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HNE.L vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HNE.LPG

Fundamentals


HNE.LPG
Market Cap£332.61M$408.66B
EPS£0.13$6.02
PE Ratio12.0828.89
PEG Ratio0.003.60
Total Revenue (TTM)£16.54M$84.04B
Gross Profit (TTM)£16.54M$43.19B
EBITDA (TTM)-£429.00K$22.94B

Correlation

-0.50.00.51.00.1

The correlation between HNE.L and PG is 0.09, 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

HNE.L vs. PG - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
15.40%
8.79%
HNE.L
PG

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Risk-Adjusted Performance

HNE.L vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Henderson Eurotrust (HNE.L) and The Procter & Gamble Company (PG). 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.


HNE.L
Sharpe ratio
The chart of Sharpe ratio for HNE.L, currently valued at 2.03, compared to the broader market-4.00-2.000.002.002.03
Sortino ratio
The chart of Sortino ratio for HNE.L, currently valued at 3.45, compared to the broader market-6.00-4.00-2.000.002.004.003.45
Omega ratio
The chart of Omega ratio for HNE.L, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for HNE.L, currently valued at 0.41, compared to the broader market0.001.002.003.004.005.000.41
Martin ratio
The chart of Martin ratio for HNE.L, currently valued at 15.81, compared to the broader market-10.00-5.000.005.0010.0015.0020.0015.81
PG
Sharpe ratio
The chart of Sharpe ratio for PG, currently valued at 1.21, compared to the broader market-4.00-2.000.002.001.21
Sortino ratio
The chart of Sortino ratio for PG, currently valued at 1.72, compared to the broader market-6.00-4.00-2.000.002.004.001.72
Omega ratio
The chart of Omega ratio for PG, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for PG, currently valued at 1.91, compared to the broader market0.001.002.003.004.005.001.91
Martin ratio
The chart of Martin ratio for PG, currently valued at 8.37, compared to the broader market-10.00-5.000.005.0010.0015.0020.008.37

HNE.L vs. PG - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
2.03
1.21
HNE.L
PG

Dividends

HNE.L vs. PG - Dividend Comparison

HNE.L has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.24%.


TTM20232022202120202019201820172016201520142013
HNE.L
Henderson Eurotrust
3.72%2.70%3.05%16.95%16.75%26.16%31.03%20.66%21.05%14.21%0.02%2.18%
PG
The Procter & Gamble Company
2.24%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%

Drawdowns

HNE.L vs. PG - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-99.91%
-2.18%
HNE.L
PG

Volatility

HNE.L vs. PG - Volatility Comparison

The current volatility for Henderson Eurotrust (HNE.L) is 0.00%, while The Procter & Gamble Company (PG) has a volatility of 4.36%. This indicates that HNE.L experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember0
4.36%
HNE.L
PG

Financials

HNE.L vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Henderson Eurotrust and The Procter & Gamble Company. 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



Please note, different currencies. HNE.L values in GBp, PG values in USD