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

Performance

HPQ vs. GOOG - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.10%
-1.33%
HPQ
GOOG

Returns By Period

In the year-to-date period, HPQ achieves a 27.08% return, which is significantly higher than GOOG's 24.95% return. Over the past 10 years, HPQ has underperformed GOOG with an annualized return of 11.86%, while GOOG has yielded a comparatively higher 20.83% annualized return.


HPQ

YTD

27.08%

1M

0.05%

6M

21.50%

1Y

36.31%

5Y (annualized)

16.96%

10Y (annualized)

11.86%

GOOG

YTD

24.95%

1M

6.43%

6M

-0.68%

1Y

28.59%

5Y (annualized)

21.83%

10Y (annualized)

20.83%

Fundamentals


HPQGOOG
Market Cap$35.75B$2.23T
EPS$2.85$7.53
PE Ratio13.0224.35
PEG Ratio4.121.13
Total Revenue (TTM)$39.47B$339.76B
Gross Profit (TTM)$8.65B$196.73B
EBITDA (TTM)$3.67B$122.41B

Key characteristics


HPQGOOG
Sharpe Ratio1.241.02
Sortino Ratio2.041.50
Omega Ratio1.251.20
Calmar Ratio1.351.21
Martin Ratio6.113.06
Ulcer Index6.02%8.80%
Daily Std Dev29.72%26.37%
Max Drawdown-82.89%-44.60%
Current Drawdown-1.31%-8.70%

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Correlation

-0.50.00.51.00.4

The correlation between HPQ and GOOG is 0.41, 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.

Risk-Adjusted Performance

HPQ vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) and Alphabet Inc. (GOOG). 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 HPQ, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.02
The chart of Sortino ratio for HPQ, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.041.50
The chart of Omega ratio for HPQ, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.20
The chart of Calmar ratio for HPQ, currently valued at 1.35, compared to the broader market0.002.004.006.001.351.21
The chart of Martin ratio for HPQ, currently valued at 6.11, compared to the broader market0.0010.0020.0030.006.113.06
HPQ
GOOG

The current HPQ Sharpe Ratio is 1.24, which is comparable to the GOOG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of HPQ and GOOG, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.24
1.02
HPQ
GOOG

Dividends

HPQ vs. GOOG - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 2.96%, more than GOOG's 0.23% yield.


TTM20232022202120202019201820172016201520142013
HPQ
HP Inc.
2.96%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%2.03%
GOOG
Alphabet Inc.
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HPQ vs. GOOG - Drawdown Comparison

The maximum HPQ drawdown since its inception was -82.89%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for HPQ and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-8.70%
HPQ
GOOG

Volatility

HPQ vs. GOOG - Volatility Comparison

The current volatility for HP Inc. (HPQ) is 7.07%, while Alphabet Inc. (GOOG) has a volatility of 7.57%. This indicates that HPQ experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.07%
7.57%
HPQ
GOOG

Financials

HPQ vs. GOOG - Financials Comparison

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