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NATR vs. KHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NATR vs. KHC - Performance Comparison

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

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Returns By Period

In the year-to-date period, NATR achieves a -3.66% return, which is significantly higher than KHC's -4.08% return. Over the past 10 years, NATR has outperformed KHC with an annualized return of 8.29%, while KHC has yielded a comparatively lower -8.21% annualized return.


NATR

1D
1.91%
1M
-4.85%
YTD
-3.66%
6M
-4.94%
1Y
39.44%
3Y*
16.64%
5Y*
2.00%
10Y*
8.29%

KHC

1D
2.00%
1M
-3.84%
YTD
-4.08%
6M
-1.85%
1Y
-7.49%
3Y*
-9.69%
5Y*
-6.54%
10Y*
-8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NATR vs. KHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NATR
Nature's Sunshine Products, Inc.
-3.66%47.20%-15.21%107.81%-55.03%30.66%67.41%9.57%-29.44%-22.23%
KHC
The Kraft Heinz Company
-4.08%-16.31%-12.96%-5.04%18.18%7.98%13.78%-21.20%-42.25%-8.37%

Correlation

The correlation between NATR and KHC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.13

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

0.15

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2015

0.18

Fundamentals

Market Cap

NATR:

$372.74M

KHC:

$26.69B

EPS

NATR:

$1.09

KHC:

-$4.85

PS Ratio

NATR:

0.77

KHC:

1.07

PB Ratio

NATR:

2.23

KHC:

0.64

Total Revenue (TTM)

NATR:

$489.79M

KHC:

$24.99B

Gross Profit (TTM)

NATR:

$342.26M

KHC:

$8.46B

EBITDA (TTM)

NATR:

$37.50M

KHC:

-$3.86B

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Return for Risk

NATR vs. KHC — Risk / Return Rank

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

NATR
NATR Risk / Return Rank: 7070
Overall Rank
NATR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NATR Sortino Ratio Rank: 7373
Sortino Ratio Rank
NATR Omega Ratio Rank: 7070
Omega Ratio Rank
NATR Calmar Ratio Rank: 6868
Calmar Ratio Rank
NATR Martin Ratio Rank: 7070
Martin Ratio Rank

KHC
KHC Risk / Return Rank: 2929
Overall Rank
KHC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
KHC Sortino Ratio Rank: 2626
Sortino Ratio Rank
KHC Omega Ratio Rank: 2727
Omega Ratio Rank
KHC Calmar Ratio Rank: 3232
Calmar Ratio Rank
KHC Martin Ratio Rank: 3232
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.

NATR vs. KHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nature's Sunshine Products, Inc. (NATR) and The Kraft Heinz Company (KHC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NATRKHCDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.22

0.97

+0.25

Calmar ratioReturn relative to maximum drawdown

1.36

-0.32

+1.68

Martin ratioReturn relative to average drawdown

3.45

-0.57

+4.02

NATR vs. KHC - Sharpe Ratio Comparison

The current NATR Sharpe Ratio is 0.83, which is higher than the KHC Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of NATR and KHC, 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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Drawdowns

NATR vs. KHC - Drawdown Comparison

The maximum NATR drawdown since its inception was -62.16%, smaller than the maximum KHC drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for NATR and KHC.


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Drawdown Indicators


NATRKHCDifference

Max Drawdown

Largest peak-to-trough decline

-62.16%

-76.07%

+13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-29.21%

-23.19%

-6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-45.66%

-38.72%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-58.03%

-41.69%

-16.34%

Max Drawdown (10Y)

Largest decline over 10 years

-62.00%

-76.07%

+14.07%

Current Drawdown

Current decline from peak

-25.22%

-63.71%

+38.49%

Average Drawdown

Average peak-to-trough decline

-27.08%

-42.48%

+15.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.47%

13.08%

-1.61%

Volatility

NATR vs. KHC - Volatility Comparison

The current volatility for Nature's Sunshine Products, Inc. (NATR) is 7.34%, while The Kraft Heinz Company (KHC) has a volatility of 8.85%. This indicates that NATR experiences smaller price fluctuations and is considered to be less risky than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NATRKHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

8.85%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

23.91%

19.48%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

47.85%

26.02%

+21.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.95%

22.51%

+20.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.76%

27.13%

+21.63%

Dividends

NATR vs. KHC - Dividend Comparison

NATR has not paid dividends to shareholders, while KHC's dividend yield for the trailing twelve months is around 7.12%.


PositionTTM20252024202320222021202020192018201720162015
KHC
The Kraft Heinz Company
7.12%6.60%5.21%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%25.01%
NATR
Nature's Sunshine Products, Inc.
0.00%0.00%0.00%0.00%0.00%5.41%0.00%0.00%0.00%0.87%2.67%3.95%

Financials

NATR vs. KHC - Financials Comparison

This section allows you to compare key financial metrics between Nature's Sunshine Products, Inc. and The Kraft Heinz Company. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
122.89M
6.05B
(NATR) Total Revenue
(KHC) Total Revenue
Values in USD except per share items

NATR vs. KHC - Profitability Comparison

The chart below illustrates the profitability comparison between Nature's Sunshine Products, Inc. and The Kraft Heinz Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
73.2%
36.7%
Portfolio components
NATR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nature's Sunshine Products, Inc. reported a gross profit of 89.98M and revenue of 122.89M. Therefore, the gross margin over that period was 73.2%.

KHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a gross profit of 2.22B and revenue of 6.05B. Therefore, the gross margin over that period was 36.7%.

NATR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nature's Sunshine Products, Inc. reported an operating income of 9.55M and revenue of 122.89M, resulting in an operating margin of 7.8%.

KHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported an operating income of 1.15B and revenue of 6.05B, resulting in an operating margin of 18.9%.

NATR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nature's Sunshine Products, Inc. reported a net income of 5.12M and revenue of 122.89M, resulting in a net margin of 4.2%.

KHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a net income of 798.00M and revenue of 6.05B, resulting in a net margin of 13.2%.


Frequently Asked Questions


NATR and KHC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KHC has higher volatility (8.85%) compared to NATR (7.34%). In terms of maximum drawdown, NATR dropped -62.16% vs KHC's -76.07%.

NATR currently has the higher Sharpe Ratio (0.83 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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