PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HLI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HLI and ^GSPC is 0.52, 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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
14.19%
3.10%
HLI
^GSPC

Key characteristics

Sharpe Ratio

HLI:

2.09

^GSPC:

1.74

Sortino Ratio

HLI:

3.09

^GSPC:

2.35

Omega Ratio

HLI:

1.36

^GSPC:

1.32

Calmar Ratio

HLI:

3.77

^GSPC:

2.62

Martin Ratio

HLI:

13.30

^GSPC:

10.82

Ulcer Index

HLI:

3.72%

^GSPC:

2.05%

Daily Std Dev

HLI:

23.71%

^GSPC:

12.77%

Max Drawdown

HLI:

-36.57%

^GSPC:

-56.78%

Current Drawdown

HLI:

-11.43%

^GSPC:

-4.06%

Returns By Period

In the year-to-date period, HLI achieves a -3.14% return, which is significantly lower than ^GSPC's -0.66% return.


HLI

YTD

-3.14%

1M

-5.25%

6M

14.19%

1Y

49.21%

5Y*

29.18%

10Y*

N/A

^GSPC

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*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 9494
Overall Rank
The Sharpe Ratio Rank of HLI is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of HLI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of HLI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of HLI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HLI is 9595
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
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.


Sharpe ratio
The chart of Sharpe ratio for HLI, currently valued at 2.09, compared to the broader market-2.000.002.002.091.74
The chart of Sortino ratio for HLI, currently valued at 3.09, compared to the broader market-4.00-2.000.002.004.003.092.35
The chart of Omega ratio for HLI, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.32
The chart of Calmar ratio for HLI, currently valued at 3.77, compared to the broader market0.002.004.006.003.772.62
The chart of Martin ratio for HLI, currently valued at 13.30, compared to the broader market0.0010.0020.0013.3010.82
HLI
^GSPC

The current HLI Sharpe Ratio is 2.09, which is comparable to the ^GSPC Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.09
1.74
HLI
^GSPC

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.43%
-4.06%
HLI
^GSPC

Volatility

HLI vs. ^GSPC - Volatility Comparison

Houlihan Lokey, Inc. (HLI) has a higher volatility of 7.02% compared to S&P 500 (^GSPC) at 4.57%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.02%
4.57%
HLI
^GSPC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab