HLI vs. RTH
HLI (Houlihan Lokey, Inc.) is a stock, while RTH (VanEck Vectors Retail ETF) is Consumer Discretionary Equities fund tracking the MVIS US Listed Retail 25 Index. Over the past 10 years, HLI returned 21.76%/yr vs 14.35%/yr for RTH. At a 0.44 correlation, their price movements are largely independent.
Performance
HLI vs. RTH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HLI achieves a -20.15% return, which is significantly lower than RTH's 4.33% return. Over the past 10 years, HLI has outperformed RTH with an annualized return of 21.76%, while RTH has yielded a comparatively lower 14.35% annualized return.
HLI
- 1D
- 1.67%
- 1M
- -8.19%
- YTD
- -20.15%
- 6M
- -22.50%
- 1Y
- -18.32%
- 3Y*
- 16.18%
- 5Y*
- 13.63%
- 10Y*
- 21.76%
RTH
- 1D
- -0.06%
- 1M
- -1.59%
- YTD
- 4.33%
- 6M
- 2.84%
- 1Y
- 12.87%
- 3Y*
- 16.16%
- 5Y*
- 9.69%
- 10Y*
- 14.35%
HLI vs. RTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLI Houlihan Lokey, Inc. | -20.15% | 1.64% | 47.04% | 40.67% | -13.88% | 57.04% | 40.61% | 36.33% | -17.20% | 49.30% |
RTH VanEck Vectors Retail ETF | 4.33% | 12.36% | 20.02% | 20.07% | -17.67% | 24.94% | 31.62% | 29.06% | 3.87% | 22.45% |
Correlation
The correlation between HLI and RTH is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2015 | 0.44 |
The correlation between HLI and RTH shifts across timeframes, from 0.33 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HLI vs. RTH — Risk / Return Rank
HLI
RTH
HLI vs. RTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Houlihan Lokey, Inc. (HLI) and VanEck Vectors Retail ETF (RTH). 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.
| HLI | RTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.18 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.50 | -2.09 |
| Martin ratioReturn relative to average drawdown | -1.12 | 4.99 | -6.11 |
Loading charts...
Drawdowns
HLI vs. RTH - Drawdown Comparison
The maximum HLI drawdown since its inception was -36.57%, smaller than the maximum RTH drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for HLI and RTH.
Loading charts...
Drawdown Indicators
| HLI | RTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.57% | -42.32% | +5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -34.38% | -7.83% | -26.55% |
Max Drawdown (3Y)Largest decline over 3 years | -34.38% | -13.80% | -20.58% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -25.00% | -11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.57% | -25.00% | -11.57% |
Current DrawdownCurrent decline from peak | -33.28% | -3.58% | -29.70% |
Average DrawdownAverage peak-to-trough decline | -9.59% | -7.34% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.07% | 2.35% | +15.72% |
Volatility
HLI vs. RTH - Volatility Comparison
Houlihan Lokey, Inc. (HLI) has a higher volatility of 8.26% compared to VanEck Vectors Retail ETF (RTH) at 3.85%. This indicates that HLI's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HLI | RTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 3.85% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 19.38% | 9.28% | +10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.11% | 12.09% | +14.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.97% | 16.81% | +11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.89% | 17.54% | +9.35% |
Dividends
HLI vs. RTH - Dividend Comparison
HLI's dividend yield for the trailing twelve months is around 1.81%, more than RTH's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLI Houlihan Lokey, Inc. | 1.81% | 1.36% | 1.30% | 1.82% | 2.32% | 1.56% | 1.90% | 2.46% | 2.74% | 1.76% | 2.12% | 0.57% |
RTH VanEck Vectors Retail ETF | 0.93% | 0.97% | 0.77% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% |
Frequently Asked Questions
HLI and RTH have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HLI has higher volatility (8.26%) compared to RTH (3.85%). In terms of maximum drawdown, HLI dropped -36.57% vs RTH's -42.32%.
RTH currently has the higher Sharpe Ratio (0.97 vs -0.78), 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.
Find the right allocation for HLI and RTH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer