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FAF vs. HIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FAF and HIG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FAF vs. HIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First American Financial Corporation (FAF) and The Hartford Financial Services Group, Inc. (HIG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.08%
4.11%
FAF
HIG

Key characteristics

Sharpe Ratio

FAF:

0.04

HIG:

1.73

Sortino Ratio

FAF:

0.21

HIG:

2.27

Omega Ratio

FAF:

1.03

HIG:

1.34

Calmar Ratio

FAF:

0.03

HIG:

2.70

Martin Ratio

FAF:

0.09

HIG:

10.62

Ulcer Index

FAF:

9.55%

HIG:

3.34%

Daily Std Dev

FAF:

23.49%

HIG:

20.45%

Max Drawdown

FAF:

-50.13%

HIG:

-96.25%

Current Drawdown

FAF:

-14.18%

HIG:

-13.11%

Fundamentals

Market Cap

FAF:

$6.71B

HIG:

$31.61B

EPS

FAF:

$0.88

HIG:

$9.95

PE Ratio

FAF:

74.06

HIG:

10.96

PEG Ratio

FAF:

2.04

HIG:

1.41

Total Revenue (TTM)

FAF:

$5.63B

HIG:

$26.02B

Gross Profit (TTM)

FAF:

$5.06B

HIG:

$22.13B

EBITDA (TTM)

FAF:

$167.20M

HIG:

$4.65B

Returns By Period

In the year-to-date period, FAF achieves a -0.13% return, which is significantly lower than HIG's 35.58% return. Over the past 10 years, FAF has underperformed HIG with an annualized return of 10.00%, while HIG has yielded a comparatively higher 12.24% annualized return.


FAF

YTD

-0.13%

1M

-4.22%

6M

18.87%

1Y

-1.18%

5Y*

4.59%

10Y*

10.00%

HIG

YTD

35.58%

1M

-8.99%

6M

5.31%

1Y

34.47%

5Y*

14.63%

10Y*

12.24%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FAF vs. HIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First American Financial Corporation (FAF) and The Hartford Financial Services Group, Inc. (HIG). 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.


Sharpe ratio
The chart of Sharpe ratio for FAF, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.041.73
The chart of Sortino ratio for FAF, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.212.27
The chart of Omega ratio for FAF, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.34
The chart of Calmar ratio for FAF, currently valued at 0.03, compared to the broader market0.002.004.006.000.032.70
The chart of Martin ratio for FAF, currently valued at 0.09, compared to the broader market0.0010.0020.000.0910.62
FAF
HIG

The current FAF Sharpe Ratio is 0.04, which is lower than the HIG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FAF and HIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.04
1.73
FAF
HIG

Dividends

FAF vs. HIG - Dividend Comparison

FAF's dividend yield for the trailing twelve months is around 3.44%, more than HIG's 1.80% yield.


TTM20232022202120202019201820172016201520142013
FAF
First American Financial Corporation
3.44%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%1.70%
HIG
The Hartford Financial Services Group, Inc.
1.80%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%

Drawdowns

FAF vs. HIG - Drawdown Comparison

The maximum FAF drawdown since its inception was -50.13%, smaller than the maximum HIG drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for FAF and HIG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.18%
-13.11%
FAF
HIG

Volatility

FAF vs. HIG - Volatility Comparison

First American Financial Corporation (FAF) has a higher volatility of 7.50% compared to The Hartford Financial Services Group, Inc. (HIG) at 6.03%. This indicates that FAF's price experiences larger fluctuations and is considered to be riskier than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.50%
6.03%
FAF
HIG

Financials

FAF vs. HIG - Financials Comparison

This section allows you to compare key financial metrics between First American Financial Corporation and The Hartford Financial Services Group, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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