PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MAT vs. HTGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAT and HTGC is 0.32, 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.


-0.50.00.51.00.3

Performance

MAT vs. HTGC - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2025FebruaryMarch
79.47%
873.46%
MAT
HTGC

Key characteristics

Sharpe Ratio

MAT:

-0.06

HTGC:

0.34

Sortino Ratio

MAT:

0.19

HTGC:

0.55

Omega Ratio

MAT:

1.02

HTGC:

1.09

Calmar Ratio

MAT:

-0.04

HTGC:

0.42

Martin Ratio

MAT:

-0.24

HTGC:

1.16

Ulcer Index

MAT:

9.40%

HTGC:

6.57%

Daily Std Dev

MAT:

35.70%

HTGC:

22.49%

Max Drawdown

MAT:

-81.65%

HTGC:

-68.50%

Current Drawdown

MAT:

-50.10%

HTGC:

-16.56%

Fundamentals

Market Cap

MAT:

$6.49B

HTGC:

$3.12B

EPS

MAT:

$1.58

HTGC:

$1.61

PE Ratio

MAT:

12.44

HTGC:

11.19

PEG Ratio

MAT:

1.96

HTGC:

0.52

Total Revenue (TTM)

MAT:

$5.38B

HTGC:

$415.93M

Gross Profit (TTM)

MAT:

$2.71B

HTGC:

$361.69M

EBITDA (TTM)

MAT:

$924.89M

HTGC:

$292.04M

Returns By Period

In the year-to-date period, MAT achieves a 10.89% return, which is significantly higher than HTGC's -8.63% return. Over the past 10 years, MAT has underperformed HTGC with an annualized return of -1.05%, while HTGC has yielded a comparatively higher 13.63% annualized return.


MAT

YTD

10.89%

1M

-10.02%

6M

6.21%

1Y

-2.67%

5Y*

19.03%

10Y*

-1.05%

HTGC

YTD

-8.63%

1M

-12.09%

6M

-1.66%

1Y

7.06%

5Y*

23.80%

10Y*

13.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MAT vs. HTGC — Risk-Adjusted Performance Rank

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

MAT
The Risk-Adjusted Performance Rank of MAT is 4545
Overall Rank
The Sharpe Ratio Rank of MAT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MAT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MAT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MAT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MAT is 4646
Martin Ratio Rank

HTGC
The Risk-Adjusted Performance Rank of HTGC is 6262
Overall Rank
The Sharpe Ratio Rank of HTGC is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of HTGC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HTGC is 5656
Omega Ratio Rank
The Calmar Ratio Rank of HTGC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HTGC is 6565
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.

MAT vs. HTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mattel, Inc. (MAT) 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.


Sharpe ratio
The chart of Sharpe ratio for MAT, currently valued at -0.06, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.060.34
The chart of Sortino ratio for MAT, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.190.55
The chart of Omega ratio for MAT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.09
The chart of Calmar ratio for MAT, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00-0.040.42
The chart of Martin ratio for MAT, currently valued at -0.24, compared to the broader market-10.000.0010.0020.00-0.241.16
MAT
HTGC

The current MAT Sharpe Ratio is -0.06, which is lower than the HTGC Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of MAT and HTGC, 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-0.500.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
-0.06
0.34
MAT
HTGC

Dividends

MAT vs. HTGC - Dividend Comparison

MAT has not paid dividends to shareholders, while HTGC's dividend yield for the trailing twelve months is around 8.88%.


TTM20242023202220212020201920182017201620152014
MAT
Mattel, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.92%5.52%5.59%4.91%
HTGC
Hercules Capital, Inc.
8.88%7.96%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%

Drawdowns

MAT vs. HTGC - Drawdown Comparison

The maximum MAT drawdown since its inception was -81.65%, which is greater than HTGC's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for MAT and HTGC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-50.10%
-16.56%
MAT
HTGC

Volatility

MAT vs. HTGC - Volatility Comparison

The current volatility for Mattel, Inc. (MAT) is 6.68%, while Hercules Capital, Inc. (HTGC) has a volatility of 8.51%. This indicates that MAT experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2025FebruaryMarch
6.68%
8.51%
MAT
HTGC

Financials

MAT vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between Mattel, Inc. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab