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CE vs. HTGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CE and HTGC is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CE vs. HTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celanese Corporation (CE) and Hercules Capital, Inc. (HTGC). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
266.17%
868.06%
CE
HTGC

Key characteristics

Sharpe Ratio

CE:

-1.22

HTGC:

0.12

Sortino Ratio

CE:

-2.15

HTGC:

0.32

Omega Ratio

CE:

0.67

HTGC:

1.05

Calmar Ratio

CE:

-0.92

HTGC:

0.12

Martin Ratio

CE:

-1.64

HTGC:

0.35

Ulcer Index

CE:

43.65%

HTGC:

8.68%

Daily Std Dev

CE:

58.95%

HTGC:

26.02%

Max Drawdown

CE:

-84.87%

HTGC:

-68.50%

Current Drawdown

CE:

-74.27%

HTGC:

-17.03%

Fundamentals

Market Cap

CE:

$4.88B

HTGC:

$3.10B

EPS

CE:

-$13.86

HTGC:

$1.61

PEG Ratio

CE:

4.42

HTGC:

0.52

PS Ratio

CE:

0.48

HTGC:

6.29

PB Ratio

CE:

0.90

HTGC:

1.56

Total Revenue (TTM)

CE:

$7.67B

HTGC:

$286.20M

Gross Profit (TTM)

CE:

$1.77B

HTGC:

$234.55M

EBITDA (TTM)

CE:

-$72.00M

HTGC:

$192.67M

Returns By Period

In the year-to-date period, CE achieves a -37.07% return, which is significantly lower than HTGC's -9.14% return. Over the past 10 years, CE has underperformed HTGC with an annualized return of -2.07%, while HTGC has yielded a comparatively higher 13.69% annualized return.


CE

YTD

-37.07%

1M

-26.42%

6M

-66.02%

1Y

-71.27%

5Y*

-9.46%

10Y*

-2.07%

HTGC

YTD

-9.14%

1M

-7.78%

6M

-6.38%

1Y

2.54%

5Y*

27.13%

10Y*

13.69%

*Annualized

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Risk-Adjusted Performance

CE vs. HTGC — Risk-Adjusted Performance Rank

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

CE
The Risk-Adjusted Performance Rank of CE is 22
Overall Rank
The Sharpe Ratio Rank of CE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CE is 22
Sortino Ratio Rank
The Omega Ratio Rank of CE is 11
Omega Ratio Rank
The Calmar Ratio Rank of CE is 22
Calmar Ratio Rank
The Martin Ratio Rank of CE is 55
Martin Ratio Rank

HTGC
The Risk-Adjusted Performance Rank of HTGC is 5353
Overall Rank
The Sharpe Ratio Rank of HTGC is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of HTGC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of HTGC is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HTGC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of HTGC is 5757
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.

CE vs. HTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celanese Corporation (CE) and Hercules Capital, Inc. (HTGC). 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 chart of Sharpe ratio for CE, currently valued at -1.22, compared to the broader market-2.00-1.000.001.002.003.00
CE: -1.22
HTGC: 0.12
The chart of Sortino ratio for CE, currently valued at -2.15, compared to the broader market-6.00-4.00-2.000.002.004.00
CE: -2.15
HTGC: 0.32
The chart of Omega ratio for CE, currently valued at 0.67, compared to the broader market0.501.001.502.00
CE: 0.67
HTGC: 1.05
The chart of Calmar ratio for CE, currently valued at -0.92, compared to the broader market0.001.002.003.004.005.00
CE: -0.92
HTGC: 0.12
The chart of Martin ratio for CE, currently valued at -1.64, compared to the broader market-5.000.005.0010.0015.0020.00
CE: -1.64
HTGC: 0.35

The current CE Sharpe Ratio is -1.22, which is lower than the HTGC Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CE and HTGC, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.22
0.12
CE
HTGC

Dividends

CE vs. HTGC - Dividend Comparison

CE's dividend yield for the trailing twelve months is around 4.89%, less than HTGC's 8.93% yield.


TTM20242023202220212020201920182017201620152014
CE
Celanese Corporation
4.89%4.05%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%
HTGC
Hercules Capital, Inc.
8.93%7.96%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%

Drawdowns

CE vs. HTGC - Drawdown Comparison

The maximum CE drawdown since its inception was -84.87%, which is greater than HTGC's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for CE and HTGC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.27%
-17.03%
CE
HTGC

Volatility

CE vs. HTGC - Volatility Comparison

Celanese Corporation (CE) has a higher volatility of 35.07% compared to Hercules Capital, Inc. (HTGC) at 13.55%. This indicates that CE's price experiences larger fluctuations and is considered to be riskier than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
35.07%
13.55%
CE
HTGC

Financials

CE vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between Celanese Corporation and Hercules Capital, 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


Values in USD except per share items