HVPE.L vs. HGT.L
Compare and contrast key facts about HarbourVest Global Private Equity Ltd (HVPE.L) and HgCapital Trust plc (HGT.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HVPE.L or HGT.L.
Key characteristics
| HVPE.L | HGT.L | |
|---|---|---|
| YTD Return | 0.64% | 24.16% |
| 1Y Return | 3.71% | 36.23% |
| 3Y Return (Ann) | -3.46% | 9.62% |
| 5Y Return (Ann) | 7.27% | 18.12% |
| 10Y Return (Ann) | 11.82% | 34.78% |
| Sharpe Ratio | 0.04 | 1.46 |
| Sortino Ratio | 0.22 | 2.08 |
| Omega Ratio | 1.02 | 1.27 |
| Calmar Ratio | 0.03 | 2.80 |
| Martin Ratio | 0.12 | 7.97 |
| Ulcer Index | 7.28% | 4.33% |
| Daily Std Dev | 20.97% | 23.77% |
| Max Drawdown | -50.70% | -90.28% |
| Current Drawdown | -19.22% | -2.53% |
Fundamentals
| HVPE.L | HGT.L | |
|---|---|---|
| Market Cap | £1.78B | £2.44B |
| EPS | £0.96 | £0.50 |
| PE Ratio | 24.58 | 10.68 |
| Total Revenue (TTM) | £13.57M | £145.91M |
| Gross Profit (TTM) | £13.57M | £145.91M |
| EBITDA (TTM) | -£5.68M | -£6.92M |
Correlation
The correlation between HVPE.L and HGT.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HVPE.L vs. HGT.L - Performance Comparison
In the year-to-date period, HVPE.L achieves a 0.64% return, which is significantly lower than HGT.L's 24.16% return. Over the past 10 years, HVPE.L has underperformed HGT.L with an annualized return of 11.82%, while HGT.L has yielded a comparatively higher 34.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HVPE.L vs. HGT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.L) and HgCapital Trust plc (HGT.L). 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.
Dividends
HVPE.L vs. HGT.L - Dividend Comparison
HVPE.L has not paid dividends to shareholders, while HGT.L's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HVPE.L HarbourVest Global Private Equity Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.92% | 2.43% |
HGT.L HgCapital Trust plc | 1.22% | 1.50% | 2.14% | 1.19% | 1.64% | 12.35% | 25.77% | 35.07% | 25.96% | 0.03% | 45.39% | 2.28% |
Drawdowns
HVPE.L vs. HGT.L - Drawdown Comparison
The maximum HVPE.L drawdown since its inception was -50.70%, smaller than the maximum HGT.L drawdown of -90.28%. Use the drawdown chart below to compare losses from any high point for HVPE.L and HGT.L. For additional features, visit the drawdowns tool.
Volatility
HVPE.L vs. HGT.L - Volatility Comparison
HarbourVest Global Private Equity Ltd (HVPE.L) has a higher volatility of 7.72% compared to HgCapital Trust plc (HGT.L) at 6.37%. This indicates that HVPE.L's price experiences larger fluctuations and is considered to be riskier than HGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HVPE.L vs. HGT.L - Financials Comparison
This section allows you to compare key financial metrics between HarbourVest Global Private Equity Ltd and HgCapital Trust plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities