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

Correlation

The correlation between HPQ and AAPL is 0.50, 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: 0.5

Performance

HPQ vs. AAPL - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
5,078.90%
211,014.49%
HPQ
AAPL

Key characteristics

Sharpe Ratio

HPQ:

-0.14

AAPL:

0.80

Sortino Ratio

HPQ:

0.08

AAPL:

1.31

Omega Ratio

HPQ:

1.01

AAPL:

1.19

Calmar Ratio

HPQ:

-0.12

AAPL:

0.79

Martin Ratio

HPQ:

-0.36

AAPL:

2.99

Ulcer Index

HPQ:

14.85%

AAPL:

8.77%

Daily Std Dev

HPQ:

39.38%

AAPL:

32.71%

Max Drawdown

HPQ:

-82.89%

AAPL:

-81.80%

Current Drawdown

HPQ:

-34.35%

AAPL:

-19.47%

Fundamentals

Market Cap

HPQ:

$23.22B

AAPL:

$3.07T

EPS

HPQ:

$2.83

AAPL:

$6.30

PE Ratio

HPQ:

8.70

AAPL:

32.48

PEG Ratio

HPQ:

0.87

AAPL:

2.01

PS Ratio

HPQ:

0.43

AAPL:

7.77

PB Ratio

HPQ:

0.00

AAPL:

46.04

Total Revenue (TTM)

HPQ:

$53.84B

AAPL:

$305.01B

Gross Profit (TTM)

HPQ:

$11.69B

AAPL:

$141.83B

EBITDA (TTM)

HPQ:

$4.62B

AAPL:

$106.62B

Returns By Period

In the year-to-date period, HPQ achieves a -21.58% return, which is significantly lower than AAPL's -16.70% return. Over the past 10 years, HPQ has underperformed AAPL with an annualized return of 8.91%, while AAPL has yielded a comparatively higher 21.60% annualized return.


HPQ

YTD

-21.58%

1M

-12.08%

6M

-29.25%

1Y

-6.71%

5Y*

14.80%

10Y*

8.91%

AAPL

YTD

-16.70%

1M

-6.87%

6M

-9.43%

1Y

23.86%

5Y*

24.95%

10Y*

21.60%

*Annualized

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Risk-Adjusted Performance

HPQ vs. AAPL — Risk-Adjusted Performance Rank

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

HPQ
The Risk-Adjusted Performance Rank of HPQ is 4343
Overall Rank
The Sharpe Ratio Rank of HPQ is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of HPQ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of HPQ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of HPQ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of HPQ is 4545
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
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.

HPQ vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) and Apple Inc (AAPL). 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 HPQ, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.003.00
HPQ: -0.14
AAPL: 0.80
The chart of Sortino ratio for HPQ, currently valued at 0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
HPQ: 0.08
AAPL: 1.31
The chart of Omega ratio for HPQ, currently valued at 1.01, compared to the broader market0.501.001.502.00
HPQ: 1.01
AAPL: 1.19
The chart of Calmar ratio for HPQ, currently valued at -0.12, compared to the broader market0.001.002.003.004.005.00
HPQ: -0.12
AAPL: 0.79
The chart of Martin ratio for HPQ, currently valued at -0.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
HPQ: -0.36
AAPL: 2.99

The current HPQ Sharpe Ratio is -0.14, which is lower than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of HPQ and AAPL, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.14
0.80
HPQ
AAPL

Dividends

HPQ vs. AAPL - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 4.46%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
HPQ
HP Inc.
4.46%3.42%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

HPQ vs. AAPL - Drawdown Comparison

The maximum HPQ drawdown since its inception was -82.89%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for HPQ and AAPL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.35%
-19.47%
HPQ
AAPL

Volatility

HPQ vs. AAPL - Volatility Comparison

HP Inc. (HPQ) and Apple Inc (AAPL) have volatilities of 23.14% and 22.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.14%
22.62%
HPQ
AAPL

Financials

HPQ vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between HP Inc. and Apple 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