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CW vs. HRTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. HRTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and Heritage Insurance Holdings, Inc. (HRTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CW achieves a 37.55% return, which is significantly higher than HRTG's -23.27% return. Over the past 10 years, CW has outperformed HRTG with an annualized return of 25.12%, while HRTG has yielded a comparatively lower 7.50% annualized return.


CW

1D
0.10%
1M
0.93%
YTD
37.55%
6M
38.99%
1Y
60.13%
3Y*
63.08%
5Y*
43.15%
10Y*
25.12%

HRTG

1D
0.58%
1M
1.95%
YTD
-23.27%
6M
-22.80%
1Y
-5.99%
3Y*
71.00%
5Y*
22.01%
10Y*
7.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. HRTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
37.55%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
HRTG
Heritage Insurance Holdings, Inc.
-23.27%141.82%85.58%262.22%-68.58%-40.09%-21.80%-8.50%-17.06%16.94%

Correlation

The correlation between CW and HRTG is 0.04, 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

0.04

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

0.11

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

0.14

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 23, 2014

0.24

Over the past year, the correlation between CW and HRTG has dropped to 0.04 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CW:

$28.09B

HRTG:

$690.12M

EPS

CW:

$13.64

HRTG:

$6.53

PE Ratio

CW:

55.58

HRTG:

3.44

PEG Ratio

CW:

3.03

HRTG:

0.02

PS Ratio

CW:

7.88

HRTG:

0.82

PB Ratio

CW:

10.67

HRTG:

1.33

Total Revenue (TTM)

CW:

$3.61B

HRTG:

$848.47M

Gross Profit (TTM)

CW:

$1.34B

HRTG:

$333.64M

EBITDA (TTM)

CW:

$745.31M

HRTG:

$285.21M

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Return for Risk

CW vs. HRTG — Risk / Return Rank

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

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8383
Sortino Ratio Rank
CW Omega Ratio Rank: 8282
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

HRTG
HRTG Risk / Return Rank: 3838
Overall Rank
HRTG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HRTG Sortino Ratio Rank: 3838
Sortino Ratio Rank
HRTG Omega Ratio Rank: 3838
Omega Ratio Rank
HRTG Calmar Ratio Rank: 3737
Calmar Ratio Rank
HRTG Martin Ratio Rank: 3636
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.

CW vs. HRTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Heritage Insurance Holdings, Inc. (HRTG). 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.


CWHRTGDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.14

Omega ratioGain probability vs. loss probability

1.31

1.03

+0.28

Calmar ratioReturn relative to maximum drawdown

4.66

-0.18

+4.84

Martin ratioReturn relative to average drawdown

13.53

-0.40

+13.93

CW vs. HRTG - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.83, which is higher than the HRTG Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of CW and HRTG, 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

CW vs. HRTG - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, smaller than the maximum HRTG drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for CW and HRTG.


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Drawdown Indicators


CWHRTGDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-94.36%

+35.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-32.95%

+19.98%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-43.90%

+16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-84.89%

+57.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-92.21%

+43.48%

Current Drawdown

Current decline from peak

0.00%

-27.91%

+27.91%

Average Drawdown

Average peak-to-trough decline

-13.89%

-46.51%

+32.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

14.92%

-10.46%

Volatility

CW vs. HRTG - Volatility Comparison

Curtiss-Wright Corporation (CW) and Heritage Insurance Holdings, Inc. (HRTG) have volatilities of 10.40% and 10.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWHRTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

10.07%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

26.00%

37.66%

-11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

32.95%

57.07%

-24.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

71.35%

-43.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.31%

57.93%

-27.62%

Dividends

CW vs. HRTG - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.13%, while HRTG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
HRTG
Heritage Insurance Holdings, Inc.
0.00%0.00%0.00%0.00%6.67%4.08%2.37%1.81%1.63%1.33%1.47%0.23%

Financials

CW vs. HRTG - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Heritage Insurance Holdings, 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
913.69M
212.66M
(CW) Total Revenue
(HRTG) Total Revenue
Values in USD except per share items

CW vs. HRTG - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Heritage Insurance Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
36.3%
0
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

HRTG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Heritage Insurance Holdings, Inc. reported a gross profit of 0.00 and revenue of 212.66M. Therefore, the gross margin over that period was 0.0%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

HRTG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Heritage Insurance Holdings, Inc. reported an operating income of 50.82M and revenue of 212.66M, resulting in an operating margin of 23.9%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.

HRTG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Heritage Insurance Holdings, Inc. reported a net income of 36.48M and revenue of 212.66M, resulting in a net margin of 17.2%.


Frequently Asked Questions


CW and HRTG have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CW has higher volatility (10.40%) compared to HRTG (10.07%). In terms of maximum drawdown, CW dropped -59.19% vs HRTG's -94.36%.

CW currently has the higher Sharpe Ratio (1.83 vs -0.11), 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

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