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

Performance

HGBL vs. EPM - Performance Comparison

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

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Returns By Period

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGBL vs. EPM - Yearly Performance Comparison


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

Correlation

The correlation between HGBL and EPM 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

HGBL:

$43.74M

EPM:

$154.60M

EPS

HGBL:

$0.09

EPM:

-$0.11

PS Ratio

HGBL:

0.88

EPM:

1.85

PB Ratio

HGBL:

0.65

EPM:

2.65

Total Revenue (TTM)

HGBL:

$50.24M

EPM:

$83.24M

Gross Profit (TTM)

HGBL:

$51.32M

EPM:

$3.92M

EBITDA (TTM)

HGBL:

$6.42M

EPM:

$2.18M

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Heritage Global Inc.

Evolution Petroleum Corporation

Return for Risk

HGBL vs. EPM — Risk / Return Rank

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

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

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
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.

HGBL vs. EPM - Risk-Adjusted Trends Comparison

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


HGBLEPMDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

0.82

1.07

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.85

0.23

-1.07

Martin ratioReturn relative to average drawdown

-1.18

0.52

-1.70

HGBL vs. EPM - Sharpe Ratio Comparison

The current HGBL Sharpe Ratio is -1.07, which is lower than the EPM Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of HGBL and EPM, 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


HGBLEPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.07

0.22

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.19

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.08

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.11

+0.33

Drawdowns

HGBL vs. EPM - Drawdown Comparison

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


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Drawdown Indicators


HGBLEPMDifference

Max Drawdown

Largest peak-to-trough decline

-74.19%

-99.99%

+25.80%

Max Drawdown (1Y)

Largest decline over 1 year

-49.57%

-38.29%

-11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-70.97%

-59.45%

-11.52%

Max Drawdown (5Y)

Largest decline over 5 years

-70.97%

-59.45%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-74.19%

-80.49%

+6.30%

Current Drawdown

Current decline from peak

-68.98%

-99.84%

+30.86%

Average Drawdown

Average peak-to-trough decline

-37.18%

-96.49%

+59.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.56%

16.50%

+19.06%

Volatility

HGBL vs. EPM - Volatility Comparison

The current volatility for Heritage Global Inc. (HGBL) is 11.61%, while Evolution Petroleum Corporation (EPM) has a volatility of 18.34%. This indicates that HGBL experiences smaller price fluctuations and is considered to be less risky than EPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGBLEPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

18.34%

-6.73%

Volatility (6M)

Calculated over the trailing 6-month period

28.10%

31.20%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

39.21%

38.93%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.82%

45.55%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.86%

50.10%

+33.76%

Dividends

HGBL vs. EPM - Dividend Comparison

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


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

HGBL vs. EPM - Financials Comparison

This section allows you to compare key financial metrics between Heritage Global Inc. and Evolution Petroleum Corporation. 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
12.73M
20.17M
(HGBL) Total Revenue
(EPM) Total Revenue
Values in USD except per share items

HGBL vs. EPM - Profitability Comparison

The chart below illustrates the profitability comparison between Heritage Global Inc. and Evolution Petroleum Corporation 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
91.7%
-56.8%
Portfolio components
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 - 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 - 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 - 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 - 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%.

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%.


Frequently Asked Questions


HGBL and EPM 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, HGBL dropped -74.19% vs EPM's -99.99%.

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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