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PBH vs. HYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBH and HYG is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PBH vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prestige Consumer Healthcare Inc. (PBH) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PBH:

0.87

HYG:

1.45

Sortino Ratio

PBH:

1.62

HYG:

2.08

Omega Ratio

PBH:

1.20

HYG:

1.30

Calmar Ratio

PBH:

1.50

HYG:

1.74

Martin Ratio

PBH:

3.92

HYG:

9.20

Ulcer Index

PBH:

6.33%

HYG:

0.86%

Daily Std Dev

PBH:

27.91%

HYG:

5.64%

Max Drawdown

PBH:

-80.60%

HYG:

-34.24%

Current Drawdown

PBH:

-1.93%

HYG:

-0.52%

Returns By Period

In the year-to-date period, PBH achieves a 11.79% return, which is significantly higher than HYG's 1.81% return. Over the past 10 years, PBH has outperformed HYG with an annualized return of 7.84%, while HYG has yielded a comparatively lower 3.96% annualized return.


PBH

YTD

11.79%

1M

8.17%

6M

8.62%

1Y

24.02%

5Y*

16.29%

10Y*

7.84%

HYG

YTD

1.81%

1M

3.19%

6M

1.32%

1Y

8.32%

5Y*

5.19%

10Y*

3.96%

*Annualized

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Risk-Adjusted Performance

PBH vs. HYG — Risk-Adjusted Performance Rank

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

PBH
The Risk-Adjusted Performance Rank of PBH is 8282
Overall Rank
The Sharpe Ratio Rank of PBH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PBH is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PBH is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PBH is 9090
Calmar Ratio Rank
The Martin Ratio Rank of PBH is 8383
Martin Ratio Rank

HYG
The Risk-Adjusted Performance Rank of HYG is 9191
Overall Rank
The Sharpe Ratio Rank of HYG is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of HYG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of HYG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HYG is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HYG is 9393
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.

PBH vs. HYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prestige Consumer Healthcare Inc. (PBH) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


The current PBH Sharpe Ratio is 0.87, which is lower than the HYG Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PBH and HYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PBH vs. HYG - Dividend Comparison

PBH has not paid dividends to shareholders, while HYG's dividend yield for the trailing twelve months is around 5.89%.


TTM20242023202220212020201920182017201620152014
PBH
Prestige Consumer Healthcare Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.54%0.00%0.00%0.00%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%

Drawdowns

PBH vs. HYG - Drawdown Comparison

The maximum PBH drawdown since its inception was -80.60%, which is greater than HYG's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for PBH and HYG. For additional features, visit the drawdowns tool.


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Volatility

PBH vs. HYG - Volatility Comparison

Prestige Consumer Healthcare Inc. (PBH) has a higher volatility of 9.66% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 2.38%. This indicates that PBH's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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