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

Performance

HPQ vs. TSLA - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
19.10%
83.32%
HPQ
TSLA

Returns By Period

In the year-to-date period, HPQ achieves a 27.08% return, which is significantly lower than TSLA's 29.07% return. Over the past 10 years, HPQ has underperformed TSLA with an annualized return of 11.86%, while TSLA has yielded a comparatively higher 34.08% annualized return.


HPQ

YTD

27.08%

1M

0.05%

6M

21.50%

1Y

36.31%

5Y (annualized)

16.96%

10Y (annualized)

11.86%

TSLA

YTD

29.07%

1M

44.91%

6M

80.73%

1Y

37.30%

5Y (annualized)

68.83%

10Y (annualized)

34.08%

Fundamentals


HPQTSLA
Market Cap$35.75B$1.12T
EPS$2.85$3.42
PE Ratio13.0296.05
PEG Ratio4.129.98
Total Revenue (TTM)$39.47B$97.15B
Gross Profit (TTM)$8.65B$17.71B
EBITDA (TTM)$3.67B$13.83B

Key characteristics


HPQTSLA
Sharpe Ratio1.240.52
Sortino Ratio2.041.23
Omega Ratio1.251.15
Calmar Ratio1.350.49
Martin Ratio6.111.40
Ulcer Index6.02%22.88%
Daily Std Dev29.72%61.10%
Max Drawdown-82.89%-73.63%
Current Drawdown-1.31%-21.77%

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Correlation

-0.50.00.51.00.3

The correlation between HPQ and TSLA is 0.29, 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. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) and Tesla, Inc. (TSLA). 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-4.00-2.000.002.004.001.240.61
The chart of Sortino ratio for HPQ, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.041.34
The chart of Omega ratio for HPQ, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.16
The chart of Calmar ratio for HPQ, currently valued at 1.35, compared to the broader market0.002.004.006.001.350.57
The chart of Martin ratio for HPQ, currently valued at 6.11, compared to the broader market0.0010.0020.0030.006.111.63
HPQ
TSLA

The current HPQ Sharpe Ratio is 1.24, which is higher than the TSLA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HPQ and TSLA, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.24
0.61
HPQ
TSLA

Dividends

HPQ vs. TSLA - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 2.96%, while TSLA has not paid dividends to shareholders.


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%
TSLA
Tesla, Inc.
0.00%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. TSLA - Drawdown Comparison

The maximum HPQ drawdown since its inception was -82.89%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for HPQ and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-21.77%
HPQ
TSLA

Volatility

HPQ vs. TSLA - Volatility Comparison

The current volatility for HP Inc. (HPQ) is 7.07%, while Tesla, Inc. (TSLA) has a volatility of 28.91%. This indicates that HPQ experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.07%
28.91%
HPQ
TSLA

Financials

HPQ vs. TSLA - Financials Comparison

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