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HLNE vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HLNEAVGO
YTD Return69.77%57.18%
1Y Return110.03%81.15%
3Y Return (Ann)22.65%49.18%
5Y Return (Ann)30.21%45.30%
Sharpe Ratio3.981.88
Sortino Ratio4.412.52
Omega Ratio1.581.32
Calmar Ratio7.533.41
Martin Ratio25.3610.40
Ulcer Index4.56%8.28%
Daily Std Dev29.03%45.84%
Max Drawdown-48.47%-48.30%
Current Drawdown-5.57%-6.65%

Fundamentals


HLNEAVGO
Market Cap$10.91B$823.05B
EPS$4.63$1.23
PE Ratio42.53143.27
PEG Ratio1.391.26
Total Revenue (TTM)$648.66M$37.52B
Gross Profit (TTM)$439.48M$21.28B
EBITDA (TTM)$324.82M$17.73B

Correlation

-0.50.00.51.00.4

The correlation between HLNE and AVGO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

HLNE vs. AVGO - Performance Comparison

In the year-to-date period, HLNE achieves a 69.77% return, which is significantly higher than AVGO's 57.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
62.89%
23.72%
HLNE
AVGO

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Risk-Adjusted Performance

HLNE vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Lane Incorporated (HLNE) and Broadcom Inc. (AVGO). 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.


HLNE
Sharpe ratio
The chart of Sharpe ratio for HLNE, currently valued at 3.98, compared to the broader market-4.00-2.000.002.004.003.98
Sortino ratio
The chart of Sortino ratio for HLNE, currently valued at 4.41, compared to the broader market-4.00-2.000.002.004.006.004.41
Omega ratio
The chart of Omega ratio for HLNE, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for HLNE, currently valued at 7.53, compared to the broader market0.002.004.006.007.53
Martin ratio
The chart of Martin ratio for HLNE, currently valued at 25.36, compared to the broader market0.0010.0020.0030.0025.36
AVGO
Sharpe ratio
The chart of Sharpe ratio for AVGO, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.88
Sortino ratio
The chart of Sortino ratio for AVGO, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for AVGO, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for AVGO, currently valued at 3.41, compared to the broader market0.002.004.006.003.41
Martin ratio
The chart of Martin ratio for AVGO, currently valued at 10.40, compared to the broader market0.0010.0020.0030.0010.40

HLNE vs. AVGO - Sharpe Ratio Comparison

The current HLNE Sharpe Ratio is 3.98, which is higher than the AVGO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of HLNE and AVGO, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.98
1.88
HLNE
AVGO

Dividends

HLNE vs. AVGO - Dividend Comparison

HLNE's dividend yield for the trailing twelve months is around 0.98%, less than AVGO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
HLNE
Hamilton Lane Incorporated
0.98%1.53%2.43%1.32%1.56%1.74%2.20%1.48%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.21%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

HLNE vs. AVGO - Drawdown Comparison

The maximum HLNE drawdown since its inception was -48.47%, roughly equal to the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for HLNE and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.57%
-6.65%
HLNE
AVGO

Volatility

HLNE vs. AVGO - Volatility Comparison

Hamilton Lane Incorporated (HLNE) and Broadcom Inc. (AVGO) have volatilities of 10.24% and 9.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.24%
9.93%
HLNE
AVGO

Financials

HLNE vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Hamilton Lane Incorporated and Broadcom Inc.. 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



Values in USD except per share items