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JNPR vs. HPE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JNPR and HPE is 0.49, 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.


-0.50.00.51.00.5

Performance

JNPR vs. HPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Juniper Networks, Inc. (JNPR) and Hewlett Packard Enterprise Company (HPE). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
57.39%
190.68%
JNPR
HPE

Key characteristics

Sharpe Ratio

JNPR:

1.28

HPE:

0.85

Sortino Ratio

JNPR:

3.91

HPE:

1.41

Omega Ratio

JNPR:

1.57

HPE:

1.19

Calmar Ratio

JNPR:

0.37

HPE:

1.24

Martin Ratio

JNPR:

8.17

HPE:

3.32

Ulcer Index

JNPR:

3.83%

HPE:

9.82%

Daily Std Dev

JNPR:

24.33%

HPE:

38.53%

Max Drawdown

JNPR:

-98.18%

HPE:

-56.87%

Current Drawdown

JNPR:

-80.21%

HPE:

-9.21%

Fundamentals

Market Cap

JNPR:

$12.47B

HPE:

$28.34B

EPS

JNPR:

$0.76

HPE:

$1.93

PE Ratio

JNPR:

49.55

HPE:

11.32

PEG Ratio

JNPR:

1.19

HPE:

3.79

Total Revenue (TTM)

JNPR:

$5.03B

HPE:

$30.08B

Gross Profit (TTM)

JNPR:

$2.95B

HPE:

$15.55B

EBITDA (TTM)

JNPR:

$479.40M

HPE:

$4.31B

Returns By Period

The year-to-date returns for both investments are quite close, with JNPR having a 29.38% return and HPE slightly higher at 30.71%.


JNPR

YTD

29.38%

1M

5.07%

6M

5.58%

1Y

30.58%

5Y*

11.96%

10Y*

7.67%

HPE

YTD

30.71%

1M

2.67%

6M

4.69%

1Y

30.56%

5Y*

10.37%

10Y*

N/A

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Risk-Adjusted Performance

JNPR vs. HPE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Juniper Networks, Inc. (JNPR) and Hewlett Packard Enterprise Company (HPE). 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.


Sharpe ratio
The chart of Sharpe ratio for JNPR, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.280.85
The chart of Sortino ratio for JNPR, currently valued at 3.91, compared to the broader market-4.00-2.000.002.004.003.911.41
The chart of Omega ratio for JNPR, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.19
The chart of Calmar ratio for JNPR, currently valued at 1.69, compared to the broader market0.002.004.006.001.691.24
The chart of Martin ratio for JNPR, currently valued at 8.17, compared to the broader market-5.000.005.0010.0015.0020.0025.008.173.32
JNPR
HPE

The current JNPR Sharpe Ratio is 1.28, which is higher than the HPE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of JNPR and HPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.28
0.85
JNPR
HPE

Dividends

JNPR vs. HPE - Dividend Comparison

JNPR's dividend yield for the trailing twelve months is around 2.36%, less than HPE's 2.41% yield.


TTM2023202220212020201920182017201620152014
JNPR
Juniper Networks, Inc.
2.36%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%0.90%
HPE
Hewlett Packard Enterprise Company
2.41%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%0.00%

Drawdowns

JNPR vs. HPE - Drawdown Comparison

The maximum JNPR drawdown since its inception was -98.18%, which is greater than HPE's maximum drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for JNPR and HPE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.56%
-9.21%
JNPR
HPE

Volatility

JNPR vs. HPE - Volatility Comparison

The current volatility for Juniper Networks, Inc. (JNPR) is 4.10%, while Hewlett Packard Enterprise Company (HPE) has a volatility of 15.88%. This indicates that JNPR experiences smaller price fluctuations and is considered to be less risky than HPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.10%
15.88%
JNPR
HPE

Financials

JNPR vs. HPE - Financials Comparison

This section allows you to compare key financial metrics between Juniper Networks, Inc. and Hewlett Packard Enterprise Company. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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