HCI vs. ^GSPC
Compare and contrast key facts about HCI Group, Inc. (HCI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HCI or ^GSPC.
Key characteristics
HCI | ^GSPC | |
---|---|---|
YTD Return | 17.99% | 10.00% |
1Y Return | 85.43% | 26.85% |
3Y Return (Ann) | 12.99% | 7.95% |
5Y Return (Ann) | 22.89% | 12.81% |
10Y Return (Ann) | 13.62% | 10.84% |
Sharpe Ratio | 2.07 | 2.35 |
Daily Std Dev | 41.28% | 11.56% |
Max Drawdown | -78.79% | -56.78% |
Current Drawdown | -20.15% | -0.15% |
Correlation
The correlation between HCI and ^GSPC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HCI vs. ^GSPC - Performance Comparison
In the year-to-date period, HCI achieves a 17.99% return, which is significantly higher than ^GSPC's 10.00% return. Over the past 10 years, HCI has outperformed ^GSPC with an annualized return of 13.62%, while ^GSPC has yielded a comparatively lower 10.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HCI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HCI Group, Inc. (HCI) and S&P 500 (^GSPC). 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.
Drawdowns
HCI vs. ^GSPC - Drawdown Comparison
The maximum HCI drawdown since its inception was -78.79%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HCI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
HCI vs. ^GSPC - Volatility Comparison
HCI Group, Inc. (HCI) has a higher volatility of 11.32% compared to S&P 500 (^GSPC) at 3.35%. This indicates that HCI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.