UFPT vs. HWKN

In the year-to-date period, UFPT achieves a -15.42% return, which is significantly lower than HWKN's 1.65% return. Over the past 10 years, UFPT has outperformed HWKN with an annualized return of 25.70%, while HWKN has yielded a comparatively lower 21.76% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for UFP Technologies, Inc. (UFPT) and Hawkins, Inc. (HWKN). 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 UFPT Sharpe Ratio is -0.06, which is lower than the HWKN Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of UFPT and HWKN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UFPT has not paid dividends to shareholders, while HWKN's dividend yield for the trailing twelve months is around 0.56%.

The maximum UFPT drawdown since its inception was -88.53%, which is greater than HWKN's maximum drawdown of -44.76%. Use the drawdown chart below to compare losses from any high point for UFPT and HWKN. For additional features, visit the drawdowns tool.

UFP Technologies, Inc. (UFPT) has a higher volatility of 16.22% compared to Hawkins, Inc. (HWKN) at 13.60%. This indicates that UFPT's price experiences larger fluctuations and is considered to be riskier than HWKN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between UFP Technologies, Inc. and Hawkins, 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.