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HPE vs. GEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HPE vs. GEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hewlett Packard Enterprise Company (HPE) and GE Vernova Inc. (GEV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HPE achieves a 101.83% return, which is significantly higher than GEV's 44.12% return.


HPE

1D
2.93%
1M
50.20%
YTD
101.83%
6M
104.32%
1Y
172.40%
3Y*
46.46%
5Y*
28.53%
10Y*
19.47%

GEV

1D
3.74%
1M
-11.47%
YTD
44.12%
6M
40.23%
1Y
93.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPE vs. GEV - Yearly Performance Comparison


2026 (YTD)20252024
HPE
Hewlett Packard Enterprise Company
101.83%15.54%23.05%
GEV
GE Vernova Inc.
44.12%99.02%186.24%

Correlation

The correlation between HPE and GEV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.38

Fundamentals

Market Cap

HPE:

$65.32B

GEV:

$255.86B

EPS

HPE:

$1.10

GEV:

$34.12

PE Ratio

HPE:

43.87

GEV:

27.57

PEG Ratio

HPE:

0.55

GEV:

0.13

PS Ratio

HPE:

1.69

GEV:

6.56

PB Ratio

HPE:

2.58

GEV:

18.38

Total Revenue (TTM)

HPE:

$38.88B

GEV:

$39.38B

Gross Profit (TTM)

HPE:

$5.56B

GEV:

$7.85B

EBITDA (TTM)

HPE:

$2.70B

GEV:

$3.32B

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Return for Risk

HPE vs. GEV — Risk / Return Rank

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

HPE
HPE Risk / Return Rank: 9696
Overall Rank
HPE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HPE Sortino Ratio Rank: 9696
Sortino Ratio Rank
HPE Omega Ratio Rank: 9595
Omega Ratio Rank
HPE Calmar Ratio Rank: 9696
Calmar Ratio Rank
HPE Martin Ratio Rank: 9595
Martin Ratio Rank

GEV
GEV Risk / Return Rank: 8888
Overall Rank
GEV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8787
Sortino Ratio Rank
GEV Omega Ratio Rank: 8484
Omega Ratio Rank
GEV Calmar Ratio Rank: 8989
Calmar Ratio Rank
GEV Martin Ratio Rank: 9090
Martin Ratio Rank
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.

HPE vs. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hewlett Packard Enterprise Company (HPE) and GE Vernova Inc. (GEV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HPEGEVDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.54

1.33

+0.21

Calmar ratioReturn relative to maximum drawdown

7.31

3.82

+3.49

Martin ratioReturn relative to average drawdown

17.24

11.27

+5.97

HPE vs. GEV - Sharpe Ratio Comparison

The current HPE Sharpe Ratio is 3.53, which is higher than the GEV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of HPE and GEV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HPE vs. GEV - Drawdown Comparison

The maximum HPE drawdown since its inception was -56.88%, which is greater than GEV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for HPE and GEV.


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Drawdown Indicators


HPEGEVDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-38.29%

-18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.73%

-24.57%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-48.36%

Max Drawdown (5Y)

Largest decline over 5 years

-48.36%

Max Drawdown (10Y)

Largest decline over 10 years

-56.88%

Current Drawdown

Current decline from peak

-14.21%

-18.17%

+3.96%

Average Drawdown

Average peak-to-trough decline

-14.71%

-6.99%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.04%

8.31%

+1.73%

Volatility

HPE vs. GEV - Volatility Comparison

Hewlett Packard Enterprise Company (HPE) has a higher volatility of 28.73% compared to GE Vernova Inc. (GEV) at 13.17%. This indicates that HPE's price experiences larger fluctuations and is considered to be riskier than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPEGEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.73%

13.17%

+15.56%

Volatility (6M)

Calculated over the trailing 6-month period

40.38%

34.45%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

49.22%

49.09%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.16%

53.62%

-14.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.18%

53.62%

-16.44%

Dividends

HPE vs. GEV - Dividend Comparison

HPE's dividend yield for the trailing twelve months is around 1.13%, more than GEV's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
GEV
GE Vernova Inc.
0.16%0.11%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPE
Hewlett Packard Enterprise Company
1.13%2.22%2.44%2.89%3.01%3.04%4.05%2.88%3.12%70.62%0.99%0.36%

Financials

HPE vs. GEV - Financials Comparison

This section allows you to compare key financial metrics between Hewlett Packard Enterprise Company and GE Vernova 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


7.00B8.00B9.00B10.00B11.00B20222023202420252026
10.68B
9.34B
(HPE) Total Revenue
(GEV) Total Revenue
Values in USD except per share items

HPE vs. GEV - Profitability Comparison

The chart below illustrates the profitability comparison between Hewlett Packard Enterprise Company and GE Vernova Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%20222023202420252026
-31.3%
19.1%
Portfolio components
HPE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hewlett Packard Enterprise Company reported a gross profit of -3.34B and revenue of 10.68B. Therefore, the gross margin over that period was -31.3%.

GEV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported a gross profit of 1.78B and revenue of 9.34B. Therefore, the gross margin over that period was 19.1%.

HPE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hewlett Packard Enterprise Company reported an operating income of 319.00M and revenue of 10.68B, resulting in an operating margin of 3.0%.

GEV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported an operating income of 179.00M and revenue of 9.34B, resulting in an operating margin of 1.9%.

HPE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hewlett Packard Enterprise Company reported a net income of 604.00M and revenue of 10.68B, resulting in a net margin of 5.7%.

GEV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported a net income of 4.75B and revenue of 9.34B, resulting in a net margin of 50.8%.


Frequently Asked Questions


HPE and GEV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HPE has higher volatility (28.73%) compared to GEV (13.17%). In terms of maximum drawdown, HPE dropped -56.88% vs GEV's -38.29%.

HPE currently has the higher Sharpe Ratio (3.53 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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