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CSCO vs. HPE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSCO vs. HPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cisco Systems, Inc. (CSCO) and Hewlett Packard Enterprise Company (HPE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.19%
21.63%
CSCO
HPE

Returns By Period

In the year-to-date period, CSCO achieves a 19.67% return, which is significantly lower than HPE's 32.84% return.


CSCO

YTD

19.67%

1M

4.63%

6M

28.18%

1Y

25.01%

5Y (annualized)

8.55%

10Y (annualized)

11.34%

HPE

YTD

32.84%

1M

14.45%

6M

21.63%

1Y

44.07%

5Y (annualized)

8.82%

10Y (annualized)

N/A

Fundamentals


CSCOHPE
Market Cap$229.20B$27.96B
EPS$2.35$1.41
PE Ratio24.4715.27
PEG Ratio2.575.20
Total Revenue (TTM)$52.98B$21.62B
Gross Profit (TTM)$34.39B$7.09B
EBITDA (TTM)$12.98B$3.62B

Key characteristics


CSCOHPE
Sharpe Ratio1.441.21
Sortino Ratio2.131.83
Omega Ratio1.281.24
Calmar Ratio1.081.68
Martin Ratio4.184.58
Ulcer Index6.16%9.63%
Daily Std Dev17.91%36.50%
Max Drawdown-89.26%-56.88%
Current Drawdown-1.06%0.00%

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Correlation

-0.50.00.51.00.5

The correlation between CSCO and HPE is 0.54, 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.

Risk-Adjusted Performance

CSCO vs. HPE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) and Hewlett Packard Enterprise Company (HPE). 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 CSCO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.441.21
The chart of Sortino ratio for CSCO, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.131.83
The chart of Omega ratio for CSCO, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.24
The chart of Calmar ratio for CSCO, currently valued at 1.08, compared to the broader market0.002.004.006.001.081.68
The chart of Martin ratio for CSCO, currently valued at 4.18, compared to the broader market0.0010.0020.0030.004.184.58
CSCO
HPE

The current CSCO Sharpe Ratio is 1.44, which is comparable to the HPE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of CSCO and HPE, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.44
1.21
CSCO
HPE

Dividends

CSCO vs. HPE - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 2.72%, more than HPE's 2.35% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
2.72%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
HPE
Hewlett Packard Enterprise Company
2.35%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%0.00%0.00%

Drawdowns

CSCO vs. HPE - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than HPE's maximum drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for CSCO and HPE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.06%
0
CSCO
HPE

Volatility

CSCO vs. HPE - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 5.13%, while Hewlett Packard Enterprise Company (HPE) has a volatility of 10.24%. This indicates that CSCO experiences smaller price fluctuations and is considered to be less risky than HPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.13%
10.24%
CSCO
HPE

Financials

CSCO vs. HPE - Financials Comparison

This section allows you to compare key financial metrics between Cisco Systems, Inc. and Hewlett Packard Enterprise Company. 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