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HON vs. HPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HON and HPQ 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.


-0.50.00.51.00.4

Performance

HON vs. HPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Honeywell International Inc (HON) and HP Inc. (HPQ). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.06%
-12.59%
HON
HPQ

Key characteristics

Sharpe Ratio

HON:

0.59

HPQ:

0.39

Sortino Ratio

HON:

0.93

HPQ:

0.79

Omega Ratio

HON:

1.12

HPQ:

1.11

Calmar Ratio

HON:

0.75

HPQ:

0.47

Martin Ratio

HON:

2.28

HPQ:

1.74

Ulcer Index

HON:

4.67%

HPQ:

7.22%

Daily Std Dev

HON:

18.02%

HPQ:

32.27%

Max Drawdown

HON:

-71.79%

HPQ:

-82.89%

Current Drawdown

HON:

-7.42%

HPQ:

-16.18%

Fundamentals

Market Cap

HON:

$142.08B

HPQ:

$30.64B

EPS

HON:

$8.65

HPQ:

$2.81

PE Ratio

HON:

25.26

HPQ:

11.63

PEG Ratio

HON:

1.85

HPQ:

1.20

Total Revenue (TTM)

HON:

$28.41B

HPQ:

$53.52B

Gross Profit (TTM)

HON:

$11.06B

HPQ:

$11.74B

EBITDA (TTM)

HON:

$7.02B

HPQ:

$4.89B

Returns By Period

In the year-to-date period, HON achieves a -3.27% return, which is significantly lower than HPQ's 0.12% return. Both investments have delivered pretty close results over the past 10 years, with HON having a 10.30% annualized return and HPQ not far behind at 10.03%.


HON

YTD

-3.27%

1M

-4.01%

6M

1.06%

1Y

10.97%

5Y*

5.88%

10Y*

10.30%

HPQ

YTD

0.12%

1M

-5.44%

6M

-12.59%

1Y

13.29%

5Y*

12.21%

10Y*

10.03%

*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

HON vs. HPQ — Risk-Adjusted Performance Rank

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

HON
The Risk-Adjusted Performance Rank of HON is 6868
Overall Rank
The Sharpe Ratio Rank of HON is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of HON is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HON is 6060
Omega Ratio Rank
The Calmar Ratio Rank of HON is 7777
Calmar Ratio Rank
The Martin Ratio Rank of HON is 7171
Martin Ratio Rank

HPQ
The Risk-Adjusted Performance Rank of HPQ is 6363
Overall Rank
The Sharpe Ratio Rank of HPQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of HPQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HPQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of HPQ is 6969
Calmar Ratio Rank
The Martin Ratio Rank of HPQ is 6767
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.

HON vs. HPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) and HP Inc. (HPQ). 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 HON, currently valued at 0.59, compared to the broader market-2.000.002.000.590.39
The chart of Sortino ratio for HON, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.930.79
The chart of Omega ratio for HON, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.11
The chart of Calmar ratio for HON, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.47
The chart of Martin ratio for HON, currently valued at 2.28, compared to the broader market0.0010.0020.002.281.74
HON
HPQ

The current HON Sharpe Ratio is 0.59, which is higher than the HPQ Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of HON and HPQ, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.59
0.39
HON
HPQ

Dividends

HON vs. HPQ - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 2.00%, less than HPQ's 3.42% yield.


TTM20242023202220212020201920182017201620152014
HON
Honeywell International Inc
2.00%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
HPQ
HP Inc.
3.42%3.42%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%

Drawdowns

HON vs. HPQ - Drawdown Comparison

The maximum HON drawdown since its inception was -71.79%, smaller than the maximum HPQ drawdown of -82.89%. Use the drawdown chart below to compare losses from any high point for HON and HPQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.42%
-16.18%
HON
HPQ

Volatility

HON vs. HPQ - Volatility Comparison

The current volatility for Honeywell International Inc (HON) is 5.90%, while HP Inc. (HPQ) has a volatility of 6.59%. This indicates that HON experiences smaller price fluctuations and is considered to be less risky than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.90%
6.59%
HON
HPQ

Financials

HON vs. HPQ - Financials Comparison

This section allows you to compare key financial metrics between Honeywell International Inc and HP 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
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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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