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LNVGY vs. HPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNVGY and HPQ is 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

LNVGY vs. HPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lenovo Group Limited (LNVGY) and HP Inc. (HPQ). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
377.57%
266.86%
LNVGY
HPQ

Key characteristics

Sharpe Ratio

LNVGY:

0.26

HPQ:

-0.14

Sortino Ratio

LNVGY:

0.73

HPQ:

0.07

Omega Ratio

LNVGY:

1.09

HPQ:

1.01

Calmar Ratio

LNVGY:

0.29

HPQ:

-0.13

Martin Ratio

LNVGY:

0.79

HPQ:

-0.36

Ulcer Index

LNVGY:

16.46%

HPQ:

15.01%

Daily Std Dev

LNVGY:

49.74%

HPQ:

39.35%

Max Drawdown

LNVGY:

-84.28%

HPQ:

-82.89%

Current Drawdown

LNVGY:

-33.67%

HPQ:

-34.48%

Fundamentals

Market Cap

LNVGY:

$13.95B

HPQ:

$23.88B

EPS

LNVGY:

$1.87

HPQ:

$2.78

PE Ratio

LNVGY:

12.03

HPQ:

9.11

PEG Ratio

LNVGY:

0.49

HPQ:

0.87

PS Ratio

LNVGY:

0.21

HPQ:

0.44

PB Ratio

LNVGY:

2.50

HPQ:

0.00

Total Revenue (TTM)

LNVGY:

$52.09B

HPQ:

$53.84B

Gross Profit (TTM)

LNVGY:

$8.31B

HPQ:

$11.69B

EBITDA (TTM)

LNVGY:

$2.39B

HPQ:

$4.62B

Returns By Period

In the year-to-date period, LNVGY achieves a -10.72% return, which is significantly higher than HPQ's -21.73% return. Over the past 10 years, LNVGY has underperformed HPQ with an annualized return of 1.06%, while HPQ has yielded a comparatively higher 8.83% annualized return.


LNVGY

YTD

-10.72%

1M

-21.75%

6M

-17.68%

1Y

5.80%

5Y*

22.19%

10Y*

1.06%

HPQ

YTD

-21.73%

1M

-11.95%

6M

-30.18%

1Y

-6.99%

5Y*

14.74%

10Y*

8.83%

*Annualized

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Risk-Adjusted Performance

LNVGY vs. HPQ — Risk-Adjusted Performance Rank

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

LNVGY
The Risk-Adjusted Performance Rank of LNVGY is 6262
Overall Rank
The Sharpe Ratio Rank of LNVGY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of LNVGY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of LNVGY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of LNVGY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of LNVGY is 6262
Martin Ratio Rank

HPQ
The Risk-Adjusted Performance Rank of HPQ is 4242
Overall Rank
The Sharpe Ratio Rank of HPQ is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of HPQ is 3939
Sortino Ratio Rank
The Omega Ratio Rank of HPQ is 3939
Omega Ratio Rank
The Calmar Ratio Rank of HPQ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of HPQ is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LNVGY vs. HPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lenovo Group Limited (LNVGY) and HP Inc. (HPQ). 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.


The chart of Sharpe ratio for LNVGY, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.00
LNVGY: 0.26
HPQ: -0.14
The chart of Sortino ratio for LNVGY, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
LNVGY: 0.73
HPQ: 0.07
The chart of Omega ratio for LNVGY, currently valued at 1.09, compared to the broader market0.501.001.502.00
LNVGY: 1.09
HPQ: 1.01
The chart of Calmar ratio for LNVGY, currently valued at 0.29, compared to the broader market0.001.002.003.004.005.00
LNVGY: 0.29
HPQ: -0.13
The chart of Martin ratio for LNVGY, currently valued at 0.79, compared to the broader market-5.000.005.0010.0015.0020.00
LNVGY: 0.79
HPQ: -0.36

The current LNVGY Sharpe Ratio is 0.26, which is higher than the HPQ Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of LNVGY and HPQ, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.26
-0.14
LNVGY
HPQ

Dividends

LNVGY vs. HPQ - Dividend Comparison

LNVGY's dividend yield for the trailing twelve months is around 4.29%, less than HPQ's 4.47% yield.


TTM20242023202220212020201920182017201620152014
LNVGY
Lenovo Group Limited
4.29%3.83%3.47%5.99%3.59%3.88%5.35%5.04%6.05%5.69%7.53%2.36%
HPQ
HP Inc.
4.47%3.42%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%

Drawdowns

LNVGY vs. HPQ - Drawdown Comparison

The maximum LNVGY drawdown since its inception was -84.28%, roughly equal to the maximum HPQ drawdown of -82.89%. Use the drawdown chart below to compare losses from any high point for LNVGY and HPQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.67%
-34.48%
LNVGY
HPQ

Volatility

LNVGY vs. HPQ - Volatility Comparison

Lenovo Group Limited (LNVGY) and HP Inc. (HPQ) have volatilities of 23.26% and 23.15%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.26%
23.15%
LNVGY
HPQ

Financials

LNVGY vs. HPQ - Financials Comparison

This section allows you to compare key financial metrics between Lenovo Group Limited and HP 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


Values in USD except per share items