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HQL vs. HQH
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HQL vs. HQH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tekla Life Sciences Investors (HQL) and Tekla Healthcare Investors (HQH). The values are adjusted to include any dividend payments, if applicable.

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HQL vs. HQH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HQL
Tekla Life Sciences Investors
0.18%45.48%11.03%4.23%-19.21%5.52%23.72%25.53%-16.18%25.41%
HQH
Tekla Healthcare Investors
-3.09%34.12%10.22%1.22%-17.27%7.99%24.82%26.80%-13.08%15.97%

Fundamentals

Total Revenue (TTM)

HQL:

$51.74M

HQH:

$21.06M

Gross Profit (TTM)

HQL:

$30.95M

HQH:

$21.06M

EBITDA (TTM)

HQL:

$42.48M

HQH:

$0.00

Returns By Period

In the year-to-date period, HQL achieves a 0.18% return, which is significantly higher than HQH's -3.09% return. Over the past 10 years, HQL has outperformed HQH with an annualized return of 8.95%, while HQH has yielded a comparatively lower 6.57% annualized return.


HQL

1D
2.26%
1M
-2.28%
YTD
0.18%
6M
11.70%
1Y
45.72%
3Y*
18.90%
5Y*
6.76%
10Y*
8.95%

HQH

1D
3.13%
1M
-7.10%
YTD
-3.09%
6M
2.57%
1Y
24.44%
3Y*
13.07%
5Y*
4.30%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HQL vs. HQH — Risk / Return Rank

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

HQL
HQL Risk / Return Rank: 8888
Overall Rank
HQL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HQL Sortino Ratio Rank: 8787
Sortino Ratio Rank
HQL Omega Ratio Rank: 8585
Omega Ratio Rank
HQL Calmar Ratio Rank: 8686
Calmar Ratio Rank
HQL Martin Ratio Rank: 9191
Martin Ratio Rank

HQH
HQH Risk / Return Rank: 7373
Overall Rank
HQH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HQH Sortino Ratio Rank: 6969
Sortino Ratio Rank
HQH Omega Ratio Rank: 6767
Omega Ratio Rank
HQH Calmar Ratio Rank: 7575
Calmar Ratio Rank
HQH Martin Ratio Rank: 7979
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.

HQL vs. HQH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tekla Life Sciences Investors (HQL) and Tekla Healthcare Investors (HQH). 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.


HQLHQHDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.05

+0.83

Sortino ratio

Return per unit of downside risk

2.52

1.49

+1.03

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.13

Calmar ratio

Return relative to maximum drawdown

3.04

1.73

+1.31

Martin ratio

Return relative to average drawdown

11.18

5.46

+5.73

HQL vs. HQH - Sharpe Ratio Comparison

The current HQL Sharpe Ratio is 1.88, which is higher than the HQH Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HQL and HQH, 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


HQLHQHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.05

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.22

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.30

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.37

-0.06

Correlation

The correlation between HQL and HQH is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HQL vs. HQH - Dividend Comparison

HQL's dividend yield for the trailing twelve months is around 11.74%, less than HQH's 12.65% yield.


TTM20252024202320222021202020192018201720162015
HQL
Tekla Life Sciences Investors
11.74%10.85%14.18%9.44%9.57%8.79%7.90%8.03%10.72%8.25%12.18%11.84%
HQH
Tekla Healthcare Investors
12.65%11.56%14.21%9.66%9.50%8.59%7.97%8.24%10.75%8.78%9.80%11.97%

Drawdowns

HQL vs. HQH - Drawdown Comparison

The maximum HQL drawdown since its inception was -62.65%, roughly equal to the maximum HQH drawdown of -62.36%. Use the drawdown chart below to compare losses from any high point for HQL and HQH.


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Drawdown Indicators


HQLHQHDifference

Max Drawdown

Largest peak-to-trough decline

-62.65%

-62.36%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-13.01%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-38.86%

-37.55%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.86%

-37.55%

-1.31%

Current Drawdown

Current decline from peak

-4.87%

-10.29%

+5.42%

Average Drawdown

Average peak-to-trough decline

-22.37%

-21.14%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

4.12%

-0.22%

Volatility

HQL vs. HQH - Volatility Comparison

Tekla Life Sciences Investors (HQL) and Tekla Healthcare Investors (HQH) have volatilities of 7.98% and 8.17%, 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


HQLHQHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

8.17%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

16.01%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.48%

23.35%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

19.43%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

21.63%

+0.78%

Financials

HQL vs. HQH - Financials Comparison

This section allows you to compare key financial metrics between Tekla Life Sciences Investors and Tekla Healthcare Investors. 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


0.005.00M10.00M15.00M20.00M25.00M30.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
18.20M
5.46M
(HQL) Total Revenue
(HQH) Total Revenue
Values in USD except per share items