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PJT vs. HLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PJT vs. HLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PJT Partners Inc. (PJT) and Houlihan Lokey, Inc. (HLI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJT achieves a 1.00% return, which is significantly higher than HLI's -27.33% return. Over the past 10 years, PJT has outperformed HLI with an annualized return of 23.00%, while HLI has yielded a comparatively lower 20.83% annualized return.


PJT

1D
0.45%
1M
3.26%
6M
-2.41%
YTD
1.00%
1Y
-5.40%
3Y*
28.82%
5Y*
18.58%
10Y*
23.00%
ALL TIME*
21.10%

HLI

1D
-2.22%
1M
-10.46%
6M
-24.80%
YTD
-27.33%
1Y
-32.88%
3Y*
9.41%
5Y*
9.05%
10Y*
20.83%
ALL TIME*
19.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$142.65M$141.77M$121.60M
$66.97M$77.62M$67.92M

PJT vs. HLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJT
PJT Partners Inc.
1.00%6.62%56.23%40.00%0.92%2.62%67.34%17.00%-14.67%48.41%
HLI
Houlihan Lokey, Inc.
-27.33%1.64%47.04%40.67%-13.88%57.04%40.61%36.33%-17.20%49.30%

Correlation

The correlation between PJT and HLI is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.71

Correlation (10Y)
Provides a long-term view across more market conditions.

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2015

0.60

The correlation between PJT and HLI shifts across timeframes, from 0.60 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PJT:

$4.35B

HLI:

$8.77B

EPS

PJT:

$6.96

HLI:

$5.96

PE Ratio

PJT:

24.18

HLI:

21.06

PEG Ratio

PJT:

3.09

HLI:

6.51

PS Ratio

PJT:

2.56

HLI:

3.39

PB Ratio

PJT:

15.44

HLI:

3.76

Total Revenue (TTM)

PJT:

$1.89B

HLI:

$2.52B

Gross Profit (TTM)

PJT:

$620.91M

HLI:

$1.28B

EBITDA (TTM)

PJT:

$429.26M

HLI:

$602.44M

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Return for Risk

PJT vs. HLI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PJT
PJT Risk / Return Rank: 3636
Overall Rank
PJT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PJT Sortino Ratio Rank: 3333
Sortino Ratio Rank
PJT Omega Ratio Rank: 3333
Omega Ratio Rank
PJT Calmar Ratio Rank: 3939
Calmar Ratio Rank
PJT Martin Ratio Rank: 3838
Martin Ratio Rank

HLI
HLI Risk / Return Rank: 66
Overall Rank
HLI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HLI Sortino Ratio Rank: 66
Sortino Ratio Rank
HLI Omega Ratio Rank: 66
Omega Ratio Rank
HLI Calmar Ratio Rank: 1111
Calmar Ratio Rank
HLI Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PJT vs. HLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PJT Partners Inc. (PJT) and Houlihan Lokey, Inc. (HLI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PJTHLIDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.00

0.80

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.85

+0.69

Martin ratioReturn relative to average drawdown

-0.34

-1.53

+1.19

PJT vs. HLI - Sharpe Ratio Comparison

The current PJT Sharpe Ratio is -0.16, which is higher than the HLI Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of PJT and HLI, 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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Drawdowns

PJT vs. HLI - Drawdown Comparison

The maximum PJT drawdown since its inception was -58.44%, which is greater than HLI's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for PJT and HLI.


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Drawdown Indicators


PJTHLIDifference

Max Drawdown

Largest peak-to-trough decline

-58.44%

-39.28%

-19.16%

Max Drawdown (1Y)

Largest decline over 1 year

-32.47%

-39.28%

+6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-32.47%

-39.28%

+6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-37.80%

-39.28%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-58.44%

-39.28%

-19.16%

Current Drawdown

Current decline from peak

-11.78%

-39.28%

+27.50%

Average Drawdown

Average peak-to-trough decline

-13.03%

-9.87%

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.29%

21.68%

-6.39%

Volatility

PJT vs. HLI - Volatility Comparison

PJT Partners Inc. (PJT) has a higher volatility of 14.14% compared to Houlihan Lokey, Inc. (HLI) at 13.13%. This indicates that PJT's price experiences larger fluctuations and is considered to be riskier than HLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJTHLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.14%

13.13%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

24.74%

21.93%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

32.09%

28.85%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.72%

28.49%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.61%

27.02%

+6.59%

Dividends

PJT vs. HLI - Dividend Comparison

PJT's dividend yield for the trailing twelve months is around 0.59%, less than HLI's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
HLI
Houlihan Lokey, Inc.
1.99%1.36%1.30%1.82%2.32%1.56%1.90%2.46%2.74%1.76%2.12%0.57%
PJT
PJT Partners Inc.
0.59%0.60%0.63%0.98%1.36%4.32%0.27%0.44%0.52%0.44%0.65%0.00%

Financials

PJT vs. HLI - Financials Comparison

This section allows you to compare key financial metrics between PJT Partners Inc. and Houlihan Lokey, 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

PJT vs. HLI - Profitability Comparison

The chart below illustrates the profitability comparison between PJT Partners Inc. and Houlihan Lokey, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PJT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, PJT Partners Inc. reported a gross profit of -115.63M and revenue of 486.29M. Therefore, the gross margin over that period was -23.8%.

HLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Houlihan Lokey, Inc. reported a gross profit of 157.00M and revenue of 511.00M. Therefore, the gross margin over that period was 30.7%.

PJT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, PJT Partners Inc. reported an operating income of 102.14M and revenue of 486.29M, resulting in an operating margin of 21.0%.

HLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Houlihan Lokey, Inc. reported an operating income of 78.00M and revenue of 511.00M, resulting in an operating margin of 15.3%.

PJT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, PJT Partners Inc. reported a net income of 45.83M and revenue of 486.29M, resulting in a net margin of 9.4%.

HLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Houlihan Lokey, Inc. reported a net income of 78.00M and revenue of 511.00M, resulting in a net margin of 15.3%.


Frequently Asked Questions


PJT and HLI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PJT has higher volatility (14.14%) compared to HLI (13.13%). In terms of maximum drawdown, PJT dropped -58.44% vs HLI's -39.28%.

PJT currently has the higher Sharpe Ratio (-0.16 vs -1.15), 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.

Portfolio Optimizer

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