HAL.AS vs. SHELL.AS
HAL.AS (HAL Trust) and SHELL.AS (Shell plc) are both stocks. HAL.AS operates in Asset Management (Financial Services), while SHELL.AS operates in Oil & Gas Integrated (Energy). Over the past 10 years, HAL.AS returned 3.12%/yr vs 10.68%/yr for SHELL.AS. At a 0.24 correlation, their price movements are largely independent.
Performance
HAL.AS vs. SHELL.AS - Performance Comparison
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Returns By Period
In the year-to-date period, HAL.AS achieves a 22.02% return, which is significantly higher than SHELL.AS's 20.77% return. Over the past 10 years, HAL.AS has underperformed SHELL.AS with an annualized return of 3.12%, while SHELL.AS has yielded a comparatively higher 10.68% annualized return.
HAL.AS
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 22.02%
- 6M
- 21.16%
- 1Y
- 42.36%
- 3Y*
- 13.20%
- 5Y*
- 5.57%
- 10Y*
- 3.12%
SHELL.AS
- 1D
- -1.35%
- 1M
- 1.35%
- YTD
- 20.77%
- 6M
- 19.93%
- 1Y
- 31.04%
- 3Y*
- 16.09%
- 5Y*
- 22.61%
- 10Y*
- 10.68%
HAL.AS vs. SHELL.AS - Yearly Performance Comparison
Correlation
The correlation between HAL.AS and SHELL.AS is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 1990 | 0.24 |
The correlation between HAL.AS and SHELL.AS shifts across timeframes, from 0.08 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
HAL.AS vs. SHELL.AS — Risk / Return Rank
HAL.AS
SHELL.AS
HAL.AS vs. SHELL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAL Trust (HAL.AS) and Shell plc (SHELL.AS). 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.
| HAL.AS | SHELL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.26 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 5.51 | 2.43 | +3.09 |
| Martin ratioReturn relative to average drawdown | 12.07 | 6.57 | +5.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HAL.AS | SHELL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 1.43 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.90 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.37 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.38 | +0.33 |
Drawdowns
HAL.AS vs. SHELL.AS - Drawdown Comparison
The maximum HAL.AS drawdown since its inception was -55.60%, smaller than the maximum SHELL.AS drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for HAL.AS and SHELL.AS.
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Drawdown Indicators
| HAL.AS | SHELL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.60% | -63.48% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -12.58% | +4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -21.48% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -21.48% | -6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -42.60% | -63.48% | +20.88% |
Current DrawdownCurrent decline from peak | -4.41% | -8.29% | +3.88% |
Average DrawdownAverage peak-to-trough decline | -10.82% | -13.60% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.68% | -1.12% |
Volatility
HAL.AS vs. SHELL.AS - Volatility Comparison
The current volatility for HAL Trust (HAL.AS) is 4.88%, while Shell plc (SHELL.AS) has a volatility of 6.81%. This indicates that HAL.AS experiences smaller price fluctuations and is considered to be less risky than SHELL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAL.AS | SHELL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 6.81% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 18.06% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 21.31% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 24.58% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 28.28% | -10.51% |
Dividends
HAL.AS vs. SHELL.AS - Dividend Comparison
HAL.AS's dividend yield for the trailing twelve months is around 2.07%, less than SHELL.AS's 3.41% yield.
Financials
HAL.AS vs. SHELL.AS - Financials Comparison
This section allows you to compare key financial metrics between HAL Trust and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HAL.AS and SHELL.AS have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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