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EPM vs. HGBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EPM vs. HGBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evolution Petroleum Corporation (EPM) and Heritage Global Inc. (HGBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPM achieves a 31.91% return, which is significantly higher than HGBL's 0.81% return. Over the past 10 years, EPM has underperformed HGBL with an annualized return of 4.13%, while HGBL has yielded a comparatively higher 18.50% annualized return.


EPM

1D
4.84%
1M
-8.08%
YTD
31.91%
6M
14.81%
1Y
8.59%
3Y*
-10.12%
5Y*
8.70%
10Y*
4.13%

HGBL

1D
0.81%
1M
-8.09%
YTD
0.81%
6M
-3.10%
1Y
-41.86%
3Y*
-32.08%
5Y*
-14.27%
10Y*
18.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPM vs. HGBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPM
Evolution Petroleum Corporation
31.91%-25.17%-2.04%-17.30%58.73%86.00%-44.78%-14.47%4.19%-28.70%
HGBL
Heritage Global Inc.
0.81%-32.97%-33.45%18.30%25.67%-29.70%171.43%115.64%22.83%-21.28%

Correlation

The correlation between EPM and HGBL is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2016

0.07

Fundamentals

Market Cap

EPM:

$154.60M

HGBL:

$43.74M

EPS

EPM:

-$0.11

HGBL:

$0.09

PS Ratio

EPM:

1.85

HGBL:

0.88

PB Ratio

EPM:

2.65

HGBL:

0.65

Total Revenue (TTM)

EPM:

$83.24M

HGBL:

$50.24M

Gross Profit (TTM)

EPM:

$3.92M

HGBL:

$51.32M

EBITDA (TTM)

EPM:

$2.18M

HGBL:

$6.42M

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Evolution Petroleum Corporation

Heritage Global Inc.

Return for Risk

EPM vs. HGBL — Risk / Return Rank

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

EPM
EPM Risk / Return Rank: 4646
Overall Rank
EPM Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EPM Sortino Ratio Rank: 4444
Sortino Ratio Rank
EPM Omega Ratio Rank: 4444
Omega Ratio Rank
EPM Calmar Ratio Rank: 4747
Calmar Ratio Rank
EPM Martin Ratio Rank: 4848
Martin Ratio Rank

HGBL
HGBL Risk / Return Rank: 88
Overall Rank
HGBL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HGBL Sortino Ratio Rank: 44
Sortino Ratio Rank
HGBL Omega Ratio Rank: 77
Omega Ratio Rank
HGBL Calmar Ratio Rank: 99
Calmar Ratio Rank
HGBL Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPM vs. HGBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolution Petroleum Corporation (EPM) and Heritage Global Inc. (HGBL). 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.


EPMHGBLDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.07

0.82

+0.25

Calmar ratioReturn relative to maximum drawdown

0.23

-0.85

+1.07

Martin ratioReturn relative to average drawdown

0.52

-1.18

+1.70

EPM vs. HGBL - Sharpe Ratio Comparison

The current EPM Sharpe Ratio is 0.22, which is higher than the HGBL Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of EPM and HGBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EPMHGBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

-1.07

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.29

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.23

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.21

-0.33

Drawdowns

EPM vs. HGBL - Drawdown Comparison

The maximum EPM drawdown since its inception was -99.99%, which is greater than HGBL's maximum drawdown of -74.19%. Use the drawdown chart below to compare losses from any high point for EPM and HGBL.


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Drawdown Indicators


EPMHGBLDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-74.19%

-25.80%

Max Drawdown (1Y)

Largest decline over 1 year

-38.29%

-49.57%

+11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-59.45%

-70.97%

+11.52%

Max Drawdown (5Y)

Largest decline over 5 years

-59.45%

-70.97%

+11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-80.49%

-74.19%

-6.30%

Current Drawdown

Current decline from peak

-99.84%

-68.98%

-30.86%

Average Drawdown

Average peak-to-trough decline

-96.49%

-37.18%

-59.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.50%

35.56%

-19.06%

Volatility

EPM vs. HGBL - Volatility Comparison

Evolution Petroleum Corporation (EPM) has a higher volatility of 18.34% compared to Heritage Global Inc. (HGBL) at 11.61%. This indicates that EPM's price experiences larger fluctuations and is considered to be riskier than HGBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPMHGBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.34%

11.61%

+6.73%

Volatility (6M)

Calculated over the trailing 6-month period

31.20%

28.10%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

38.93%

39.21%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.55%

49.82%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.10%

83.86%

-33.76%

Dividends

EPM vs. HGBL - Dividend Comparison

EPM's dividend yield for the trailing twelve months is around 10.55%, while HGBL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EPM
Evolution Petroleum Corporation
10.55%13.56%9.18%8.26%5.83%4.55%6.14%7.31%5.87%4.23%2.15%4.16%
HGBL
Heritage Global Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

EPM vs. HGBL - Financials Comparison

This section allows you to compare key financial metrics between Evolution Petroleum Corporation and Heritage Global 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


10.00M20.00M30.00M40.00M20222023202420252026
20.17M
12.73M
(EPM) Total Revenue
(HGBL) Total Revenue
Values in USD except per share items

EPM vs. HGBL - Profitability Comparison

The chart below illustrates the profitability comparison between Evolution Petroleum Corporation and Heritage Global Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
-56.8%
91.7%
Portfolio components
EPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Evolution Petroleum Corporation reported a gross profit of -11.45M and revenue of 20.17M. Therefore, the gross margin over that period was -56.8%.

HGBL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Heritage Global Inc. reported a gross profit of 11.67M and revenue of 12.73M. Therefore, the gross margin over that period was 91.7%.

EPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Evolution Petroleum Corporation reported an operating income of -558.00K and revenue of 20.17M, resulting in an operating margin of -2.8%.

HGBL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Heritage Global Inc. reported an operating income of 1.01M and revenue of 12.73M, resulting in an operating margin of 7.9%.

EPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Evolution Petroleum Corporation reported a net income of -8.93M and revenue of 20.17M, resulting in a net margin of -44.3%.

HGBL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Heritage Global Inc. reported a net income of 717.00K and revenue of 12.73M, resulting in a net margin of 5.6%.


Frequently Asked Questions


EPM and HGBL have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPM has higher volatility (18.34%) compared to HGBL (11.61%). In terms of maximum drawdown, EPM dropped -99.99% vs HGBL's -74.19%.

EPM currently has the higher Sharpe Ratio (0.22 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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