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HQH vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HQH vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tekla Healthcare Investors (HQH) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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HQH vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HQH
Tekla Healthcare Investors
-0.42%34.12%10.22%1.22%-17.27%7.99%24.82%26.80%-13.08%15.97%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.32%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Returns By Period

In the year-to-date period, HQH achieves a -0.42% return, which is significantly lower than NOBL's 2.32% return. Over the past 10 years, HQH has underperformed NOBL with an annualized return of 6.86%, while NOBL has yielded a comparatively higher 9.54% annualized return.


HQH

1D
2.75%
1M
-3.18%
YTD
-0.42%
6M
4.66%
1Y
31.01%
3Y*
14.10%
5Y*
4.87%
10Y*
6.86%

NOBL

1D
-0.04%
1M
-6.79%
YTD
2.32%
6M
4.06%
1Y
6.18%
3Y*
7.40%
5Y*
6.30%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HQH vs. NOBL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HQH
HQH Risk / Return Rank: 7777
Overall Rank
HQH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HQH Sortino Ratio Rank: 7474
Sortino Ratio Rank
HQH Omega Ratio Rank: 7373
Omega Ratio Rank
HQH Calmar Ratio Rank: 7878
Calmar Ratio Rank
HQH Martin Ratio Rank: 8383
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 2323
Overall Rank
NOBL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2323
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2222
Omega Ratio Rank
NOBL Calmar Ratio Rank: 2424
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HQH vs. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tekla Healthcare Investors (HQH) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


HQHNOBLDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.41

+0.93

Sortino ratio

Return per unit of downside risk

1.83

0.70

+1.13

Omega ratio

Gain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratio

Return relative to maximum drawdown

2.14

0.54

+1.60

Martin ratio

Return relative to average drawdown

7.04

1.89

+5.15

HQH vs. NOBL - Sharpe Ratio Comparison

The current HQH Sharpe Ratio is 1.34, which is higher than the NOBL Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of HQH and NOBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HQHNOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.41

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.44

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.58

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.64

-0.27

Correlation

The correlation between HQH and NOBL is 0.51, 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.


Dividends

HQH vs. NOBL - Dividend Comparison

HQH's dividend yield for the trailing twelve months is around 12.31%, more than NOBL's 2.14% yield.


TTM20252024202320222021202020192018201720162015
HQH
Tekla Healthcare Investors
12.31%11.56%14.21%9.66%9.50%8.59%7.97%8.24%10.75%8.78%9.80%11.97%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.14%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Drawdowns

HQH vs. NOBL - Drawdown Comparison

The maximum HQH drawdown since its inception was -62.36%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for HQH and NOBL.


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Drawdown Indicators


HQHNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-62.36%

-35.43%

-26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-11.20%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-37.55%

-17.92%

-19.63%

Max Drawdown (10Y)

Largest decline over 10 years

-37.55%

-35.43%

-2.12%

Current Drawdown

Current decline from peak

-7.82%

-7.07%

-0.75%

Average Drawdown

Average peak-to-trough decline

-21.13%

-3.45%

-17.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.18%

+0.78%

Volatility

HQH vs. NOBL - Volatility Comparison

Tekla Healthcare Investors (HQH) has a higher volatility of 8.58% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.55%. This indicates that HQH's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQHNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

3.55%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

8.06%

+7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.44%

15.24%

+8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

14.39%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

16.59%

+5.06%