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SGU vs. HPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SGU vs. HPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Star Group, L.P. (SGU) and HP Inc. (HPQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGU achieves a 9.75% return, which is significantly higher than HPQ's 7.52% return. Over the past 10 years, SGU has underperformed HPQ with an annualized return of 9.60%, while HPQ has yielded a comparatively higher 10.30% annualized return.


SGU

1D
-0.24%
1M
0.16%
YTD
9.75%
6M
9.01%
1Y
12.92%
3Y*
3.21%
5Y*
8.34%
10Y*
9.60%

HPQ

1D
-1.61%
1M
-6.60%
YTD
7.52%
6M
3.44%
1Y
-0.22%
3Y*
-3.83%
5Y*
-1.16%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGU vs. HPQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGU
Star Group, L.P.
9.75%9.00%6.25%0.66%18.88%20.48%5.48%6.71%-8.96%4.15%
HPQ
HP Inc.
7.52%-28.69%12.10%16.08%-26.40%57.25%24.11%3.88%-0.20%45.69%

Correlation

The correlation between SGU and HPQ is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 15, 1995

0.11

The correlation between SGU and HPQ shifts across timeframes, from -0.07 (1 year) to 0.14 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SGU:

$414.68M

HPQ:

$21.54B

EPS

SGU:

$3.14

HPQ:

$2.72

PE Ratio

SGU:

4.01

HPQ:

8.57

PS Ratio

SGU:

0.23

HPQ:

0.38

PB Ratio

SGU:

0.94

HPQ:

5.56

Total Revenue (TTM)

SGU:

$1.86B

HPQ:

$57.42B

Gross Profit (TTM)

SGU:

$308.29M

HPQ:

$11.61B

EBITDA (TTM)

SGU:

$182.15M

HPQ:

$3.83B

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Return for Risk

SGU vs. HPQ — Risk / Return Rank

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

SGU
SGU Risk / Return Rank: 6666
Overall Rank
SGU Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SGU Sortino Ratio Rank: 6161
Sortino Ratio Rank
SGU Omega Ratio Rank: 5959
Omega Ratio Rank
SGU Calmar Ratio Rank: 7171
Calmar Ratio Rank
SGU Martin Ratio Rank: 7272
Martin Ratio Rank

HPQ
HPQ Risk / Return Rank: 4141
Overall Rank
HPQ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HPQ Sortino Ratio Rank: 4040
Sortino Ratio Rank
HPQ Omega Ratio Rank: 3939
Omega Ratio Rank
HPQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
HPQ Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGU vs. HPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Star Group, L.P. (SGU) and HP Inc. (HPQ). 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.


SGUHPQDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.14

1.04

+0.11

Calmar ratioReturn relative to maximum drawdown

1.58

-0.01

+1.58

Martin ratioReturn relative to average drawdown

3.71

-0.01

+3.72

SGU vs. HPQ - Sharpe Ratio Comparison

The current SGU Sharpe Ratio is 0.75, which is higher than the HPQ Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of SGU and HPQ, 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

SGU vs. HPQ - Drawdown Comparison

The maximum SGU drawdown since its inception was -95.68%, which is greater than HPQ's maximum drawdown of -85.19%. Use the drawdown chart below to compare losses from any high point for SGU and HPQ.


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Drawdown Indicators


SGUHPQDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-85.19%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-36.62%

+28.39%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-51.23%

+24.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.87%

-51.23%

+20.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.57%

-51.23%

+15.66%

Current Drawdown

Current decline from peak

-6.25%

-35.81%

+29.56%

Average Drawdown

Average peak-to-trough decline

-37.99%

-31.08%

-6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

20.82%

-17.31%

Volatility

SGU vs. HPQ - Volatility Comparison

The current volatility for Star Group, L.P. (SGU) is 4.11%, while HP Inc. (HPQ) has a volatility of 17.28%. This indicates that SGU experiences smaller price fluctuations and is considered to be less risky than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGUHPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

17.28%

-13.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

32.08%

-19.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

40.25%

-22.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.94%

35.88%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.72%

35.23%

-7.51%

Dividends

SGU vs. HPQ - Dividend Comparison

SGU's dividend yield for the trailing twelve months is around 5.97%, more than HPQ's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
HPQ
HP Inc.
5.11%5.24%3.42%3.53%3.77%2.21%2.94%3.20%2.83%2.56%3.40%129.70%
SGU
Star Group, L.P.
5.97%6.14%5.89%5.55%4.98%5.20%5.55%5.21%4.95%4.02%3.74%5.01%

Financials

SGU vs. HPQ - Financials Comparison

This section allows you to compare key financial metrics between Star Group, L.P. and HP 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


0.005.00B10.00B15.00B20222023202420252026
766.72M
14.41B
(SGU) Total Revenue
(HPQ) Total Revenue
Values in USD except per share items

SGU vs. HPQ - Profitability Comparison

The chart below illustrates the profitability comparison between Star Group, L.P. and HP Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%202220232024202520260
20.9%
Portfolio components
SGU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Star Group, L.P. reported a gross profit of 0.00 and revenue of 766.72M. Therefore, the gross margin over that period was 0.0%.

HPQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a gross profit of 3.02B and revenue of 14.41B. Therefore, the gross margin over that period was 20.9%.

SGU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Star Group, L.P. reported an operating income of 157.18M and revenue of 766.72M, resulting in an operating margin of 20.5%.

HPQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported an operating income of 612.00M and revenue of 14.41B, resulting in an operating margin of 4.3%.

SGU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Star Group, L.P. reported a net income of 108.28M and revenue of 766.72M, resulting in a net margin of 14.1%.

HPQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a net income of 450.00M and revenue of 14.41B, resulting in a net margin of 3.1%.


Frequently Asked Questions


SGU and HPQ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HPQ has higher volatility (17.28%) compared to SGU (4.11%). In terms of maximum drawdown, SGU dropped -95.68% vs HPQ's -85.19%.

SGU currently has the higher Sharpe Ratio (0.75 vs -0.01), 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

Find the right allocation for SGU and HPQ

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