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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.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
570.18%
-5.71%
NATR
HLF

Key characteristics

Sharpe Ratio

NATR:

-0.29

HLF:

-0.89

Sortino Ratio

NATR:

-0.11

HLF:

-1.20

Omega Ratio

NATR:

0.99

HLF:

0.83

Calmar Ratio

NATR:

-0.33

HLF:

-0.63

Martin Ratio

NATR:

-0.59

HLF:

-1.40

Ulcer Index

NATR:

24.25%

HLF:

40.44%

Daily Std Dev

NATR:

49.10%

HLF:

63.43%

Max Drawdown

NATR:

-62.16%

HLF:

-89.49%

Current Drawdown

NATR:

-28.20%

HLF:

-89.46%

Fundamentals

Market Cap

NATR:

$289.14M

HLF:

$717.64M

EPS

NATR:

$0.88

HLF:

$0.85

PE Ratio

NATR:

17.78

HLF:

8.38

PEG Ratio

NATR:

0.00

HLF:

-32.80

Total Revenue (TTM)

NATR:

$445.10M

HLF:

$5.00B

Gross Profit (TTM)

NATR:

$308.24M

HLF:

$3.84B

EBITDA (TTM)

NATR:

$30.87M

HLF:

$460.00M

Returns By Period

In the year-to-date period, NATR achieves a -13.24% return, which is significantly higher than HLF's -57.54% return. Over the past 10 years, NATR has outperformed HLF with an annualized return of 1.39%, while HLF has yielded a comparatively lower -10.17% annualized return.


NATR

YTD

-13.24%

1M

-6.25%

6M

-0.27%

1Y

-16.62%

5Y*

11.21%

10Y*

1.39%

HLF

YTD

-57.54%

1M

-22.95%

6M

-42.04%

1Y

-57.03%

5Y*

-33.17%

10Y*

-10.17%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 -0.29, compared to the broader market-4.00-2.000.002.00-0.29-0.89
The chart of Sortino ratio for NATR, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11-1.20
The chart of Omega ratio for NATR, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.83
The chart of Calmar ratio for NATR, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.63
The chart of Martin ratio for NATR, currently valued at -0.59, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.59-1.40
NATR
HLF

The current NATR Sharpe Ratio is -0.29, which is higher than the HLF Sharpe Ratio of -0.89. 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.29
-0.89
NATR
HLF

Dividends

NATR vs. HLF - Dividend Comparison

Neither NATR nor HLF has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NATR
Nature's Sunshine Products, Inc.
0.00%0.00%0.00%5.41%0.00%0.00%0.00%0.87%2.67%3.95%12.82%10.97%
HLF
Herbalife Nutrition Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.80%1.52%

Drawdowns

NATR vs. HLF - Drawdown Comparison

The maximum NATR drawdown since its inception was -62.16%, smaller than the maximum HLF drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for NATR and HLF. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-28.20%
-89.46%
NATR
HLF

Volatility

NATR vs. HLF - Volatility Comparison

The current volatility for Nature's Sunshine Products, Inc. (NATR) is 8.80%, while Herbalife Nutrition Ltd. (HLF) has a volatility of 14.69%. This indicates that NATR 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.80%
14.69%
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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