HPE vs. M
Compare and contrast key facts about Hewlett Packard Enterprise Company (HPE) and Macy's, Inc. (M).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HPE or M.
Performance
HPE vs. M - Performance Comparison
Returns By Period
In the year-to-date period, HPE achieves a 27.31% return, which is significantly higher than M's -25.48% return.
HPE
27.31%
6.06%
18.24%
39.48%
7.91%
N/A
M
-25.48%
-9.11%
-26.09%
1.09%
2.49%
-10.07%
Fundamentals
| HPE | M | |
|---|---|---|
| Market Cap | $27.96B | $4.04B |
| EPS | $1.41 | $0.65 |
| PE Ratio | 15.27 | 22.40 |
| PEG Ratio | 5.20 | 0.10 |
| Total Revenue (TTM) | $21.62B | $18.47B |
| Gross Profit (TTM) | $7.09B | $7.51B |
| EBITDA (TTM) | $3.62B | $921.00M |
Key characteristics
| HPE | M | |
|---|---|---|
| Sharpe Ratio | 1.03 | 0.02 |
| Sortino Ratio | 1.63 | 0.40 |
| Omega Ratio | 1.22 | 1.05 |
| Calmar Ratio | 1.43 | 0.02 |
| Martin Ratio | 3.91 | 0.06 |
| Ulcer Index | 9.63% | 17.49% |
| Daily Std Dev | 36.43% | 47.89% |
| Max Drawdown | -56.88% | -91.95% |
| Current Drawdown | -3.90% | -70.28% |
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Correlation
The correlation between HPE and M is 0.40, 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.
Risk-Adjusted Performance
HPE vs. M - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hewlett Packard Enterprise Company (HPE) and Macy's, Inc. (M). 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.
Dividends
HPE vs. M - Dividend Comparison
HPE's dividend yield for the trailing twelve months is around 2.46%, less than M's 4.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HPE Hewlett Packard Enterprise Company | 2.46% | 2.89% | 3.01% | 3.04% | 4.05% | 2.89% | 3.13% | 1.59% | 1.40% | 0.36% | 0.00% | 0.00% |
M Macy's, Inc. | 4.72% | 3.28% | 3.06% | 1.15% | 3.36% | 8.89% | 5.08% | 6.00% | 4.17% | 3.98% | 1.81% | 1.78% |
Drawdowns
HPE vs. M - Drawdown Comparison
The maximum HPE drawdown since its inception was -56.88%, smaller than the maximum M drawdown of -91.95%. Use the drawdown chart below to compare losses from any high point for HPE and M. For additional features, visit the drawdowns tool.
Volatility
HPE vs. M - Volatility Comparison
Hewlett Packard Enterprise Company (HPE) has a higher volatility of 10.53% compared to Macy's, Inc. (M) at 9.97%. This indicates that HPE's price experiences larger fluctuations and is considered to be riskier than M based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HPE vs. M - Financials Comparison
This section allows you to compare key financial metrics between Hewlett Packard Enterprise Company and Macy's, 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.
Total Revenue: Total amount of money received from sales and other business activities