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

Correlation

The correlation between HPQ and GOOG is 0.40, 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.


-0.50.00.51.00.4

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-9.26%
5.50%
HPQ
GOOG

Key characteristics

Sharpe Ratio

HPQ:

0.33

GOOG:

1.37

Sortino Ratio

HPQ:

0.71

GOOG:

1.90

Omega Ratio

HPQ:

1.10

GOOG:

1.26

Calmar Ratio

HPQ:

0.41

GOOG:

1.70

Martin Ratio

HPQ:

1.64

GOOG:

4.17

Ulcer Index

HPQ:

6.60%

GOOG:

9.07%

Daily Std Dev

HPQ:

32.33%

GOOG:

27.61%

Max Drawdown

HPQ:

-82.89%

GOOG:

-44.60%

Current Drawdown

HPQ:

-16.72%

GOOG:

-4.27%

Fundamentals

Market Cap

HPQ:

$31.74B

GOOG:

$2.40T

EPS

HPQ:

$2.81

GOOG:

$7.55

PE Ratio

HPQ:

12.04

GOOG:

26.11

PEG Ratio

HPQ:

1.24

GOOG:

1.24

Total Revenue (TTM)

HPQ:

$53.52B

GOOG:

$339.76B

Gross Profit (TTM)

HPQ:

$22.79B

GOOG:

$196.73B

EBITDA (TTM)

HPQ:

$4.67B

GOOG:

$121.22B

Returns By Period

In the year-to-date period, HPQ achieves a 11.52% return, which is significantly lower than GOOG's 35.09% return. Over the past 10 years, HPQ has underperformed GOOG with an annualized return of 9.54%, while GOOG has yielded a comparatively higher 22.00% annualized return.


HPQ

YTD

11.52%

1M

-11.23%

6M

-8.93%

1Y

12.64%

5Y*

13.23%

10Y*

9.54%

GOOG

YTD

35.09%

1M

5.76%

6M

7.01%

1Y

36.32%

5Y*

23.11%

10Y*

22.00%

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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 0.33, compared to the broader market-4.00-2.000.002.000.331.37
The chart of Sortino ratio for HPQ, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.90
The chart of Omega ratio for HPQ, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.26
The chart of Calmar ratio for HPQ, currently valued at 0.41, compared to the broader market0.002.004.006.000.411.70
The chart of Martin ratio for HPQ, currently valued at 1.64, compared to the broader market0.0010.0020.001.644.17
HPQ
GOOG

The current HPQ Sharpe Ratio is 0.33, which is lower than the GOOG Sharpe Ratio of 1.37. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.37
HPQ
GOOG

Dividends

HPQ vs. GOOG - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 3.44%, more than GOOG's 0.32% yield.


TTM20232022202120202019201820172016201520142013
HPQ
HP Inc.
3.44%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.
0.32%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%JulyAugustSeptemberOctoberNovemberDecember
-16.72%
-4.27%
HPQ
GOOG

Volatility

HPQ vs. GOOG - Volatility Comparison

HP Inc. (HPQ) has a higher volatility of 15.03% compared to Alphabet Inc. (GOOG) at 11.24%. This indicates that HPQ's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
15.03%
11.24%
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
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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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