M vs. HPE
Compare and contrast key facts about Macy's, Inc. (M) and Hewlett Packard Enterprise Company (HPE).
Performance
M vs. HPE - Performance Comparison
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M vs. HPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | -17.03% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
HPE Hewlett Packard Enterprise Company | -0.24% | 15.54% | 29.14% | 9.72% | 4.49% | 37.37% | -21.94% | 23.74% | -5.62% | 7.83% |
Fundamentals
M:
$5.00B
HPE:
$32.29B
M:
$2.31
HPE:
-$0.11
M:
0.22
HPE:
0.90
M:
0.31
HPE:
1.30
M:
$22.62B
HPE:
$35.79B
M:
$8.27B
HPE:
$7.65B
M:
$1.92B
HPE:
$1.58B
Returns By Period
In the year-to-date period, M achieves a -17.03% return, which is significantly lower than HPE's -0.24% return. Over the past 10 years, M has underperformed HPE with an annualized return of -4.15%, while HPE has yielded a comparatively higher 11.32% annualized return.
M
- 1D
- 2.90%
- 1M
- -7.51%
- YTD
- -17.03%
- 6M
- 2.81%
- 1Y
- 50.67%
- 3Y*
- 5.68%
- 5Y*
- 6.72%
- 10Y*
- -4.15%
HPE
- 1D
- 5.31%
- 1M
- 11.61%
- YTD
- -0.24%
- 6M
- -1.85%
- 1Y
- 58.21%
- 3Y*
- 17.50%
- 5Y*
- 11.91%
- 10Y*
- 11.32%
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Return for Risk
M vs. HPE — Risk / Return Rank
M
HPE
M vs. HPE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) 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.
| M | HPE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.28 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.80 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.30 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.34 | 5.36 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| M | HPE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.28 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.33 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.32 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.33 | -0.24 |
Correlation
The correlation between M and HPE is 0.39, 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.
Dividends
M vs. HPE - Dividend Comparison
M's dividend yield for the trailing twelve months is around 4.08%, more than HPE's 2.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 4.08% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
HPE Hewlett Packard Enterprise Company | 2.29% | 2.22% | 2.44% | 2.89% | 3.01% | 3.04% | 4.05% | 2.88% | 3.12% | 70.62% | 0.99% | 0.36% |
Drawdowns
M vs. HPE - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, which is greater than HPE's maximum drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for M and HPE.
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Drawdown Indicators
| M | HPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.95% | -56.88% | -35.07% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -23.73% | -4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -48.36% | -21.29% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | -56.88% | -30.91% |
Current DrawdownCurrent decline from peak | -60.43% | -8.17% | -52.26% |
Average DrawdownAverage peak-to-trough decline | -34.39% | -14.65% | -19.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 10.19% | +0.81% |
Volatility
M vs. HPE - Volatility Comparison
The current volatility for Macy's, Inc. (M) is 11.41%, while Hewlett Packard Enterprise Company (HPE) has a volatility of 16.28%. This indicates that M 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.
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Volatility by Period
| M | HPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.41% | 16.28% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 29.30% | 31.51% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.56% | 45.62% | +5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.60% | 36.35% | +18.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.18% | 35.84% | +20.34% |
Financials
M vs. HPE - Financials Comparison
This section allows you to compare key financial metrics between Macy's, 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.
Total Revenue: Total amount of money received from sales and other business activities
M vs. HPE - Profitability Comparison
M - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Macy's, Inc. reported a gross profit of 2.11B and revenue of 7.92B. Therefore, the gross margin over that period was 26.7%.
HPE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Hewlett Packard Enterprise Company reported a gross profit of 0.00 and revenue of 9.30B. Therefore, the gross margin over that period was 0.0%.
M - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Macy's, Inc. reported an operating income of 739.00M and revenue of 7.92B, resulting in an operating margin of 9.3%.
HPE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Hewlett Packard Enterprise Company reported an operating income of 470.00M and revenue of 9.30B, resulting in an operating margin of 5.1%.
M - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Macy's, Inc. reported a net income of 506.00M and revenue of 7.92B, resulting in a net margin of 6.4%.
HPE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Hewlett Packard Enterprise Company reported a net income of 423.00M and revenue of 9.30B, resulting in a net margin of 4.6%.