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LNC vs. HTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LNC vs. HTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lincoln National Corporation (LNC) and Hercules Capital, Inc. (HTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LNC achieves a -19.78% return, which is significantly lower than HTGC's -12.68% return. Over the past 10 years, LNC has underperformed HTGC with an annualized return of 1.43%, while HTGC has yielded a comparatively higher 13.52% annualized return.


LNC

1D
0.78%
1M
-7.01%
YTD
-19.78%
6M
-12.74%
1Y
11.31%
3Y*
22.64%
5Y*
-8.72%
10Y*
1.43%

HTGC

1D
-1.08%
1M
-2.32%
YTD
-12.68%
6M
-10.54%
1Y
-1.58%
3Y*
13.19%
5Y*
9.47%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNC vs. HTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNC
Lincoln National Corporation
-19.78%48.02%24.78%-5.55%-53.53%39.49%-11.08%17.95%-31.98%17.98%
HTGC
Hercules Capital, Inc.
-12.68%3.54%33.33%42.91%-10.42%26.50%14.49%39.86%-6.86%1.86%

Correlation

The correlation between LNC and HTGC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2005

0.45

Fundamentals

EPS

LNC:

$12.09

HTGC:

$1.49

PE Ratio

LNC:

2.89

HTGC:

10.41

PEG Ratio

LNC:

0.02

HTGC:

0.32

PS Ratio

LNC:

0.26

HTGC:

5.21

Total Revenue (TTM)

LNC:

$18.88B

HTGC:

$578.18M

Gross Profit (TTM)

LNC:

$3.21B

HTGC:

$510.74M

EBITDA (TTM)

LNC:

$2.45B

HTGC:

$380.44M

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Return for Risk

LNC vs. HTGC — Risk / Return Rank

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

LNC
LNC Risk / Return Rank: 4848
Overall Rank
LNC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LNC Sortino Ratio Rank: 4646
Sortino Ratio Rank
LNC Omega Ratio Rank: 4646
Omega Ratio Rank
LNC Calmar Ratio Rank: 4949
Calmar Ratio Rank
LNC Martin Ratio Rank: 4949
Martin Ratio Rank

HTGC
HTGC Risk / Return Rank: 3535
Overall Rank
HTGC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HTGC Sortino Ratio Rank: 3131
Sortino Ratio Rank
HTGC Omega Ratio Rank: 3131
Omega Ratio Rank
HTGC Calmar Ratio Rank: 3737
Calmar Ratio Rank
HTGC Martin Ratio Rank: 3737
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.

LNC vs. HTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) and Hercules Capital, Inc. (HTGC). 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.


LNCHTGCDifference

Sharpe ratio

Return per unit of total volatility

0.34

-0.07

+0.41

Sortino ratio

Return per unit of downside risk

0.70

0.06

+0.63

Omega ratio

Gain probability vs. loss probability

1.09

1.01

+0.08

Calmar ratio

Return relative to maximum drawdown

0.36

-0.08

+0.44

Martin ratio

Return relative to average drawdown

0.80

-0.18

+0.98

LNC vs. HTGC - Sharpe Ratio Comparison

The current LNC Sharpe Ratio is 0.34, which is higher than the HTGC Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of LNC and HTGC, 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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Sharpe Ratios by Period


LNCHTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-0.07

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.37

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.49

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.36

-0.20

Drawdowns

LNC vs. HTGC - Drawdown Comparison

The maximum LNC drawdown since its inception was -92.87%, which is greater than HTGC's maximum drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for LNC and HTGC.


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Drawdown Indicators


LNCHTGCDifference

Max Drawdown

Largest peak-to-trough decline

-92.87%

-68.21%

-24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-29.13%

-24.74%

-4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-29.13%

-27.97%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-73.14%

-36.11%

-37.03%

Max Drawdown (10Y)

Largest decline over 10 years

-79.19%

-57.54%

-21.65%

Current Drawdown

Current decline from peak

-42.33%

-17.44%

-24.89%

Average Drawdown

Average peak-to-trough decline

-25.04%

-10.86%

-14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.08%

10.67%

+2.41%

Volatility

LNC vs. HTGC - Volatility Comparison

Lincoln National Corporation (LNC) has a higher volatility of 8.39% compared to Hercules Capital, Inc. (HTGC) at 5.02%. This indicates that LNC's price experiences larger fluctuations and is considered to be riskier than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNCHTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

5.02%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

25.04%

19.92%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

33.03%

23.06%

+9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.99%

25.71%

+17.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.76%

27.83%

+18.93%

Dividends

LNC vs. HTGC - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.16%, less than HTGC's 11.66% yield.


PositionTTM20252024202320222021202020192018201720162015
HTGC
Hercules Capital, Inc.
11.66%9.99%9.56%11.40%13.77%9.76%9.02%9.49%11.40%9.45%8.79%10.17%
LNC
Lincoln National Corporation
5.16%4.04%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%

Financials

LNC vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between Lincoln National Corporation and Hercules Capital, Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
5.31B
123.49M
(LNC) Total Revenue
(HTGC) Total Revenue
Values in USD except per share items

LNC vs. HTGC - Profitability Comparison

The chart below illustrates the profitability comparison between Lincoln National Corporation and Hercules Capital, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%202220232024202520260
86.0%
Portfolio components
LNC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lincoln National Corporation reported a gross profit of 0.00 and revenue of 5.31B. Therefore, the gross margin over that period was 0.0%.

HTGC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hercules Capital, Inc. reported a gross profit of 106.20M and revenue of 123.49M. Therefore, the gross margin over that period was 86.0%.

LNC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lincoln National Corporation reported an operating income of 0.00 and revenue of 5.31B, resulting in an operating margin of 0.0%.

HTGC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hercules Capital, Inc. reported an operating income of 65.43M and revenue of 123.49M, resulting in an operating margin of 53.0%.

LNC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lincoln National Corporation reported a net income of -172.00M and revenue of 5.31B, resulting in a net margin of -3.2%.

HTGC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hercules Capital, Inc. reported a net income of 0.00 and revenue of 123.49M, resulting in a net margin of 0.0%.


Frequently Asked Questions


LNC and HTGC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LNC has higher volatility (8.39%) compared to HTGC (5.02%). In terms of maximum drawdown, LNC dropped -92.87% vs HTGC's -68.21%.

LNC currently has the higher Sharpe Ratio (0.34 vs -0.07), 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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