HCI vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about HCI Group, Inc. (HCI) and S&P 500 Index (^GSPC).

Performance

HCI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCI Group, Inc. (HCI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

HCI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HCI HCI Group, Inc.	-19.49%	66.27%	35.46%	126.76%	-51.20%	62.74%	18.45%	-6.80%	75.98%	-21.53%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, HCI achieves a -19.49% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, HCI has outperformed ^GSPC with an annualized return of 19.88%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

HCI

• 1D: -0.43%
• 1M: -11.41%
• YTD: -19.49%
• 6M: -17.21%
• 1Y: 5.76%
• 3Y*: 44.44%
• 5Y*: 16.56%
• 10Y*: 19.88%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HCI vs. ^GSPC — Risk / Return Rank

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

HCI

HCI Risk / Return Rank: 43
HCI Sharpe Ratio Rank: 47
HCI Sortino Ratio Rank: 41
HCI Omega Ratio Rank: 39
HCI Calmar Ratio Rank: 45
HCI Martin Ratio Rank: 44

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

HCI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCI Group, Inc. (HCI) and S&P 500 Index (^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.

	HCI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.17	0.92	-0.75
Sortino ratio Return per unit of downside risk	0.49	1.41	-0.93
Omega ratio Gain probability vs. loss probability	1.06	1.21	-0.16
Calmar ratio Return relative to maximum drawdown	0.16	1.41	-1.26
Martin ratio Return relative to average drawdown	0.31	6.61	-6.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HCI vs. ^GSPC - Sharpe Ratio Comparison

The current HCI Sharpe Ratio is 0.17, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HCI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HCI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	0.92	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.61	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.68	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.46	+0.09

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.

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.

Drawdown Indicators

	HCI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-78.79%	-56.78%	-22.01%
Max Drawdown (1Y) Largest decline over 1 year	-26.73%	-12.14%	-14.59%
Max Drawdown (5Y) Largest decline over 5 years	-78.79%	-25.43%	-53.36%
Max Drawdown (10Y) Largest decline over 10 years	-78.79%	-33.92%	-44.87%
Current Drawdown Current decline from peak	-25.05%	-5.78%	-19.27%
Average Drawdown Average peak-to-trough decline	-20.51%	-10.75%	-9.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.29%	2.60%	+10.69%

Volatility

HCI vs. ^GSPC - Volatility Comparison

HCI Group, Inc. (HCI) has a higher volatility of 7.70% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	HCI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.70%	5.37%	+2.33%
Volatility (6M) Calculated over the trailing 6-month period	24.65%	9.55%	+15.10%
Volatility (1Y) Calculated over the trailing 1-year period	33.93%	18.33%	+15.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.07%	16.90%	+26.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.68%	18.05%	+23.63%