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

Correlation

The correlation between HLNE and PWP is 0.43, 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.


-0.50.00.51.00.4

Performance

HLNE vs. PWP - Performance Comparison

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

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
129.09%
161.70%
HLNE
PWP

Key characteristics

Sharpe Ratio

HLNE:

1.31

PWP:

2.41

Sortino Ratio

HLNE:

1.84

PWP:

3.51

Omega Ratio

HLNE:

1.23

PWP:

1.41

Calmar Ratio

HLNE:

1.58

PWP:

4.95

Martin Ratio

HLNE:

6.61

PWP:

17.27

Ulcer Index

HLNE:

6.00%

PWP:

5.56%

Daily Std Dev

HLNE:

30.13%

PWP:

39.95%

Max Drawdown

HLNE:

-48.47%

PWP:

-60.44%

Current Drawdown

HLNE:

-25.05%

PWP:

-8.81%

Fundamentals

Market Cap

HLNE:

$9.29B

PWP:

$2.20B

EPS

HLNE:

$4.62

PWP:

-$2.10

Total Revenue (TTM)

HLNE:

$648.66M

PWP:

$865.05M

Gross Profit (TTM)

HLNE:

$439.48M

PWP:

-$384.04M

EBITDA (TTM)

HLNE:

$313.82M

PWP:

-$120.61M

Returns By Period

In the year-to-date period, HLNE achieves a 34.75% return, which is significantly lower than PWP's 96.91% return.


HLNE

YTD

34.75%

1M

-22.30%

6M

28.99%

1Y

37.69%

5Y*

22.06%

10Y*

N/A

PWP

YTD

96.91%

1M

-4.94%

6M

67.11%

1Y

96.59%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

HLNE vs. PWP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Lane Incorporated (HLNE) and Perella Weinberg Partners (PWP). 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 HLNE, currently valued at 1.31, compared to the broader market-4.00-2.000.002.001.312.41
The chart of Sortino ratio for HLNE, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.843.51
The chart of Omega ratio for HLNE, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.41
The chart of Calmar ratio for HLNE, currently valued at 1.58, compared to the broader market0.002.004.006.001.584.95
The chart of Martin ratio for HLNE, currently valued at 6.61, compared to the broader market-5.000.005.0010.0015.0020.0025.006.6117.27
HLNE
PWP

The current HLNE Sharpe Ratio is 1.31, which is lower than the PWP Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of HLNE and PWP, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.31
2.41
HLNE
PWP

Dividends

HLNE vs. PWP - Dividend Comparison

HLNE's dividend yield for the trailing twelve months is around 1.27%, more than PWP's 1.18% yield.


TTM2023202220212020201920182017
HLNE
Hamilton Lane Incorporated
1.27%1.53%2.43%1.32%1.56%1.74%2.20%1.48%
PWP
Perella Weinberg Partners
1.18%2.29%2.86%1.09%0.00%0.00%0.00%0.00%

Drawdowns

HLNE vs. PWP - Drawdown Comparison

The maximum HLNE drawdown since its inception was -48.47%, smaller than the maximum PWP drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for HLNE and PWP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.05%
-8.81%
HLNE
PWP

Volatility

HLNE vs. PWP - Volatility Comparison

The current volatility for Hamilton Lane Incorporated (HLNE) is 8.61%, while Perella Weinberg Partners (PWP) has a volatility of 9.74%. This indicates that HLNE experiences smaller price fluctuations and is considered to be less risky than PWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.61%
9.74%
HLNE
PWP

Financials

HLNE vs. PWP - Financials Comparison

This section allows you to compare key financial metrics between Hamilton Lane Incorporated and Perella Weinberg Partners. 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
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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.

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