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

Performance

HPQ vs. HON - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.10%
13.31%
HPQ
HON

Returns By Period

In the year-to-date period, HPQ achieves a 27.08% return, which is significantly higher than HON's 11.75% return. Over the past 10 years, HPQ has outperformed HON with an annualized return of 11.86%, while HON has yielded a comparatively lower 11.01% annualized return.


HPQ

YTD

27.08%

1M

0.05%

6M

21.50%

1Y

36.31%

5Y (annualized)

16.96%

10Y (annualized)

11.86%

HON

YTD

11.75%

1M

3.86%

6M

12.57%

1Y

22.57%

5Y (annualized)

7.17%

10Y (annualized)

11.01%

Fundamentals


HPQHON
Market Cap$35.75B$152.10B
EPS$2.85$8.98
PE Ratio13.0226.05
PEG Ratio4.121.87
Total Revenue (TTM)$39.47B$37.84B
Gross Profit (TTM)$8.65B$14.76B
EBITDA (TTM)$3.67B$9.41B

Key characteristics


HPQHON
Sharpe Ratio1.241.33
Sortino Ratio2.041.84
Omega Ratio1.251.25
Calmar Ratio1.351.60
Martin Ratio6.114.55
Ulcer Index6.02%5.03%
Daily Std Dev29.72%17.31%
Max Drawdown-82.89%-71.79%
Current Drawdown-1.31%-1.42%

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Correlation

-0.50.00.51.00.4

The correlation between HPQ and HON is 0.37, 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.

Risk-Adjusted Performance

HPQ vs. HON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) and Honeywell International Inc (HON). 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-4.00-2.000.002.004.001.241.33
The chart of Sortino ratio for HPQ, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.041.84
The chart of Omega ratio for HPQ, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.25
The chart of Calmar ratio for HPQ, currently valued at 1.35, compared to the broader market0.002.004.006.001.351.60
The chart of Martin ratio for HPQ, currently valued at 6.11, compared to the broader market0.0010.0020.0030.006.114.55
HPQ
HON

The current HPQ Sharpe Ratio is 1.24, which is comparable to the HON Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of HPQ and HON, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.24
1.33
HPQ
HON

Dividends

HPQ vs. HON - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 2.96%, more than HON's 1.90% 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%
HON
Honeywell International Inc
1.90%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HPQ vs. HON - Drawdown Comparison

The maximum HPQ drawdown since its inception was -82.89%, which is greater than HON's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for HPQ and HON. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-1.42%
HPQ
HON

Volatility

HPQ vs. HON - Volatility Comparison

The current volatility for HP Inc. (HPQ) is 7.07%, while Honeywell International Inc (HON) has a volatility of 8.58%. This indicates that HPQ experiences smaller price fluctuations and is considered to be less risky than HON 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%
8.58%
HPQ
HON

Financials

HPQ vs. HON - Financials Comparison

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