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

Correlation

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.


-0.50.00.51.0
Correlation: 0.4

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-32.70%
2.47%
HPQ
HON

Key characteristics

Sharpe Ratio

HPQ:

-0.46

HON:

0.28

Sortino Ratio

HPQ:

-0.43

HON:

0.50

Omega Ratio

HPQ:

0.94

HON:

1.07

Calmar Ratio

HPQ:

-0.44

HON:

0.38

Martin Ratio

HPQ:

-1.41

HON:

0.88

Ulcer Index

HPQ:

11.86%

HON:

6.13%

Daily Std Dev

HPQ:

36.22%

HON:

19.57%

Max Drawdown

HPQ:

-82.89%

HON:

-71.79%

Current Drawdown

HPQ:

-38.36%

HON:

-11.96%

Fundamentals

Market Cap

HPQ:

$26.28B

HON:

$140.38B

EPS

HPQ:

$2.78

HON:

$8.71

PE Ratio

HPQ:

10.03

HON:

24.80

PEG Ratio

HPQ:

0.98

HON:

2.27

Total Revenue (TTM)

HPQ:

$53.84B

HON:

$29.39B

Gross Profit (TTM)

HPQ:

$11.69B

HON:

$11.16B

EBITDA (TTM)

HPQ:

$4.62B

HON:

$7.01B

Returns By Period

In the year-to-date period, HPQ achieves a -26.38% return, which is significantly lower than HON's -8.01% return. Both investments have delivered pretty close results over the past 10 years, with HPQ having a 8.64% annualized return and HON not far ahead at 9.06%.


HPQ

YTD

-26.38%

1M

-17.98%

6M

-31.96%

1Y

-17.02%

5Y*

14.16%

10Y*

8.64%

HON

YTD

-8.01%

1M

-0.63%

6M

2.92%

1Y

6.61%

5Y*

12.49%

10Y*

9.06%

*Annualized

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Risk-Adjusted Performance

HPQ vs. HON — 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 2323
Overall Rank
The Sharpe Ratio Rank of HPQ is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of HPQ is 2727
Sortino Ratio Rank
The Omega Ratio Rank of HPQ is 2626
Omega Ratio Rank
The Calmar Ratio Rank of HPQ is 2525
Calmar Ratio Rank
The Martin Ratio Rank of HPQ is 1212
Martin Ratio Rank

HON
The Risk-Adjusted Performance Rank of HON is 6060
Overall Rank
The Sharpe Ratio Rank of HON is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of HON is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HON is 5252
Omega Ratio Rank
The Calmar Ratio Rank of HON is 6969
Calmar Ratio Rank
The Martin Ratio Rank of HON is 6363
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. 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.


The chart of Sharpe ratio for HPQ, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00
HPQ: -0.46
HON: 0.28
The chart of Sortino ratio for HPQ, currently valued at -0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
HPQ: -0.43
HON: 0.50
The chart of Omega ratio for HPQ, currently valued at 0.94, compared to the broader market0.501.001.502.00
HPQ: 0.94
HON: 1.07
The chart of Calmar ratio for HPQ, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00
HPQ: -0.44
HON: 0.38
The chart of Martin ratio for HPQ, currently valued at -1.41, compared to the broader market-5.000.005.0010.0015.0020.00
HPQ: -1.41
HON: 0.88

The current HPQ Sharpe Ratio is -0.46, which is lower than the HON Sharpe Ratio of 0.28. 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.46
0.28
HPQ
HON

Dividends

HPQ vs. HON - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 4.75%, more than HON's 2.14% yield.


TTM20242023202220212020201920182017201620152014
HPQ
HP Inc.
4.75%3.42%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%
HON
Honeywell International Inc
2.14%1.93%1.99%1.85%1.81%1.71%1.90%0.62%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.36%
-11.96%
HPQ
HON

Volatility

HPQ vs. HON - Volatility Comparison

HP Inc. (HPQ) has a higher volatility of 17.31% compared to Honeywell International Inc (HON) at 6.50%. This indicates that HPQ's price experiences larger fluctuations and is considered to be riskier than HON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.31%
6.50%
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