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SSYS vs. HLIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, SSYS achieves a -0.58% return, which is significantly lower than HLIT's 51.26% return. Over the past 10 years, SSYS has underperformed HLIT with an annualized return of -8.76%, while HLIT has yielded a comparatively higher 18.12% annualized return.


SSYS

1D
-3.25%
1M
-4.32%
YTD
-0.58%
6M
-6.70%
1Y
-16.78%
3Y*
-19.15%
5Y*
-19.52%
10Y*
-8.76%

HLIT

1D
-0.80%
1M
-1.58%
YTD
51.26%
6M
50.05%
1Y
68.47%
3Y*
-3.50%
5Y*
13.11%
10Y*
18.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSYS vs. HLIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSYS
Stratasys Ltd.
-0.58%-2.36%-37.75%20.40%-51.57%18.19%2.45%12.30%-9.77%20.68%
HLIT
Harmonic Inc.
51.26%-25.25%1.46%-0.46%11.39%59.13%-5.26%65.25%12.38%-16.00%

Correlation

The correlation between SSYS and HLIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.38

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

0.39

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 24, 1995

0.28

The correlation between SSYS and HLIT shifts across timeframes, from 0.28 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SSYS:

$745.26M

HLIT:

$1.65B

EPS

SSYS:

-$1.35

HLIT:

-$0.37

PS Ratio

SSYS:

1.34

HLIT:

3.37

PB Ratio

SSYS:

0.90

HLIT:

4.66

Total Revenue (TTM)

SSYS:

$547.75M

HLIT:

$500.34M

Gross Profit (TTM)

SSYS:

$236.20M

HLIT:

$260.72M

EBITDA (TTM)

SSYS:

-$72.69M

HLIT:

$46.11M

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Return for Risk

SSYS vs. HLIT — Risk / Return Rank

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

SSYS
SSYS Risk / Return Rank: 2929
Overall Rank
SSYS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SSYS Sortino Ratio Rank: 2929
Sortino Ratio Rank
SSYS Omega Ratio Rank: 3030
Omega Ratio Rank
SSYS Calmar Ratio Rank: 2828
Calmar Ratio Rank
SSYS Martin Ratio Rank: 2727
Martin Ratio Rank

HLIT
HLIT Risk / Return Rank: 8181
Overall Rank
HLIT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HLIT Sortino Ratio Rank: 7878
Sortino Ratio Rank
HLIT Omega Ratio Rank: 7979
Omega Ratio Rank
HLIT Calmar Ratio Rank: 8484
Calmar Ratio Rank
HLIT Martin Ratio Rank: 8484
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.

SSYS vs. HLIT - Risk-Adjusted Trends 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.

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.


SSYSHLITDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

0.99

1.29

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.42

3.07

-3.48

Martin ratioReturn relative to average drawdown

-0.77

7.73

-8.49

SSYS vs. HLIT - Sharpe Ratio Comparison

The current SSYS Sharpe Ratio is -0.30, which is lower than the HLIT Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SSYS and HLIT, 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

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.


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Drawdown Indicators


SSYSHLITDifference

Max Drawdown

Largest peak-to-trough decline

-95.49%

-99.32%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-40.35%

-22.44%

-17.91%

Max Drawdown (3Y)

Largest decline over 3 years

-71.08%

-50.45%

-20.63%

Max Drawdown (5Y)

Largest decline over 5 years

-83.39%

-55.14%

-28.25%

Max Drawdown (10Y)

Largest decline over 10 years

-88.67%

-55.14%

-33.53%

Current Drawdown

Current decline from peak

-93.68%

-90.18%

-3.50%

Average Drawdown

Average peak-to-trough decline

-54.31%

-84.34%

+30.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.97%

8.89%

+13.08%

Volatility

SSYS vs. HLIT - Volatility Comparison

The current volatility for Stratasys Ltd. (SSYS) is 17.86%, while Harmonic Inc. (HLIT) has a volatility of 29.85%. This indicates that SSYS experiences smaller price fluctuations and is considered to be less risky than HLIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSYSHLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.86%

29.85%

-11.99%

Volatility (6M)

Calculated over the trailing 6-month period

37.90%

39.15%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

55.51%

47.53%

+7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.33%

48.41%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.54%

50.63%

+5.91%

Dividends

SSYS vs. HLIT - Dividend Comparison

Neither SSYS nor HLIT has paid dividends to shareholders.


Tickers have no history of dividend payments

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


100.00M120.00M140.00M160.00M180.00M200.00M220.00M20222023202420252026
132.70M
121.70M
(SSYS) Total Revenue
(HLIT) Total Revenue
Values in USD except per share items

SSYS vs. HLIT - Profitability Comparison

The chart below illustrates the profitability comparison between Stratasys Ltd. and Harmonic Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%20222023202420252026
42.4%
52.3%
Portfolio components
SSYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stratasys Ltd. reported a gross profit of 56.25M and revenue of 132.70M. Therefore, the gross margin over that period was 42.4%.

HLIT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Harmonic Inc. reported a gross profit of 63.62M and revenue of 121.70M. Therefore, the gross margin over that period was 52.3%.

SSYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stratasys Ltd. reported an operating income of -24.31M and revenue of 132.70M, resulting in an operating margin of -18.3%.

HLIT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Harmonic Inc. reported an operating income of 20.45M and revenue of 121.70M, resulting in an operating margin of 16.8%.

SSYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stratasys Ltd. reported a net income of -23.83M and revenue of 132.70M, resulting in a net margin of -18.0%.

HLIT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Harmonic Inc. reported a net income of 7.31M and revenue of 121.70M, resulting in a net margin of 6.0%.


Frequently Asked Questions


SSYS and HLIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HLIT has higher volatility (29.85%) compared to SSYS (17.86%). In terms of maximum drawdown, SSYS dropped -95.49% vs HLIT's -99.32%.

HLIT currently has the higher Sharpe Ratio (1.45 vs -0.30), 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.

Portfolio Optimizer

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