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SSYS vs. HLIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SSYS and HLIT 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.


-0.50.00.51.00.3

Performance

SSYS vs. HLIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stratasys Ltd. (SSYS) and Harmonic Inc. (HLIT). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
278.11%
71.77%
SSYS
HLIT

Key characteristics

Sharpe Ratio

SSYS:

-0.60

HLIT:

0.08

Sortino Ratio

SSYS:

-0.74

HLIT:

0.47

Omega Ratio

SSYS:

0.92

HLIT:

1.08

Calmar Ratio

SSYS:

-0.34

HLIT:

0.04

Martin Ratio

SSYS:

-0.92

HLIT:

0.29

Ulcer Index

SSYS:

34.92%

HLIT:

13.79%

Daily Std Dev

SSYS:

53.36%

HLIT:

50.63%

Max Drawdown

SSYS:

-95.49%

HLIT:

-99.32%

Current Drawdown

SSYS:

-93.42%

HLIT:

-91.86%

Fundamentals

Market Cap

SSYS:

$643.89M

HLIT:

$1.45B

EPS

SSYS:

-$1.31

HLIT:

$0.73

PEG Ratio

SSYS:

1.60

HLIT:

-0.21

Total Revenue (TTM)

SSYS:

$416.09M

HLIT:

$456.56M

Gross Profit (TTM)

SSYS:

$185.41M

HLIT:

$234.96M

EBITDA (TTM)

SSYS:

-$43.23M

HLIT:

$15.84M

Returns By Period

In the year-to-date period, SSYS achieves a 1.01% return, which is significantly higher than HLIT's -6.27% return. Over the past 10 years, SSYS has underperformed HLIT with an annualized return of -18.78%, while HLIT has yielded a comparatively higher 6.19% annualized return.


SSYS

YTD

1.01%

1M

-7.04%

6M

-2.39%

1Y

-32.63%

5Y*

-16.27%

10Y*

-18.78%

HLIT

YTD

-6.27%

1M

-6.49%

6M

0.98%

1Y

7.83%

5Y*

8.62%

10Y*

6.19%

*Annualized

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Risk-Adjusted Performance

SSYS vs. HLIT — Risk-Adjusted Performance Rank

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

SSYS
The Risk-Adjusted Performance Rank of SSYS is 2020
Overall Rank
The Sharpe Ratio Rank of SSYS is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SSYS is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SSYS is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SSYS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SSYS is 2525
Martin Ratio Rank

HLIT
The Risk-Adjusted Performance Rank of HLIT is 4747
Overall Rank
The Sharpe Ratio Rank of HLIT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of HLIT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HLIT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of HLIT is 4949
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.

SSYS vs. HLIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stratasys Ltd. (SSYS) and Harmonic Inc. (HLIT). 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 SSYS, currently valued at -0.60, compared to the broader market-2.000.002.004.00-0.600.08
The chart of Sortino ratio for SSYS, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.740.47
The chart of Omega ratio for SSYS, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.08
The chart of Calmar ratio for SSYS, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.340.04
The chart of Martin ratio for SSYS, currently valued at -0.92, compared to the broader market-10.000.0010.0020.0030.00-0.920.29
SSYS
HLIT

The current SSYS Sharpe Ratio is -0.60, which is lower than the HLIT Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SSYS and HLIT, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.60
0.08
SSYS
HLIT

Dividends

SSYS vs. HLIT - Dividend Comparison

Neither SSYS nor HLIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SSYS vs. HLIT - Drawdown Comparison

The maximum SSYS drawdown since its inception was -95.49%, roughly equal to the maximum HLIT drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for SSYS and HLIT. For additional features, visit the drawdowns tool.


-95.00%-94.00%-93.00%-92.00%-91.00%-90.00%AugustSeptemberOctoberNovemberDecember2025
-93.42%
-91.86%
SSYS
HLIT

Volatility

SSYS vs. HLIT - Volatility Comparison

Stratasys Ltd. (SSYS) has a higher volatility of 11.16% compared to Harmonic Inc. (HLIT) at 10.37%. This indicates that SSYS's price experiences larger fluctuations and is considered to be riskier than HLIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
11.16%
10.37%
SSYS
HLIT

Financials

SSYS vs. HLIT - Financials Comparison

This section allows you to compare key financial metrics between Stratasys Ltd. and Harmonic Inc.. 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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