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

Performance

THRM vs. HLIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gentherm Incorporated (THRM) 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, THRM achieves a -3.08% return, which is significantly lower than HLIT's 51.26% return. Over the past 10 years, THRM has underperformed HLIT with an annualized return of 0.22%, while HLIT has yielded a comparatively higher 18.12% annualized return.


THRM

1D
-1.89%
1M
7.67%
YTD
-3.08%
6M
-5.67%
1Y
27.72%
3Y*
-13.97%
5Y*
-13.01%
10Y*
0.22%

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)

THRM vs. HLIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THRM
Gentherm Incorporated
-3.08%-8.90%-23.75%-19.80%-24.87%33.24%46.92%11.03%25.92%-6.20%
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 THRM and HLIT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.37

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

0.40

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

0.38

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

0.23

The correlation between THRM and HLIT shifts across timeframes, from 0.23 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

THRM:

$1.08B

HLIT:

$1.65B

EPS

THRM:

$0.74

HLIT:

-$0.37

PS Ratio

THRM:

0.95

HLIT:

3.37

PB Ratio

THRM:

1.51

HLIT:

4.66

Total Revenue (TTM)

THRM:

$1.14B

HLIT:

$500.34M

Gross Profit (TTM)

THRM:

$362.44M

HLIT:

$260.72M

EBITDA (TTM)

THRM:

$115.48M

HLIT:

$46.11M

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Return for Risk

THRM vs. HLIT — Risk / Return Rank

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

THRM
THRM Risk / Return Rank: 6262
Overall Rank
THRM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
THRM Sortino Ratio Rank: 6262
Sortino Ratio Rank
THRM Omega Ratio Rank: 6060
Omega Ratio Rank
THRM Calmar Ratio Rank: 6262
Calmar Ratio Rank
THRM Martin Ratio Rank: 6161
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.

THRM vs. HLIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gentherm Incorporated (THRM) 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.


THRMHLITDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratioReturn relative to maximum drawdown

0.92

3.07

-2.15

Martin ratioReturn relative to average drawdown

2.04

7.73

-5.69

THRM vs. HLIT - Sharpe Ratio Comparison

The current THRM Sharpe Ratio is 0.75, which is lower than the HLIT Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of THRM 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

THRM vs. HLIT - Drawdown Comparison

The maximum THRM drawdown since its inception was -99.08%, roughly equal to the maximum HLIT drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for THRM and HLIT.


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Drawdown Indicators


THRMHLITDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-99.32%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-30.32%

-22.44%

-7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-64.70%

-50.45%

-14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-76.34%

-55.14%

-21.20%

Max Drawdown (10Y)

Largest decline over 10 years

-76.34%

-55.14%

-21.20%

Current Drawdown

Current decline from peak

-64.24%

-90.18%

+25.94%

Average Drawdown

Average peak-to-trough decline

-61.30%

-84.34%

+23.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.61%

8.89%

+4.72%

Volatility

THRM vs. HLIT - Volatility Comparison

The current volatility for Gentherm Incorporated (THRM) is 10.64%, while Harmonic Inc. (HLIT) has a volatility of 29.85%. This indicates that THRM 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


THRMHLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

29.85%

-19.21%

Volatility (6M)

Calculated over the trailing 6-month period

27.92%

39.15%

-11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

37.15%

47.53%

-10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.95%

48.41%

-7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.63%

50.63%

-12.00%

Dividends

THRM vs. HLIT - Dividend Comparison

Neither THRM nor HLIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

THRM vs. HLIT - Financials Comparison

This section allows you to compare key financial metrics between Gentherm Incorporated 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


0.00100.00M200.00M300.00M400.00M202220232024202520260
121.70M
(THRM) Total Revenue
(HLIT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


THRM and HLIT have a correlation of 0.40, 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 THRM (10.64%). In terms of maximum drawdown, THRM dropped -99.08% vs HLIT's -99.32%.

HLIT currently has the higher Sharpe Ratio (1.45 vs 0.75), 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

Find the right allocation for THRM and HLIT

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