DGICA vs. BHP
DGICA (Donegal Group Inc.) and BHP (BHP Group Limited) are both stocks. DGICA operates in Insurance - Property & Casualty (Financial Services), while BHP operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, DGICA returned 6.46%/yr vs 20.11%/yr for BHP. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
DGICA vs. BHP - Performance Comparison
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Returns By Period
In the year-to-date period, DGICA achieves a 2.01% return, which is significantly lower than BHP's 41.04% return. Over the past 10 years, DGICA has underperformed BHP with an annualized return of 6.46%, while BHP has yielded a comparatively higher 20.11% annualized return.
DGICA
- 1D
- 0.10%
- 1M
- 3.44%
- 6M
- 7.61%
- YTD
- 2.01%
- 1Y
- 22.88%
- 3Y*
- 14.98%
- 5Y*
- 10.02%
- 10Y*
- 6.46%
- ALL TIME*
- 8.77%
BHP
- 1D
- -1.17%
- 1M
- 0.20%
- 6M
- 22.70%
- YTD
- 41.04%
- 1Y
- 71.54%
- 3Y*
- 17.12%
- 5Y*
- 13.39%
- 10Y*
- 20.11%
- ALL TIME*
- 10.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $203.66M | $198.83M | $230.24M | |
DGICA Donegal Group Inc. | $2.12M | $2.26M | $2.47M |
DGICA vs. BHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGICA Donegal Group Inc. | 2.01% | 34.64% | 15.93% | 3.15% | 4.02% | 6.02% | -1.12% | 13.19% | -17.96% | 2.46% |
BHP BHP Group Limited | 41.04% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 10.55% | 33.87% |
Correlation
The correlation between DGICA and BHP is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2001 | 0.21 |
The correlation between DGICA and BHP shifts across timeframes, from -0.15 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DGICA:
$728.07M
BHP:
$212.12B
DGICA:
$2.16
BHP:
$8.50
DGICA:
9.15
BHP:
9.82
DGICA:
0.04
BHP:
2.71
DGICA:
0.68
BHP:
1.97
DGICA:
0.95
BHP:
4.22
DGICA:
$963.18M
BHP:
$107.64B
DGICA:
$130.63M
BHP:
$89.04B
DGICA:
$48.16M
BHP:
$52.23B
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Return for Risk
DGICA vs. BHP — Risk / Return Rank
DGICA
BHP
DGICA vs. BHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donegal Group Inc. (DGICA) and BHP Group Limited (BHP). 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.
| DGICA | BHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.63 | -2.51 |
| Martin ratioReturn relative to average drawdown | 2.14 | 11.12 | -8.98 |
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Drawdowns
DGICA vs. BHP - Drawdown Comparison
The maximum DGICA drawdown since its inception was -43.36%, smaller than the maximum BHP drawdown of -76.22%. Use the drawdown chart below to compare losses from any high point for DGICA and BHP.
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Drawdown Indicators
| DGICA | BHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.36% | -76.22% | +32.86% |
Max Drawdown (1Y)Largest decline over 1 year | -20.43% | -19.80% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -20.43% | -37.21% | +16.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -37.21% | +14.90% |
Max Drawdown (10Y)Largest decline over 10 years | -30.23% | -44.29% | +14.06% |
Current DrawdownCurrent decline from peak | -2.71% | -10.36% | +7.65% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -21.24% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.69% | 6.45% | +4.24% |
Volatility
DGICA vs. BHP - Volatility Comparison
The current volatility for Donegal Group Inc. (DGICA) is 7.69%, while BHP Group Limited (BHP) has a volatility of 10.84%. This indicates that DGICA experiences smaller price fluctuations and is considered to be less risky than BHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGICA | BHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 10.84% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 27.48% | -10.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 32.81% | -9.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 32.60% | -9.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.51% | 32.17% | -6.66% |
Dividends
DGICA vs. BHP - Dividend Comparison
DGICA's dividend yield for the trailing twelve months is around 3.80%, more than BHP's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 3.19% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
DGICA Donegal Group Inc. | 3.80% | 3.60% | 4.44% | 4.82% | 4.61% | 4.41% | 4.23% | 3.90% | 4.16% | 3.22% | 3.13% | 3.81% |
Financials
DGICA vs. BHP - Financials Comparison
This section allows you to compare key financial metrics between Donegal Group Inc. and BHP Group Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
DGICA vs. BHP - Profitability Comparison
DGICA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Donegal Group Inc. reported a gross profit of -94.00M and revenue of 241.12M. Therefore, the gross margin over that period was -39.0%.
BHP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BHP Group Limited reported a gross profit of 11.98B and revenue of 27.95B. Therefore, the gross margin over that period was 42.9%.
DGICA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Donegal Group Inc. reported an operating income of -14.12M and revenue of 241.12M, resulting in an operating margin of -5.9%.
BHP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BHP Group Limited reported an operating income of 11.98B and revenue of 27.95B, resulting in an operating margin of 42.9%.
DGICA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Donegal Group Inc. reported a net income of 22.31M and revenue of 241.12M, resulting in a net margin of 9.3%.
BHP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BHP Group Limited reported a net income of 5.65B and revenue of 27.95B, resulting in a net margin of 20.2%.
Frequently Asked Questions
DGICA and BHP have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BHP has higher volatility (10.84%) compared to DGICA (7.69%). In terms of maximum drawdown, DGICA dropped -43.36% vs BHP's -76.22%.
BHP currently has the higher Sharpe Ratio (2.20 vs 0.98), 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.
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