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HE vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HE and VZ is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

HE vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hawaiian Electric Industries, Inc. (HE) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.76%
6.63%
HE
VZ

Key characteristics

Sharpe Ratio

HE:

-0.23

VZ:

0.62

Sortino Ratio

HE:

0.15

VZ:

0.93

Omega Ratio

HE:

1.02

VZ:

1.13

Calmar Ratio

HE:

-0.20

VZ:

0.51

Martin Ratio

HE:

-0.49

VZ:

2.17

Ulcer Index

HE:

33.08%

VZ:

5.57%

Daily Std Dev

HE:

71.51%

VZ:

19.58%

Max Drawdown

HE:

-83.34%

VZ:

-50.66%

Current Drawdown

HE:

-76.39%

VZ:

-11.53%

Fundamentals

Market Cap

HE:

$1.87B

VZ:

$176.85B

EPS

HE:

-$11.72

VZ:

$4.14

PEG Ratio

HE:

6.32

VZ:

1.13

Total Revenue (TTM)

HE:

$2.73B

VZ:

$134.79B

Gross Profit (TTM)

HE:

-$1.77B

VZ:

$80.69B

EBITDA (TTM)

HE:

-$1.57B

VZ:

$47.29B

Returns By Period

In the year-to-date period, HE achieves a 12.74% return, which is significantly higher than VZ's 8.19% return. Over the past 10 years, HE has underperformed VZ with an annualized return of -7.63%, while VZ has yielded a comparatively higher 3.79% annualized return.


HE

YTD

12.74%

1M

14.63%

6M

-1.53%

1Y

-16.32%

5Y*

-23.99%

10Y*

-7.63%

VZ

YTD

8.19%

1M

8.89%

6M

7.51%

1Y

10.42%

5Y*

-0.62%

10Y*

3.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HE vs. VZ — Risk-Adjusted Performance Rank

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

HE
The Risk-Adjusted Performance Rank of HE is 3636
Overall Rank
The Sharpe Ratio Rank of HE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of HE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of HE is 3636
Omega Ratio Rank
The Calmar Ratio Rank of HE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of HE is 3737
Martin Ratio Rank

VZ
The Risk-Adjusted Performance Rank of VZ is 6464
Overall Rank
The Sharpe Ratio Rank of VZ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 6767
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.

HE vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hawaiian Electric Industries, Inc. (HE) and Verizon Communications Inc. (VZ). 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 HE, currently valued at -0.23, compared to the broader market-2.000.002.00-0.230.62
The chart of Sortino ratio for HE, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.006.000.150.93
The chart of Omega ratio for HE, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.13
The chart of Calmar ratio for HE, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.200.51
The chart of Martin ratio for HE, currently valued at -0.49, compared to the broader market-10.000.0010.0020.0030.00-0.492.17
HE
VZ

The current HE Sharpe Ratio is -0.23, which is lower than the VZ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of HE and VZ, 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.23
0.62
HE
VZ

Dividends

HE vs. VZ - Dividend Comparison

HE has not paid dividends to shareholders, while VZ's dividend yield for the trailing twelve months is around 6.32%.


TTM20242023202220212020201920182017201620152014
HE
Hawaiian Electric Industries, Inc.
0.00%0.00%7.61%3.35%3.28%3.73%2.73%3.39%3.43%3.75%4.28%3.70%
VZ
Verizon Communications Inc.
6.32%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

Drawdowns

HE vs. VZ - Drawdown Comparison

The maximum HE drawdown since its inception was -83.34%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for HE and VZ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-76.39%
-11.53%
HE
VZ

Volatility

HE vs. VZ - Volatility Comparison

Hawaiian Electric Industries, Inc. (HE) has a higher volatility of 14.46% compared to Verizon Communications Inc. (VZ) at 4.80%. This indicates that HE's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
14.46%
4.80%
HE
VZ

Financials

HE vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between Hawaiian Electric Industries, Inc. and Verizon Communications 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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