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

Correlation

The correlation between NTNX and HPE is 0.36, 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.


-0.50.00.51.00.4

Performance

NTNX vs. HPE - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
36.99%
17.98%
NTNX
HPE

Key characteristics

Sharpe Ratio

NTNX:

0.46

HPE:

1.21

Sortino Ratio

NTNX:

0.94

HPE:

1.86

Omega Ratio

NTNX:

1.14

HPE:

1.25

Calmar Ratio

NTNX:

0.59

HPE:

1.79

Martin Ratio

NTNX:

1.29

HPE:

5.11

Ulcer Index

NTNX:

16.92%

HPE:

9.21%

Daily Std Dev

NTNX:

47.37%

HPE:

38.77%

Max Drawdown

NTNX:

-80.40%

HPE:

-56.87%

Current Drawdown

NTNX:

-1.77%

HPE:

-10.52%

Fundamentals

Market Cap

NTNX:

$19.31B

HPE:

$28.70B

EPS

NTNX:

-$0.34

HPE:

$1.93

PEG Ratio

NTNX:

2.37

HPE:

3.78

Total Revenue (TTM)

NTNX:

$1.66B

HPE:

$23.35B

Gross Profit (TTM)

NTNX:

$1.42B

HPE:

$7.33B

EBITDA (TTM)

NTNX:

$99.46M

HPE:

$4.39B

Returns By Period

In the year-to-date period, NTNX achieves a 17.80% return, which is significantly higher than HPE's 2.34% return.


NTNX

YTD

17.80%

1M

10.64%

6M

35.39%

1Y

28.28%

5Y*

14.34%

10Y*

N/A

HPE

YTD

2.34%

1M

-5.57%

6M

17.29%

1Y

49.51%

5Y*

12.75%

10Y*

N/A

*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

NTNX vs. HPE — Risk-Adjusted Performance Rank

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

NTNX
The Risk-Adjusted Performance Rank of NTNX is 6262
Overall Rank
The Sharpe Ratio Rank of NTNX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of NTNX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NTNX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NTNX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of NTNX is 6060
Martin Ratio Rank

HPE
The Risk-Adjusted Performance Rank of HPE is 8181
Overall Rank
The Sharpe Ratio Rank of HPE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of HPE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of HPE is 7676
Omega Ratio Rank
The Calmar Ratio Rank of HPE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HPE is 8181
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.

NTNX vs. HPE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutanix, Inc. (NTNX) 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 NTNX, currently valued at 0.46, compared to the broader market-2.000.002.000.461.21
The chart of Sortino ratio for NTNX, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.006.000.941.86
The chart of Omega ratio for NTNX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.25
The chart of Calmar ratio for NTNX, currently valued at 0.59, compared to the broader market0.002.004.006.000.591.79
The chart of Martin ratio for NTNX, currently valued at 1.29, compared to the broader market0.0010.0020.0030.001.295.11
NTNX
HPE

The current NTNX Sharpe Ratio is 0.46, which is lower than the HPE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of NTNX 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.46
1.21
NTNX
HPE

Dividends

NTNX vs. HPE - Dividend Comparison

NTNX has not paid dividends to shareholders, while HPE's dividend yield for the trailing twelve months is around 2.38%.


TTM2024202320222021202020192018201720162015
NTNX
Nutanix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPE
Hewlett Packard Enterprise Company
2.38%2.44%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%

Drawdowns

NTNX vs. HPE - Drawdown Comparison

The maximum NTNX drawdown since its inception was -80.40%, which is greater than HPE's maximum drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for NTNX and HPE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.77%
-10.52%
NTNX
HPE

Volatility

NTNX vs. HPE - Volatility Comparison

The current volatility for Nutanix, Inc. (NTNX) is 10.40%, while Hewlett Packard Enterprise Company (HPE) has a volatility of 11.64%. This indicates that NTNX 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.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.40%
11.64%
NTNX
HPE

Financials

NTNX vs. HPE - Financials Comparison

This section allows you to compare key financial metrics between Nutanix, 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
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