PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USNA vs. TRMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between USNA and TRMD is 0.04, 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.


-0.50.00.51.00.0

Performance

USNA vs. TRMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USANA Health Sciences, Inc. (USNA) and TORM plc (TRMD). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-19.26%
-42.53%
USNA
TRMD

Key characteristics

Sharpe Ratio

USNA:

-1.13

TRMD:

-0.94

Sortino Ratio

USNA:

-1.69

TRMD:

-1.28

Omega Ratio

USNA:

0.81

TRMD:

0.86

Calmar Ratio

USNA:

-0.51

TRMD:

-0.63

Martin Ratio

USNA:

-1.96

TRMD:

-1.30

Ulcer Index

USNA:

20.21%

TRMD:

24.46%

Daily Std Dev

USNA:

34.50%

TRMD:

34.13%

Max Drawdown

USNA:

-94.90%

TRMD:

-50.83%

Current Drawdown

USNA:

-76.81%

TRMD:

-46.48%

Fundamentals

Market Cap

USNA:

$594.85M

TRMD:

$2.32B

EPS

USNA:

$2.83

TRMD:

$8.08

PE Ratio

USNA:

11.03

TRMD:

2.94

Total Revenue (TTM)

USNA:

$640.89M

TRMD:

$1.25B

Gross Profit (TTM)

USNA:

$514.42M

TRMD:

$711.38M

EBITDA (TTM)

USNA:

$80.01M

TRMD:

$725.41M

Returns By Period

In the year-to-date period, USNA achieves a -11.95% return, which is significantly lower than TRMD's 0.57% return.


USNA

YTD

-11.95%

1M

-5.81%

6M

-19.26%

1Y

-35.59%

5Y*

-15.95%

10Y*

-4.62%

TRMD

YTD

0.57%

1M

-13.72%

6M

-42.53%

1Y

-30.89%

5Y*

35.43%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

USNA vs. TRMD — Risk-Adjusted Performance Rank

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

USNA
The Risk-Adjusted Performance Rank of USNA is 66
Overall Rank
The Sharpe Ratio Rank of USNA is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of USNA is 33
Sortino Ratio Rank
The Omega Ratio Rank of USNA is 55
Omega Ratio Rank
The Calmar Ratio Rank of USNA is 1616
Calmar Ratio Rank
The Martin Ratio Rank of USNA is 11
Martin Ratio Rank

TRMD
The Risk-Adjusted Performance Rank of TRMD is 88
Overall Rank
The Sharpe Ratio Rank of TRMD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TRMD is 77
Sortino Ratio Rank
The Omega Ratio Rank of TRMD is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TRMD is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TRMD is 1111
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.

USNA vs. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USANA Health Sciences, Inc. (USNA) and TORM plc (TRMD). 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 USNA, currently valued at -1.13, compared to the broader market-2.000.002.004.00-1.13-0.94
The chart of Sortino ratio for USNA, currently valued at -1.69, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.69-1.28
The chart of Omega ratio for USNA, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.86
The chart of Calmar ratio for USNA, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.63
The chart of Martin ratio for USNA, currently valued at -1.96, compared to the broader market0.0010.0020.0030.00-1.96-1.30
USNA
TRMD

The current USNA Sharpe Ratio is -1.13, which is comparable to the TRMD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of USNA and TRMD, 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-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-1.13
-0.94
USNA
TRMD

Dividends

USNA vs. TRMD - Dividend Comparison

USNA has not paid dividends to shareholders, while TRMD's dividend yield for the trailing twelve months is around 29.96%.


TTM20242023202220212020
USNA
USANA Health Sciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
TRMD
TORM plc
29.96%30.13%23.05%6.99%0.00%14.89%

Drawdowns

USNA vs. TRMD - Drawdown Comparison

The maximum USNA drawdown since its inception was -94.90%, which is greater than TRMD's maximum drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for USNA and TRMD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-76.81%
-46.48%
USNA
TRMD

Volatility

USNA vs. TRMD - Volatility Comparison

The current volatility for USANA Health Sciences, Inc. (USNA) is 9.34%, while TORM plc (TRMD) has a volatility of 11.28%. This indicates that USNA experiences smaller price fluctuations and is considered to be less risky than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
9.34%
11.28%
USNA
TRMD

Financials

USNA vs. TRMD - Financials Comparison

This section allows you to compare key financial metrics between USANA Health Sciences, Inc. and TORM plc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab