PortfoliosLab logo
The Hanover Insurance Group, Inc. (THG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US4108671052

CUSIP

410867105

IPO Date

Oct 10, 1995

Highlights

Market Cap

$5.99B

EPS (TTM)

$12.00

PE Ratio

13.90

PEG Ratio

-23.25

Total Revenue (TTM)

$6.28B

Gross Profit (TTM)

$5.95B

EBITDA (TTM)

$417.50M

Year Range

$117.63 - $176.16

Target Price

$187.43

Short %

1.49%

Short Ratio

1.58

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

The Hanover Insurance Group, Inc. (THG) returned 8.56% year-to-date (YTD) and 27.75% over the past 12 months. Over the past 10 years, THG delivered an annualized return of 12.06%, outperforming the S&P 500 benchmark at 10.64%.


THG

YTD

8.56%

1M

2.42%

6M

3.77%

1Y

27.75%

3Y*

7.63%

5Y*

14.06%

10Y*

12.06%

^GSPC (Benchmark)

YTD

-0.67%

1M

10.48%

6M

-1.79%

1Y

10.08%

3Y*

13.71%

5Y*

14.60%

10Y*

10.64%

*Annualized

Monthly Returns

The table below presents the monthly returns of THG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.02%11.39%2.56%-4.51%0.54%8.56%
20248.72%-0.41%4.25%-4.66%1.63%-4.26%9.61%6.91%1.35%0.15%11.25%-5.73%30.61%
2023-0.41%3.64%-7.28%-6.96%-6.77%2.14%0.40%-5.96%4.77%5.61%6.05%-1.65%-7.61%
20225.26%1.12%7.75%-1.81%-0.15%0.28%-6.69%-5.19%-0.41%14.32%0.55%-7.72%5.40%
2021-3.81%2.56%12.85%6.84%0.85%-2.27%0.19%3.98%-7.81%-2.79%-3.37%8.27%14.51%
20201.40%-14.46%-23.12%10.82%-0.03%1.58%0.54%0.60%-8.48%2.66%17.45%4.69%-12.31%
20191.87%4.10%-3.33%5.64%1.29%5.53%1.10%2.65%2.26%-2.83%3.20%2.87%26.73%
20184.69%-4.63%9.77%-2.58%5.56%-0.94%4.90%-2.34%1.19%-9.72%2.99%2.35%10.15%
2017-7.77%7.24%0.60%-1.99%-5.53%6.93%7.03%3.50%-0.76%1.50%9.37%0.98%21.41%
20160.18%1.79%9.36%-4.94%1.07%-1.85%-2.69%-5.03%-2.97%1.02%13.65%5.69%14.43%
2015-3.25%1.80%3.96%-5.52%3.81%4.60%9.21%-2.41%-1.02%8.43%0.42%-3.31%16.65%
2014-7.00%5.96%5.07%-4.87%2.74%5.79%-8.46%9.76%-2.61%8.99%6.48%0.64%22.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, THG is among the top 17% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of THG is 8383
Overall Rank
The Sharpe Ratio Rank of THG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of THG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of THG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of THG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of THG is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The Hanover Insurance Group, Inc. Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.16
  • 5-Year: 0.58
  • 10-Year: 0.50
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of The Hanover Insurance Group, Inc. compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

The Hanover Insurance Group, Inc. provided a 2.10% dividend yield over the last twelve months, with an annual payout of $3.50 per share. The company has been increasing its dividends for 4 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$2.00$4.00$6.00$8.00$10.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$3.50$3.45$3.28$3.06$2.85$2.65$9.70$2.22$2.04$1.88$1.69$1.52

Dividend yield

2.10%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%2.13%

Monthly Dividends

The table displays the monthly dividend distributions for The Hanover Insurance Group, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.90$0.00$0.00$0.90
2024$0.00$0.00$0.85$0.00$0.00$0.85$0.00$0.00$0.85$0.00$0.00$0.90$3.45
2023$0.00$0.00$0.81$0.00$0.00$0.81$0.00$0.00$0.81$0.00$0.00$0.85$3.28
2022$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.81$3.06
2021$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.75$2.85
2020$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.70$2.65
2019$4.75$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$3.15$9.70
2018$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.60$2.22
2017$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.54$2.04
2016$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.50$1.88
2015$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.46$1.69
2014$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.41$1.52

Dividend Yield & Payout


Dividend Yield

The Hanover Insurance Group, Inc. has a dividend yield of 2.10%, which is quite average when compared to the overall market.

Payout Ratio

The Hanover Insurance Group, Inc. has a payout ratio of 24.79%, which is below the market average. This means The Hanover Insurance Group, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the The Hanover Insurance Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Hanover Insurance Group, Inc. was 90.06%, occurring on Oct 9, 2002. Recovery took 2833 trading sessions.

The current The Hanover Insurance Group, Inc. drawdown is 4.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.06%Jan 2, 2001443Oct 9, 20022833Jan 10, 20143276
-50.76%Aug 21, 1998391Mar 9, 2000204Dec 28, 2000595
-40.1%Feb 5, 202033Mar 23, 2020276Apr 27, 2021309
-30.35%Apr 21, 2022336Aug 22, 2023258Aug 30, 2024594
-18.49%Aug 22, 201886Dec 24, 201894May 10, 2019180

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of The Hanover Insurance Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of The Hanover Insurance Group, Inc., comparing actual results with analytics estimates. The company has exceeded analyst expectations for EPS in the past quarter, achieving a 12.2% positive surprise.


-2.000.002.004.006.0020212022202320242025
3.87
3.45
Actual
Estimate

Valuation

The Valuation section provides an overview of how The Hanover Insurance Group, Inc. is priced in the market compared to other companies in the Insurance - Property & Casualty industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for THG, comparing it with other companies in the Insurance - Property & Casualty industry. Currently, THG has a P/E ratio of 13.9. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for THG compared to other companies in the Insurance - Property & Casualty industry. THG currently has a PEG ratio of -23.3. This PEG ratio is negative, which typically signals that the company's earnings are expected to decline. A negative PEG is not considered meaningful for valuation purposes.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for THG relative to other companies in the Insurance - Property & Casualty industry. Currently, THG has a P/S ratio of 1.0. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for THG in comparison with other companies in the Insurance - Property & Casualty industry. Currently, THG has a P/B value of 2.0. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items