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NATR vs. HLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NATR and HLF is 0.24, 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.


-0.50.00.51.00.2

Performance

NATR vs. HLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nature's Sunshine Products, Inc. (NATR) and Herbalife Nutrition Ltd. (HLF). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
12.11%
-39.52%
NATR
HLF

Key characteristics

Sharpe Ratio

NATR:

-0.41

HLF:

-0.86

Sortino Ratio

NATR:

-0.31

HLF:

-1.10

Omega Ratio

NATR:

0.96

HLF:

0.84

Calmar Ratio

NATR:

-0.47

HLF:

-0.59

Martin Ratio

NATR:

-0.77

HLF:

-1.58

Ulcer Index

NATR:

26.45%

HLF:

34.09%

Daily Std Dev

NATR:

49.71%

HLF:

62.35%

Max Drawdown

NATR:

-62.16%

HLF:

-91.38%

Current Drawdown

NATR:

-32.22%

HLF:

-91.31%

Fundamentals

Market Cap

NATR:

$270.67M

HLF:

$541.25M

EPS

NATR:

$0.85

HLF:

$0.85

PE Ratio

NATR:

16.66

HLF:

6.28

PEG Ratio

NATR:

0.00

HLF:

-32.80

Total Revenue (TTM)

NATR:

$336.16M

HLF:

$3.79B

Gross Profit (TTM)

NATR:

$232.97M

HLF:

$2.91B

EBITDA (TTM)

NATR:

$22.20M

HLF:

$372.80M

Returns By Period

In the year-to-date period, NATR achieves a -3.41% return, which is significantly higher than HLF's -20.18% return. Over the past 10 years, NATR has outperformed HLF with an annualized return of 1.39%, while HLF has yielded a comparatively lower -11.00% annualized return.


NATR

YTD

-3.41%

1M

-2.21%

6M

12.11%

1Y

-20.54%

5Y*

7.55%

10Y*

1.39%

HLF

YTD

-20.18%

1M

-19.58%

6M

-39.52%

1Y

-56.80%

5Y*

-33.50%

10Y*

-11.00%

*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

NATR vs. HLF — Risk-Adjusted Performance Rank

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

NATR
The Risk-Adjusted Performance Rank of NATR is 2424
Overall Rank
The Sharpe Ratio Rank of NATR is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of NATR is 2424
Sortino Ratio Rank
The Omega Ratio Rank of NATR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of NATR is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NATR is 2929
Martin Ratio Rank

HLF
The Risk-Adjusted Performance Rank of HLF is 88
Overall Rank
The Sharpe Ratio Rank of HLF is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of HLF is 99
Sortino Ratio Rank
The Omega Ratio Rank of HLF is 88
Omega Ratio Rank
The Calmar Ratio Rank of HLF is 1212
Calmar Ratio Rank
The Martin Ratio Rank of HLF is 44
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.

NATR vs. HLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nature's Sunshine Products, Inc. (NATR) 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.


Sharpe ratio
The chart of Sharpe ratio for NATR, currently valued at -0.41, compared to the broader market-2.000.002.004.00-0.41-0.86
The chart of Sortino ratio for NATR, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.31-1.10
The chart of Omega ratio for NATR, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.84
The chart of Calmar ratio for NATR, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.59
The chart of Martin ratio for NATR, currently valued at -0.77, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.77-1.58
NATR
HLF

The current NATR Sharpe Ratio is -0.41, which is higher than the HLF Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of NATR and HLF, 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-1.00-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2025February
-0.41
-0.86
NATR
HLF

Dividends

NATR vs. HLF - Dividend Comparison

Neither NATR nor HLF has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NATR
Nature's Sunshine Products, Inc.
0.00%0.00%0.00%0.00%5.41%0.00%0.00%0.00%0.87%2.67%3.95%12.82%
HLF
Herbalife Nutrition Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.80%

Drawdowns

NATR vs. HLF - Drawdown Comparison

The maximum NATR drawdown since its inception was -62.16%, smaller than the maximum HLF drawdown of -91.38%. Use the drawdown chart below to compare losses from any high point for NATR and HLF. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-32.22%
-91.31%
NATR
HLF

Volatility

NATR vs. HLF - Volatility Comparison

Nature's Sunshine Products, Inc. (NATR) and Herbalife Nutrition Ltd. (HLF) have volatilities of 11.91% and 12.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.91%
12.15%
NATR
HLF

Financials

NATR vs. HLF - Financials Comparison

This section allows you to compare key financial metrics between Nature's Sunshine Products, Inc. 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


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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