HPQ vs HPE: returns, Sharpe ratio and drawdown

Over the past year, HPE returned +201.07% against +18.20% for HPQ. Over five years, HPE averaged +37.25% a year, compared with +1.33% for HPQ. HPE had the higher Sharpe ratio over the past year (2.16 vs 0.50), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -26.57% for HPE and -36.39% for HPQ.