HLNE vs. NVDA

Last updated Apr 2, 2026

Compare and contrast key facts about Hamilton Lane Incorporated (HLNE) and NVIDIA Corporation (NVDA).

Performance

HLNE vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hamilton Lane Incorporated (HLNE) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

HLNE vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HLNE Hamilton Lane Incorporated	-27.38%	-7.90%	32.40%	81.36%	-36.98%	34.74%	33.55%	64.25%	6.61%	100.55%
NVDA NVIDIA Corporation	-5.76%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-30.82%	88.74%

Fundamentals

EPS HLNE : $6.50 NVDA : $4.90
PE Ratio HLNE : 14.93 NVDA : 35.88
PEG Ratio HLNE : 0.69 NVDA : 0.20
PS Ratio HLNE : 4.80 NVDA : 19.95
Total Revenue (TTM) HLNE : $733.69M NVDA : $215.94B
Gross Profit (TTM) HLNE : $506.86M NVDA : $153.46B
EBITDA (TTM) HLNE : $408.48M NVDA : $144.55B

Returns By Period

In the year-to-date period, HLNE achieves a -27.38% return, which is significantly lower than NVDA's -5.76% return.

HLNE

• 1D: -2.40%
• 1M: -8.70%
• YTD: -27.38%
• 6M: -23.97%
• 1Y: -35.05%
• 3Y*: 11.28%
• 5Y*: 3.07%
• 10Y*: —

NVDA

• 1D: 0.77%
• 1M: -3.68%
• YTD: -5.76%
• 6M: -6.13%
• 1Y: 59.59%
• 3Y*: 85.01%
• 5Y*: 66.40%
• 10Y*: 69.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HLNE vs. NVDA — Risk / Return Rank

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

HLNE

HLNE Risk / Return Rank: 11
HLNE Sharpe Ratio Rank: 8
HLNE Sortino Ratio Rank: 10
HLNE Omega Ratio Rank: 11
HLNE Calmar Ratio Rank: 14
HLNE Martin Ratio Rank: 10

NVDA

NVDA Risk / Return Rank: 82
NVDA Sharpe Ratio Rank: 83
NVDA Sortino Ratio Rank: 80
NVDA Omega Ratio Rank: 77
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLNE vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Lane Incorporated (HLNE) and NVIDIA Corporation (NVDA). 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	NVDA	Difference
Sharpe ratio Return per unit of total volatility	-0.80	1.45	-2.25
Sortino ratio Return per unit of downside risk	-1.04	2.14	-3.17
Omega ratio Gain probability vs. loss probability	0.87	1.27	-0.40
Calmar ratio Return relative to maximum drawdown	-0.74	3.08	-3.81
Martin ratio Return relative to average drawdown	-1.46	7.73	-9.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLNE vs. NVDA - Sharpe Ratio Comparison

The current HLNE Sharpe Ratio is -0.80, which is lower than the NVDA Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of HLNE and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HLNE	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.80	1.45	-2.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	1.29	-1.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.61	+0.01

Correlation

The correlation between HLNE and NVDA 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.

Dividends

HLNE vs. NVDA - Dividend Comparison

HLNE's dividend yield for the trailing twelve months is around 2.23%, more than NVDA's 0.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HLNE Hamilton Lane Incorporated	2.23%	1.57%	1.29%	1.53%	2.43%	1.31%	1.55%	1.74%	2.20%	1.48%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Drawdowns

HLNE vs. NVDA - Drawdown Comparison

The maximum HLNE drawdown since its inception was -52.41%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for HLNE and NVDA.

Drawdown Indicators

	HLNE	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-52.41%	-89.72%	+37.31%
Max Drawdown (1Y) Largest decline over 1 year	-45.68%	-20.21%	-25.47%
Max Drawdown (5Y) Largest decline over 5 years	-52.41%	-66.34%	+13.93%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-50.75%	-15.10%	-35.65%
Average Drawdown Average peak-to-trough decline	-15.26%	-36.40%	+21.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.09%	8.05%	+15.04%

Volatility

HLNE vs. NVDA - Volatility Comparison

Hamilton Lane Incorporated (HLNE) has a higher volatility of 12.47% compared to NVIDIA Corporation (NVDA) at 10.43%. This indicates that HLNE's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HLNE	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.47%	10.43%	+2.04%
Volatility (6M) Calculated over the trailing 6-month period	28.12%	25.79%	+2.33%
Volatility (1Y) Calculated over the trailing 1-year period	44.11%	41.42%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.30%	51.72%	-16.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.21%	49.84%	-13.63%

Financials

HLNE vs. NVDA - Profitability Comparison

The chart below illustrates the profitability comparison between Hamilton Lane Incorporated and NVIDIA Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

HLNE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Hamilton Lane Incorporated reported a gross profit of 120.65M and revenue of 198.59M. Therefore, the gross margin over that period was 60.8%.

NVDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NVIDIA Corporation reported a gross profit of 51.09B and revenue of 68.13B. Therefore, the gross margin over that period was 75.0%.

HLNE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Hamilton Lane Incorporated reported an operating income of 86.32M and revenue of 198.59M, resulting in an operating margin of 43.5%.

NVDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NVIDIA Corporation reported an operating income of 44.30B and revenue of 68.13B, resulting in an operating margin of 65.0%.

HLNE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Hamilton Lane Incorporated reported a net income of 58.37M and revenue of 198.59M, resulting in a net margin of 29.4%.

NVDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NVIDIA Corporation reported a net income of 42.96B and revenue of 68.13B, resulting in a net margin of 63.1%.