PWP vs. HLNE

In the year-to-date period, PWP achieves a 96.91% return, which is significantly higher than HLNE's 34.75% return.

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This table presents a comparison of risk-adjusted performance metrics for Perella Weinberg Partners (PWP) and Hamilton Lane Incorporated (HLNE). 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 current PWP Sharpe Ratio is 2.41, which is higher than the HLNE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PWP and HLNE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PWP's dividend yield for the trailing twelve months is around 1.18%, less than HLNE's 1.27% yield.

The maximum PWP drawdown since its inception was -60.44%, which is greater than HLNE's maximum drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for PWP and HLNE. For additional features, visit the drawdowns tool.

Perella Weinberg Partners (PWP) has a higher volatility of 9.74% compared to Hamilton Lane Incorporated (HLNE) at 8.61%. This indicates that PWP's price experiences larger fluctuations and is considered to be riskier than HLNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Perella Weinberg Partners and Hamilton Lane Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.