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ISIN
US4108671052
CUSIP
410867105
IPO Date
Oct 10, 1995

Highlights

EPS (TTM)
$26.44
PE Ratio
7.05
PEG Ratio
0.03
Total Revenue (TTM)
$6.68B
Gross Profit (TTM)
$1.56B
EBITDA (TTM)
$716.20M
Year Range
$160.70 - $199.59
Target Price
$200.00
ROA (TTM)
4.36%
ROE (TTM)
20.20%

Share Price Chart


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Performance

THG Performance Chart

The Hanover Insurance Group, Inc. (THG) is up 2.5% since the beginning of the year. At $186 per share, THG is trading 6.6% below its 52-week high of $200. Investors who bought $1,000 worth of THG shares 5 years ago would now be looking at an investment worth $1,502.


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S&P 500 Index

Returns By Period

The Hanover Insurance Group, Inc. (THG) has returned 2.52% so far this year and 7.54% over the past 12 months. Over the last ten years, THG has returned 11.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


The Hanover Insurance Group, Inc.

1D
-0.37%
1M
1.68%
YTD
2.52%
6M
4.64%
1Y
7.54%
3Y*
20.30%
5Y*
8.48%
10Y*
11.15%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THG Monthly Returns History

Based on dividend-adjusted daily data since Oct 11, 1995, THG's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2003 with a return of +30.5%, while the worst month was Sep 2002 at -46.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, THG closed higher 51% of trading days. The best single day was Jan 9, 2003 with a return of +51.4%, while the worst single day was Oct 3, 2002 at -29.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.72%3.73%-3.50%8.27%-0.79%0.08%2.52%
2025-1.02%11.39%2.56%-4.51%5.95%-2.96%1.04%1.08%5.22%-5.92%8.58%-0.99%20.66%
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%

Benchmark Metrics

The Hanover Insurance Group, Inc. has an annualized alpha of 5.01%, beta of 0.83, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since October 12, 1995.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.19%) than losses (78.30%) - typical of diversified or defensive assets.
  • R2 of 0.25 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.01%
Beta
0.83
0.25
Upside Capture
80.19%
Downside Capture
78.30%

Return for Risk

Risk / Return Rank

THG ranks 53 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


THG Risk / Return Rank: 5353
Overall Rank
THG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
THG Sortino Ratio Rank: 4747
Sortino Ratio Rank
THG Omega Ratio Rank: 4545
Omega Ratio Rank
THG Calmar Ratio Rank: 5858
Calmar Ratio Rank
THG Martin Ratio Rank: 5959
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) and compare them to S&P 500 Index.


THGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.38

2.24

-1.87

Sortino ratio

Return per unit of downside risk

0.66

3.07

-2.41

Omega ratio

Gain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratio

Return relative to maximum drawdown

0.76

2.93

-2.17

Martin ratio

Return relative to average drawdown

1.67

13.52

-11.85

Dividends

Dividend History

The Hanover Insurance Group, Inc. provided a 1.99% dividend yield over the last twelve months, with an annual payout of $3.70 per share. The company has been increasing its dividends for 5 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.70$3.65$3.45$3.28$3.06$2.85$2.65$9.70$2.22$2.04$1.88$1.69

Dividend yield

1.99%2.00%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%

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
2026$0.00$0.00$0.95$0.00$0.00$0.00$0.95
2025$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.95$3.65
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

Dividend Yield & Payout


Dividend Yield

The Hanover Insurance Group, Inc. has a dividend yield of 1.99%, which is quite average when compared to the overall market.

Payout Ratio

The Hanover Insurance Group, Inc. has a payout ratio of 18.11%, 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.


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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 89.84%, occurring on Oct 9, 2002. Recovery took 2791 trading sessions.

The current The Hanover Insurance Group, Inc. drawdown is 5.66%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-89.84%Oct 2002
1y 9mo11y 1mo
12y 10moJan 2001 - Nov 2013
Dot-com crash2000–2002
-50.76%Mar 2000
1y 6mo9mo 24d
2y 4moAug 1998 - Dec 2000
COVID crash2020
-40.10%Mar 2020
1mo 17d1y 1mo
1y 2moFeb 2020 - Apr 2021
2023 bear market2023
-30.35%Aug 2023
1y 4mo1y 9d
2y 4moApr 2022 - Aug 2024
Rate-hike selloffLate 2018
-18.49%Dec 2018
4mo 4d4mo 17d
8mo 21dAug 2018 - May 2019

Drawdown Indicators


THGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-89.84%

-56.78%

-33.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-9.10%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-18.90%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-25.43%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.10%

-33.92%

-6.18%

Current Drawdown

Current decline from peak

-5.66%

-0.74%

-4.92%

Average Drawdown

Average peak-to-trough decline

-22.67%

-10.72%

-11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

1.97%

+2.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

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 7.0. 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 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

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 0.8. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

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
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