HPE Hewlett Pack...

Fundamental Data

Get detailed Fundamental insights of Hewlett Packard Enterprise and compare it to the S&P500.
YTD Return
HPE +7.18%
vs.
SPY +18.46%
1-Year Return
HPE +6.62%
vs.
SPY +27.00%
3-Year Return
HPE +4.44%
vs.
SPY +5.68%

Worst 10 Drawdowns of HPE

Started Recovered Drawdown Days
Mar 7, 2018 Jun 4, 2024 -59.66% 2282
Oct 26, 2015 Mar 15, 2016 -29.05% 142
Jun 20, 2024 Sep 17, 2024 -26.28% 90
Apr 4, 2016 May 27, 2016 -14.78% 54
May 17, 2017 Sep 25, 2017 -13.77% 132
Jun 22, 2016 Jul 13, 2016 -12.89% 22
Oct 3, 2017 Jan 3, 2018 -12.49% 93
Jan 30, 2018 Feb 22, 2018 -11.37% 24
Feb 23, 2017 Apr 25, 2017 -10.28% 62
Dec 8, 2016 Feb 21, 2017 -10.25% 76

HPE vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between October 20, 2015 - September 17, 2024

Annual Return (%)

HPE
S&P500
Metric HPE S&P500
Cumulative Return +89.19% +176.87%
Compound Annual Growth Rate (CAGR) +5.06% +8.2%
Sharpe 0.38 0.73
Sortino 0.54 1.01
Max Drawdown -59.66% -34.1%
Longest Drawdown Days 2282 745
Volatility (ann.) 35.04% 18.01%
Correlation 60.29% -
R^2 0.36 -
Calmar 0.08 0.24
Skew -0.10 -0.57
Kurtosis 5.97 12.93
Expected Daily +0.03% +0.05%
Expected Monthly +0.59% +0.95%
Expected Yearly +6.58% +10.72%
Kelly Criterion 2.07% 5.26%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.58% -1.81%
Expected Shortfall (cVaR) -3.58% -1.81%
Max Consecutive Wins 8 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.07 0.15
Gain/Pain (1M) 0.40 0.88
Payoff Ratio 0.95 0.91
Profit Factor 1.07 1.15
Outlier Win Ratio 2.86 5.89
Outlier Loss Ratio 3.16 6.50
MTD -6.04% -0.11%
3M -15.74% +3.74%
6M +8.79% +10.44%
Best Day +14.18% +9.06%
Worst Day -15.31% -10.94%
Best Month +33.59% +12.70%
Worst Month -24.08% -13.00%
Best Year +52.32% +28.79%
Worst Year -25.28% -19.48%
Avg. Drawdown -6.21% -1.85%
Avg. Drawdown Days 76 20
Recovery Factor 1.99 3.41
Ulcer Index 0.23 0.08
Avg. Up Month +7.67% +4.02%
Avg. Down Month -7.23% -4.39%
Win Days 52.29% 54.79%
Win Month 52.78% 68.52%
Win Quarter 58.33% 80.56%
Win Year 70.00% 80.00%