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

HLI vs. ^GSPC

Last updated May 21, 2025

Compare and contrast key facts about Houlihan Lokey, Inc. (HLI) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLI or ^GSPC.

Correlation

The correlation between HLI and ^GSPC is 0.53, 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.

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Key characteristics

Sharpe Ratio

HLI:

1.12

^GSPC:

0.61

Sortino Ratio

HLI:

1.83

^GSPC:

1.00

Omega Ratio

HLI:

1.23

^GSPC:

1.15

Calmar Ratio

HLI:

1.39

^GSPC:

0.64

Martin Ratio

HLI:

4.29

^GSPC:

2.45

Ulcer Index

HLI:

8.16%

^GSPC:

4.96%

Daily Std Dev

HLI:

29.71%

^GSPC:

19.62%

Max Drawdown

HLI:

-36.57%

^GSPC:

-56.78%

Current Drawdown

HLI:

-6.27%

^GSPC:

-3.32%

Returns By Period

In the year-to-date period, HLI achieves a 2.50% return, which is significantly higher than ^GSPC's 1.00% return.

HLI

YTD

2.50%

1M

15.75%

6M

-3.50%

1Y

32.98%

3Y*

30.88%

5Y*

27.05%

10Y*

N/A

^GSPC

YTD

1.00%

1M

12.45%

6M

0.40%

1Y

11.91%

3Y*

15.05%

5Y*

15.04%

10Y*

10.82%

*Annualized

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Houlihan Lokey, Inc.

S&P 500

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 8484
Overall Rank
The Sharpe Ratio Rank of HLI is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HLI is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HLI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HLI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HLI is 8484
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7373
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.

The current HLI Sharpe Ratio is 1.12, which is higher than the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of HLI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

HLI vs. ^GSPC - Drawdown Comparison

The maximum HLI drawdown since its inception was -36.57%, 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.

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Volatility

HLI vs. ^GSPC - Volatility Comparison

Houlihan Lokey, Inc. (HLI) has a higher volatility of 8.06% compared to S&P 500 (^GSPC) at 4.58%. This indicates that HLI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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