HPQ vs. MCO
HPQ (HP Inc.) and MCO (Moody's Corporation) are both stocks. HPQ operates in Computer Hardware (Technology), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, HPQ returned 9.64%/yr vs 18.13%/yr for MCO. At a 0.36 correlation, their price movements are largely independent.
Performance
HPQ vs. MCO - Performance Comparison
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Returns By Period
In the year-to-date period, HPQ achieves a 14.36% return, which is significantly higher than MCO's -2.52% return. Over the past 10 years, HPQ has underperformed MCO with an annualized return of 9.64%, while MCO has yielded a comparatively higher 18.13% annualized return.
HPQ
- 1D
- 2.27%
- 1M
- -1.86%
- 6M
- 20.29%
- YTD
- 14.36%
- 1Y
- 2.44%
- 3Y*
- -5.12%
- 5Y*
- 0.84%
- 10Y*
- 9.64%
MCO
- 1D
- 1.73%
- 1M
- 10.69%
- 6M
- -6.94%
- YTD
- -2.52%
- 1Y
- 0.07%
- 3Y*
- 12.89%
- 5Y*
- 6.66%
- 10Y*
- 18.13%
HPQ vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HPQ HP Inc. | 14.36% | -28.69% | 12.10% | 16.08% | -26.40% | 57.25% | 24.11% | 3.88% | -0.20% | 45.69% |
MCO Moody's Corporation | -2.52% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
Correlation
The correlation between HPQ and MCO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2000 | 0.36 |
The correlation between HPQ and MCO shifts across timeframes, from 0.17 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
HPQ:
$22.65B
MCO:
$86.60B
HPQ:
$2.72
MCO:
$13.96
HPQ:
9.12
MCO:
35.51
HPQ:
0.41
MCO:
11.25
HPQ:
5.91
MCO:
29.36
HPQ:
$57.42B
MCO:
$7.87B
HPQ:
$11.61B
MCO:
$5.49B
HPQ:
$3.83B
MCO:
$3.95B
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Return for Risk
HPQ vs. MCO — Risk / Return Rank
HPQ
MCO
HPQ vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) and Moody's Corporation (MCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HPQ | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.00 | +0.06 |
| Martin ratioReturn relative to average drawdown | 0.12 | 0.01 | +0.11 |
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Drawdowns
HPQ vs. MCO - Drawdown Comparison
The maximum HPQ drawdown since its inception was -85.19%, which is greater than MCO's maximum drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for HPQ and MCO.
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Drawdown Indicators
| HPQ | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.19% | -78.72% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -36.62% | -23.61% | -13.01% |
Max Drawdown (3Y)Largest decline over 3 years | -51.23% | -24.65% | -26.58% |
Max Drawdown (5Y)Largest decline over 5 years | -51.23% | -41.66% | -9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -51.23% | -42.02% | -9.21% |
Current DrawdownCurrent decline from peak | -31.73% | -7.72% | -24.01% |
Average DrawdownAverage peak-to-trough decline | -31.08% | -17.75% | -13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.29% | 11.60% | +9.69% |
Volatility
HPQ vs. MCO - Volatility Comparison
HP Inc. (HPQ) and Moody's Corporation (MCO) have volatilities of 9.45% and 9.47%, 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.
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Volatility by Period
| HPQ | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.45% | 9.47% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 31.94% | 22.81% | +9.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.38% | 27.41% | +12.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.93% | 26.57% | +9.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.16% | 27.72% | +7.44% |
Dividends
HPQ vs. MCO - Dividend Comparison
HPQ's dividend yield for the trailing twelve months is around 4.80%, more than MCO's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HPQ HP Inc. | 4.80% | 5.24% | 3.42% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 3.40% | 129.70% |
MCO Moody's Corporation | 0.79% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
HPQ vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between HP Inc. and Moody's Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
HPQ vs. MCO - Profitability Comparison
HPQ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, HP Inc. reported a gross profit of 3.02B and revenue of 14.41B. Therefore, the gross margin over that period was 20.9%.
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.
HPQ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, HP Inc. reported an operating income of 612.00M and revenue of 14.41B, resulting in an operating margin of 4.3%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.
HPQ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, HP Inc. reported a net income of 450.00M and revenue of 14.41B, resulting in a net margin of 3.1%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.
Frequently Asked Questions
HPQ and MCO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCO has higher volatility (9.47%) compared to HPQ (9.45%). In terms of maximum drawdown, HPQ dropped -85.19% vs MCO's -78.72%.
HPQ currently has the higher Sharpe Ratio (0.06 vs 0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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