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HTECX vs. HNRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTECX vs. HNRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Technology Fund (HTECX) and Hennessy Energy Transition Fund (HNRIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTECX achieves a 23.71% return, which is significantly lower than HNRIX's 25.74% return.


HTECX

1D
0.23%
1M
3.33%
6M
23.09%
YTD
23.71%
1Y
36.61%
3Y*
21.26%
5Y*
10.88%
10Y*
14.60%
ALL TIME*
7.68%

HNRIX

1D
1.04%
1M
7.55%
6M
13.71%
YTD
25.74%
1Y
39.74%
3Y*
16.61%
5Y*
23.65%
10Y*
ALL TIME*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HTECX vs. HNRIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HTECX
Hennessy Technology Fund
23.71%15.48%17.29%35.95%-26.28%14.75%24.45%39.13%-7.75%
HNRIX
Hennessy Energy Transition Fund
25.74%12.87%13.84%4.09%47.97%55.91%-25.63%6.05%-23.32%

Correlation

The correlation between HTECX and HNRIX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.01

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

0.21

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2018

0.42

The correlation between HTECX and HNRIX shifts across timeframes, from -0.01 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HTECX vs. HNRIX — Risk / Return Rank

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

HTECX
HTECX Risk / Return Rank: 5353
Overall Rank
HTECX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HTECX Sortino Ratio Rank: 5252
Sortino Ratio Rank
HTECX Omega Ratio Rank: 4747
Omega Ratio Rank
HTECX Calmar Ratio Rank: 6363
Calmar Ratio Rank
HTECX Martin Ratio Rank: 4343
Martin Ratio Rank

HNRIX
HNRIX Risk / Return Rank: 7373
Overall Rank
HNRIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HNRIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
HNRIX Omega Ratio Rank: 7070
Omega Ratio Rank
HNRIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
HNRIX Martin Ratio Rank: 5959
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.

HTECX vs. HNRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Technology Fund (HTECX) and Hennessy Energy Transition Fund (HNRIX). 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.


HTECXHNRIXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratioReturn relative to maximum drawdown

2.27

2.84

-0.57

Martin ratioReturn relative to average drawdown

6.64

8.28

-1.63

HTECX vs. HNRIX - Sharpe Ratio Comparison

The current HTECX Sharpe Ratio is 1.57, which is comparable to the HNRIX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HTECX and HNRIX, 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

HTECX vs. HNRIX - Drawdown Comparison

The maximum HTECX drawdown since its inception was -58.85%, smaller than the maximum HNRIX drawdown of -74.75%. Use the drawdown chart below to compare losses from any high point for HTECX and HNRIX.


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Drawdown Indicators


HTECXHNRIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.85%

-74.75%

+15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-15.01%

-13.12%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-26.64%

-19.19%

-7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-28.56%

-6.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

0.00%

-5.90%

+5.90%

Average Drawdown

Average peak-to-trough decline

-11.89%

-15.13%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

4.52%

+0.60%

Volatility

HTECX vs. HNRIX - Volatility Comparison

Hennessy Technology Fund (HTECX) and Hennessy Energy Transition Fund (HNRIX) have volatilities of 5.25% and 5.32%, 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


HTECXHNRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.32%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

14.23%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

18.96%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

26.23%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.80%

34.55%

-10.75%

HTECX vs. HNRIX - Expense Ratio Comparison

HTECX has a 1.23% expense ratio, which is lower than HNRIX's 1.92% expense ratio.


Dividends

HTECX vs. HNRIX - Dividend Comparison

HTECX's dividend yield for the trailing twelve months is around 17.10%, more than HNRIX's 0.61% yield.


PositionTTM202520242023202220212020201920182017
HNRIX
Hennessy Energy Transition Fund
0.61%0.77%0.14%0.00%0.76%13.34%0.00%0.22%0.00%0.00%
HTECX
Hennessy Technology Fund
17.10%21.16%4.28%0.00%0.07%33.37%3.58%2.65%15.54%9.60%

Frequently Asked Questions


HTECX and HNRIX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HNRIX has higher volatility (5.32%) compared to HTECX (5.25%). In terms of maximum drawdown, HTECX dropped -58.85% vs HNRIX's -74.75%.

HNRIX currently has the higher Sharpe Ratio (1.96 vs 1.57), 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.

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