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HPQ vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HPQ and VTI is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

HPQ vs. VTI - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
223.65%
622.23%
HPQ
VTI

Key characteristics

Sharpe Ratio

HPQ:

-0.14

VTI:

0.47

Sortino Ratio

HPQ:

0.07

VTI:

0.80

Omega Ratio

HPQ:

1.01

VTI:

1.12

Calmar Ratio

HPQ:

-0.13

VTI:

0.49

Martin Ratio

HPQ:

-0.36

VTI:

1.99

Ulcer Index

HPQ:

15.01%

VTI:

4.76%

Daily Std Dev

HPQ:

39.35%

VTI:

20.05%

Max Drawdown

HPQ:

-82.89%

VTI:

-55.45%

Current Drawdown

HPQ:

-34.48%

VTI:

-10.40%

Returns By Period

In the year-to-date period, HPQ achieves a -21.73% return, which is significantly lower than VTI's -6.29% return. Over the past 10 years, HPQ has underperformed VTI with an annualized return of 8.83%, while VTI has yielded a comparatively higher 11.38% annualized return.


HPQ

YTD

-21.73%

1M

-11.95%

6M

-30.18%

1Y

-6.99%

5Y*

14.74%

10Y*

8.83%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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Risk-Adjusted Performance

HPQ vs. VTI — 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 4242
Overall Rank
The Sharpe Ratio Rank of HPQ is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of HPQ is 3939
Sortino Ratio Rank
The Omega Ratio Rank of HPQ is 3939
Omega Ratio Rank
The Calmar Ratio Rank of HPQ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of HPQ is 4444
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) and Vanguard Total Stock Market ETF (VTI). 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 -0.14, compared to the broader market-2.00-1.000.001.002.003.00
HPQ: -0.14
VTI: 0.47
The chart of Sortino ratio for HPQ, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
HPQ: 0.07
VTI: 0.80
The chart of Omega ratio for HPQ, currently valued at 1.01, compared to the broader market0.501.001.502.00
HPQ: 1.01
VTI: 1.12
The chart of Calmar ratio for HPQ, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
HPQ: -0.13
VTI: 0.49
The chart of Martin ratio for HPQ, currently valued at -0.36, compared to the broader market-5.000.005.0010.0015.0020.00
HPQ: -0.36
VTI: 1.99

The current HPQ Sharpe Ratio is -0.14, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of HPQ and VTI, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.14
0.47
HPQ
VTI

Dividends

HPQ vs. VTI - Dividend Comparison

HPQ's dividend yield for the trailing twelve months is around 4.47%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
HPQ
HP Inc.
4.47%3.42%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

HPQ vs. VTI - Drawdown Comparison

The maximum HPQ drawdown since its inception was -82.89%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HPQ and VTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.48%
-10.40%
HPQ
VTI

Volatility

HPQ vs. VTI - Volatility Comparison

HP Inc. (HPQ) has a higher volatility of 23.15% compared to Vanguard Total Stock Market ETF (VTI) at 14.83%. This indicates that HPQ's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.15%
14.83%
HPQ
VTI