EVT.DE vs. HPJS.L
EVT.DE (Evotec SE) is a stock, while HPJS.L (HSBC MSCI Japan Climate Paris Aligned UCITS ETF) is Japan Equities fund tracking the TOPIX TR JPY. Over the past 3 years, EVT.DE returned -39.65%/yr vs 9.29%/yr for HPJS.L. At a 0.28 correlation, their price movements are largely independent.
Performance
EVT.DE vs. HPJS.L - Performance Comparison
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Different Trading Currencies
EVT.DE is traded in EUR, while HPJS.L is traded in GBP. To make them comparable, the HPJS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EVT.DE achieves a -14.31% return, which is significantly lower than HPJS.L's 14.74% return.
EVT.DE
- 1D
- 0.86%
- 1M
- -10.71%
- YTD
- -14.31%
- 6M
- -10.19%
- 1Y
- -28.59%
- 3Y*
- -39.65%
- 5Y*
- -33.75%
- 10Y*
- 2.44%
HPJS.L
- 1D
- -0.37%
- 1M
- 5.93%
- YTD
- 14.74%
- 6M
- 15.65%
- 1Y
- 30.03%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
EVT.DE vs. HPJS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EVT.DE Evotec SE | -14.31% | -33.54% | -61.47% | 39.45% | -64.09% | 2.31% |
HPJS.L HSBC MSCI Japan Climate Paris Aligned UCITS ETF | 14.74% | 8.99% | 3.24% | 12.23% | -19.38% | -25.72% |
Correlation
The correlation between EVT.DE and HPJS.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.28 |
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Return for Risk
EVT.DE vs. HPJS.L — Risk / Return Rank
EVT.DE
HPJS.L
EVT.DE vs. HPJS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evotec SE (EVT.DE) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVT.DE | HPJS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.28 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.04 | -1.68 |
| Martin ratioReturn relative to average drawdown | -1.16 | 1.59 | -2.74 |
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Drawdowns
EVT.DE vs. HPJS.L - Drawdown Comparison
The maximum EVT.DE drawdown since its inception was -90.92%, which is greater than HPJS.L's maximum drawdown of -45.31%. Use the drawdown chart below to compare losses from any high point for EVT.DE and HPJS.L.
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Drawdown Indicators
| EVT.DE | HPJS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.92% | -45.31% | -45.61% |
Max Drawdown (1Y)Largest decline over 1 year | -44.77% | -27.25% | -17.52% |
Max Drawdown (3Y)Largest decline over 3 years | -83.00% | -27.25% | -55.75% |
Max Drawdown (5Y)Largest decline over 5 years | -90.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -90.92% | — | — |
Current DrawdownCurrent decline from peak | -89.70% | -17.09% | -72.61% |
Average DrawdownAverage peak-to-trough decline | -39.10% | -34.07% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.72% | 17.90% | +6.82% |
Volatility
EVT.DE vs. HPJS.L - Volatility Comparison
Evotec SE (EVT.DE) has a higher volatility of 12.08% compared to HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) at 5.33%. This indicates that EVT.DE's price experiences larger fluctuations and is considered to be riskier than HPJS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVT.DE | HPJS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.08% | 5.33% | +6.75% |
Volatility (6M)Calculated over the trailing 6-month period | 39.58% | 15.49% | +24.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.52% | 45.34% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.96% | 27.96% | +30.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.34% | 27.96% | +23.38% |
Dividends
EVT.DE vs. HPJS.L - Dividend Comparison
Neither EVT.DE nor HPJS.L has paid dividends to shareholders.
Frequently Asked Questions
EVT.DE and HPJS.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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