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

Correlation

The correlation between HPE and SMCI is 0.39, 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

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%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
190.68%
1,099.32%
HPE
SMCI

Key characteristics

Sharpe Ratio

HPE:

0.85

SMCI:

0.04

Sortino Ratio

HPE:

1.41

SMCI:

0.98

Omega Ratio

HPE:

1.19

SMCI:

1.13

Calmar Ratio

HPE:

1.24

SMCI:

0.05

Martin Ratio

HPE:

3.32

SMCI:

0.10

Ulcer Index

HPE:

9.82%

SMCI:

44.68%

Daily Std Dev

HPE:

38.53%

SMCI:

119.59%

Max Drawdown

HPE:

-56.87%

SMCI:

-84.84%

Current Drawdown

HPE:

-9.21%

SMCI:

-73.41%

Fundamentals

Market Cap

HPE:

$28.34B

SMCI:

$19.79B

EPS

HPE:

$1.93

SMCI:

$2.01

PE Ratio

HPE:

11.32

SMCI:

16.82

PEG Ratio

HPE:

3.79

SMCI:

0.76

Total Revenue (TTM)

HPE:

$30.08B

SMCI:

$12.82B

Gross Profit (TTM)

HPE:

$15.55B

SMCI:

$1.76B

EBITDA (TTM)

HPE:

$4.31B

SMCI:

$1.13B

Returns By Period

In the year-to-date period, HPE achieves a 30.71% return, which is significantly higher than SMCI's 11.13% return.


HPE

YTD

30.71%

1M

2.67%

6M

4.69%

1Y

30.56%

5Y*

10.37%

10Y*

N/A

SMCI

YTD

11.13%

1M

6.36%

6M

-65.10%

1Y

9.04%

5Y*

67.37%

10Y*

24.19%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for HPE, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.850.04
The chart of Sortino ratio for HPE, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.410.98
The chart of Omega ratio for HPE, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.13
The chart of Calmar ratio for HPE, currently valued at 1.24, compared to the broader market0.002.004.006.001.240.05
The chart of Martin ratio for HPE, currently valued at 3.32, compared to the broader market-5.000.005.0010.0015.0020.0025.003.320.10
HPE
SMCI

The current HPE Sharpe Ratio is 0.85, which is higher than the SMCI Sharpe Ratio of 0.04. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.85
0.04
HPE
SMCI

Dividends

HPE vs. SMCI - Dividend Comparison

HPE's dividend yield for the trailing twelve months is around 2.41%, while SMCI has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
HPE
Hewlett Packard Enterprise Company
2.41%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%

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%JulyAugustSeptemberOctoberNovemberDecember
-9.21%
-73.41%
HPE
SMCI

Volatility

HPE vs. SMCI - Volatility Comparison

The current volatility for Hewlett Packard Enterprise Company (HPE) is 15.88%, while Super Micro Computer, Inc. (SMCI) has a volatility of 41.48%. 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%JulyAugustSeptemberOctoberNovemberDecember
15.88%
41.48%
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
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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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