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HRMY vs SPY

Comparison between Harmony Biosciences Holdings Inc (HRMY, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed HRMY, delivering a return of +13.3% compared to -0.6%

HRMY vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
HRMY
$1.78B
Winner
SPY
$735B
Expense Ratio
HRMY
N/A
SPY
0.09%
Max Drawdown
HRMY
68.48%
Winner
SPY
56.47%
Sharpe Ratio
HRMY
-0.09
Winner
SPY
1.62
5Y Beta
Winner
HRMY
0.69
SPY
1.00
Industry
HRMY
Biotechnology
SPY
N/A
P/E Ratio
Winner
HRMY
12.18
SPY
28.99
Forward P/E
Winner
HRMY
10.45
SPY
22.37
5Y Dividends CAGR
HRMY
N/A
SPY
5.43%
5Y EPS CAGR
HRMY
N/A
SPY
26.05%
Debt to Equity
Winner
HRMY
17.45%
SPY
32.40%
Free Cash Flow Yield
HRMY
19.20%
SPY
N/A
P/S Ratio
Winner
HRMY
2.03
SPY
3.74
P/B Ratio
Winner
HRMY
2.00
SPY
5.61

HRMY vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
HRMY
-0.43%
Winner
SPY
+1.90%
3M
Winner
HRMY
+12.94%
SPY
+8.55%
6M
HRMY
-19.16%
Winner
SPY
+8.18%
1Y
HRMY
-8.08%
Winner
SPY
+25.79%
5Y(CAGR)
HRMY
-0.60%
Winner
SPY
+13.32%
10Y(CAGR)
HRMY
N/A
SPY
+15.19%
Max(CAGR)
HRMY
-2.37%
Winner
SPY
+8.47%

HRMY vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearHRMYSPY
2026-13.86%+8.26%
2025+7.44%+18.00%
2024+11.76%+25.59%
2023-39.01%+26.72%
2022+23.02%-18.64%
2021+20.35%+30.52%
2020-2.32%+17.28%
2019N/A+31.09%
2018N/A-5.24%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

HRMY vs SPY Drawdown Comparison

The maximum drawdown for HRMY was -68.48%, occurring on Oct 27, 2023. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current HRMY drawdown is -47.14%. The current SPY drawdown is -2.90%.

RankHRMYSPY
#1-68.48%
Dec 5, 2022 - Oct 27, 2023
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-49.98%
Nov 10, 2020 - Apr 14, 2022
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-35.69%
Apr 19, 2022 - Jul 5, 2022
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-30.25%
Sep 10, 2020 - Nov 5, 2020
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-24.15%
Jul 7, 2022 - Nov 1, 2022
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-11.78%
Aug 19, 2020 - Sep 1, 2020
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-7.17%
Nov 3, 2022 - Dec 1, 2022
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-4.74%
Sep 2, 2020 - Sep 9, 2020
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-4.44%
Nov 5, 2020 - Nov 9, 2020
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-2.15%
Apr 14, 2022 - Apr 19, 2022
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-1.30%
Nov 1, 2022 - Nov 3, 2022
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12N/A-8.88%
Jan 27, 2026 - Apr 14, 2026
#13N/A-8.41%
Jul 16, 2024 - Sep 19, 2024
#14N/A-7.35%
Sep 14, 2012 - Jan 2, 2013
#15N/A-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between HRMY and SPY is -0.40 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.40
-101

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