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HQH vs. NOBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, HQH achieves a 22.72% return, which is significantly higher than NOBL's 10.84% return. Over the past 10 years, HQH has underperformed NOBL with an annualized return of 8.18%, while NOBL has yielded a comparatively higher 9.86% annualized return.


HQH

1D
-0.77%
1M
-0.73%
6M
21.69%
YTD
22.72%
1Y
57.10%
3Y*
23.06%
5Y*
7.66%
10Y*
8.18%
ALL TIME*
10.59%

NOBL

1D
-0.19%
1M
-1.09%
6M
4.89%
YTD
10.84%
1Y
15.41%
3Y*
8.04%
5Y*
6.49%
10Y*
9.86%
ALL TIME*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.99M$5.83M$4.15M
$66.40M$66.46M$60.79M

HQH vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HQH
Tekla Healthcare Investors
22.72%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
10.84%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Correlation

The correlation between HQH and NOBL is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (10Y)
Provides a long-term view across more market conditions.

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

0.50

The correlation between HQH and NOBL shifts across timeframes, from 0.32 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HQH vs. NOBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HQH
HQH Risk / Return Rank: 9595
Overall Rank
HQH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HQH Sortino Ratio Rank: 9696
Sortino Ratio Rank
HQH Omega Ratio Rank: 9595
Omega Ratio Rank
HQH Calmar Ratio Rank: 9494
Calmar Ratio Rank
HQH Martin Ratio Rank: 9696
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 4747
Overall Rank
NOBL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 5555
Sortino Ratio Rank
NOBL Omega Ratio Rank: 4747
Omega Ratio Rank
NOBL Calmar Ratio Rank: 4545
Calmar Ratio Rank
NOBL Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


HQHNOBLDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.45

1.21

+0.24

Calmar ratioReturn relative to maximum drawdown

4.48

1.62

+2.86

Martin ratioReturn relative to average drawdown

15.38

4.10

+11.28

HQH vs. NOBL - Sharpe Ratio Comparison

The current HQH Sharpe Ratio is 2.86, which is higher than the NOBL Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HQH and NOBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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%

-9.11%

-3.90%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-15.36%

-5.78%

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

-1.13%

-2.31%

+1.18%

Average Drawdown

Average peak-to-trough decline

-20.97%

-3.46%

-17.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.59%

+0.19%

Volatility

HQH vs. NOBL - Volatility Comparison

Tekla Healthcare Investors (HQH) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL) have volatilities of 4.89% and 5.07%, 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


HQHNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.07%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

9.11%

+5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

11.92%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

14.48%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

16.63%

+4.75%

Dividends

HQH vs. NOBL - Dividend Comparison

HQH's dividend yield for the trailing twelve months is around 10.62%, more than NOBL's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
HQH
Tekla Healthcare Investors
10.62%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
2.04%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Frequently Asked Questions


HQH and NOBL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOBL has higher volatility (5.07%) compared to HQH (4.89%). In terms of maximum drawdown, HQH dropped -62.36% vs NOBL's -35.43%.

HQH currently has the higher Sharpe Ratio (2.86 vs 1.24), 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.

Portfolio Optimizer

Find the right allocation for HQH and NOBL

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