PortfoliosLab logo
HLI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HLI and ^GSPC is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HLI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Houlihan Lokey, Inc. (HLI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

HLI:

55.16%

^GSPC:

19.67%

Max Drawdown

HLI:

-0.82%

^GSPC:

-56.78%

Current Drawdown

HLI:

-0.59%

^GSPC:

-4.88%

Returns By Period


HLI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-0.64%

1M

8.97%

6M

-2.52%

1Y

11.90%

5Y*

15.34%

10Y*

10.70%

*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

HLI vs. ^GSPC — Risk-Adjusted Performance Rank

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

HLI
The Risk-Adjusted Performance Rank of HLI is 8383
Overall Rank
The Sharpe Ratio Rank of HLI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HLI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of HLI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of HLI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HLI is 8383
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7777
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8484
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.

HLI vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Houlihan Lokey, Inc. (HLI) and S&P 500 (^GSPC). 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.



Loading data...

Drawdowns

HLI vs. ^GSPC - Drawdown Comparison

The maximum HLI drawdown since its inception was -0.82%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HLI and ^GSPC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

HLI vs. ^GSPC - Volatility Comparison


Loading data...