PortfoliosLab logo
HPE vs. SMCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HPE and SMCI is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

HPE vs. SMCI - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
120.21%
1,284.59%
HPE
SMCI

Key characteristics

Sharpe Ratio

HPE:

-0.02

SMCI:

-0.46

Sortino Ratio

HPE:

0.31

SMCI:

-0.12

Omega Ratio

HPE:

1.04

SMCI:

0.99

Calmar Ratio

HPE:

-0.02

SMCI:

-0.61

Martin Ratio

HPE:

-0.05

SMCI:

-1.02

Ulcer Index

HPE:

16.95%

SMCI:

51.06%

Daily Std Dev

HPE:

47.77%

SMCI:

113.63%

Max Drawdown

HPE:

-56.87%

SMCI:

-84.84%

Current Drawdown

HPE:

-32.96%

SMCI:

-69.30%

Fundamentals

Market Cap

HPE:

$21.33B

SMCI:

$21.64B

EPS

HPE:

$2.08

SMCI:

$2.30

PE Ratio

HPE:

7.81

SMCI:

15.86

PEG Ratio

HPE:

4.55

SMCI:

0.76

PS Ratio

HPE:

0.68

SMCI:

1.04

PB Ratio

HPE:

0.85

SMCI:

3.41

Total Revenue (TTM)

HPE:

$31.20B

SMCI:

$16.97B

Gross Profit (TTM)

HPE:

$9.62B

SMCI:

$1.99B

EBITDA (TTM)

HPE:

$4.92B

SMCI:

$710.72M

Returns By Period

In the year-to-date period, HPE achieves a -23.32% return, which is significantly lower than SMCI's 19.65% return.


HPE

YTD

-23.32%

1M

1.88%

6M

-15.35%

1Y

-2.79%

5Y*

14.66%

10Y*

N/A

SMCI

YTD

19.65%

1M

5.04%

6M

-22.85%

1Y

-57.47%

5Y*

75.30%

10Y*

28.53%

*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

HPE vs. SMCI — Risk-Adjusted Performance Rank

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

HPE
The Risk-Adjusted Performance Rank of HPE is 4949
Overall Rank
The Sharpe Ratio Rank of HPE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of HPE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of HPE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of HPE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of HPE is 5151
Martin Ratio Rank

SMCI
The Risk-Adjusted Performance Rank of SMCI is 2727
Overall Rank
The Sharpe Ratio Rank of SMCI is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SMCI is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SMCI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMCI is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SMCI is 2727
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.

HPE vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hewlett Packard Enterprise Company (HPE) and Super Micro Computer, Inc. (SMCI). 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.


The chart of Sharpe ratio for HPE, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00
HPE: -0.02
SMCI: -0.46
The chart of Sortino ratio for HPE, currently valued at 0.31, compared to the broader market-6.00-4.00-2.000.002.004.00
HPE: 0.31
SMCI: -0.12
The chart of Omega ratio for HPE, currently valued at 1.04, compared to the broader market0.501.001.502.00
HPE: 1.04
SMCI: 0.99
The chart of Calmar ratio for HPE, currently valued at -0.02, compared to the broader market0.001.002.003.004.005.00
HPE: -0.02
SMCI: -0.61
The chart of Martin ratio for HPE, currently valued at -0.05, compared to the broader market-5.000.005.0010.0015.0020.00
HPE: -0.05
SMCI: -1.02

The current HPE Sharpe Ratio is -0.02, which is higher than the SMCI Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of HPE and SMCI, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.02
-0.46
HPE
SMCI

Dividends

HPE vs. SMCI - Dividend Comparison

HPE's dividend yield for the trailing twelve months is around 3.20%, while SMCI has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
HPE
Hewlett Packard Enterprise Company
3.20%2.44%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HPE vs. SMCI - Drawdown Comparison

The maximum HPE drawdown since its inception was -56.87%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for HPE and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.96%
-69.30%
HPE
SMCI

Volatility

HPE vs. SMCI - Volatility Comparison

The current volatility for Hewlett Packard Enterprise Company (HPE) is 27.37%, while Super Micro Computer, Inc. (SMCI) has a volatility of 29.01%. This indicates that HPE experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
27.37%
29.01%
HPE
SMCI

Financials

HPE vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Hewlett Packard Enterprise Company and Super Micro Computer, 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