc.
3.32%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%0.00%0.00%
HRL
Hormel Foods Corporation
3.75%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%

Drawdowns

INVH vs. HRL - Drawdown Comparison

The maximum INVH drawdown since its inception was -50.54%, which is greater than HRL's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for INVH and HRL. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-18.87%
-40.59%
INVH
HRL

Volatility

INVH vs. HRL - Volatility Comparison

Invitation Homes Inc. (INVH) has a higher volatility of 8.36% compared to Hormel Foods Corporation (HRL) at 5.44%. This indicates that INVH's price experiences larger fluctuations and is considered to be riskier than HRL 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%JuneJulyAugustSeptemberOctoberNovember
8.36%
5.44%
INVH
HRL

Financials

INVH vs. HRL - Financials Comparison

This section allows you to compare key financial metrics between Invitation Homes Inc. and Hormel Foods Corporation. 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