PortfoliosLab logoPortfoliosLab logo
HCI vs. DFEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HCI vs. DFEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCI Group, Inc. (HCI) and VanEck Defense UCITS ETF A (DFEN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HCI is traded in USD, while DFEN.DE is traded in EUR. To make them comparable, the DFEN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HCI achieves a -15.87% return, which is significantly lower than DFEN.DE's 1.46% return.


HCI

1D
-1.03%
1M
4.62%
YTD
-15.87%
6M
-13.97%
1Y
2.02%
3Y*
42.68%
5Y*
14.15%
10Y*
21.75%

DFEN.DE

1D
0.49%
1M
1.00%
YTD
1.46%
6M
2.92%
1Y
13.94%
3Y*
40.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCI vs. DFEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
HCI
HCI Group, Inc.
-15.87%66.27%35.46%71.20%
DFEN.DE
VanEck Defense UCITS ETF A
1.46%70.20%43.28%24.17%

Correlation

The correlation between HCI and DFEN.DE 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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HCI vs. DFEN.DE — Risk / Return Rank

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

HCI
HCI Risk / Return Rank: 4242
Overall Rank
HCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HCI Sortino Ratio Rank: 4040
Sortino Ratio Rank
HCI Omega Ratio Rank: 3939
Omega Ratio Rank
HCI Calmar Ratio Rank: 4444
Calmar Ratio Rank
HCI Martin Ratio Rank: 4444
Martin Ratio Rank

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
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.

HCI vs. DFEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCI Group, Inc. (HCI) and VanEck Defense UCITS ETF A (DFEN.DE). 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.


HCIDFEN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.04

1.11

-0.07

Calmar ratioReturn relative to maximum drawdown

0.07

0.71

-0.63

Martin ratioReturn relative to average drawdown

0.13

1.73

-1.61

HCI vs. DFEN.DE - Sharpe Ratio Comparison

The current HCI Sharpe Ratio is 0.06, which is lower than the DFEN.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of HCI and DFEN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HCI vs. DFEN.DE - Drawdown Comparison

The maximum HCI drawdown since its inception was -78.79%, which is greater than DFEN.DE's maximum drawdown of -19.59%. Use the drawdown chart below to compare losses from any high point for HCI and DFEN.DE.


Loading charts...

Drawdown Indicators


HCIDFEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.79%

-19.59%

-59.20%

Max Drawdown (1Y)

Largest decline over 1 year

-27.46%

-19.59%

-7.87%

Max Drawdown (3Y)

Largest decline over 3 years

-28.30%

-19.59%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-78.79%

Max Drawdown (10Y)

Largest decline over 10 years

-78.79%

Current Drawdown

Current decline from peak

-21.68%

-16.58%

-5.10%

Average Drawdown

Average peak-to-trough decline

-20.67%

-3.51%

-17.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.31%

8.02%

+8.29%

Volatility

HCI vs. DFEN.DE - Volatility Comparison

The current volatility for HCI Group, Inc. (HCI) is 7.53%, while VanEck Defense UCITS ETF A (DFEN.DE) has a volatility of 7.93%. This indicates that HCI experiences smaller price fluctuations and is considered to be less risky than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HCIDFEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

7.93%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.38%

19.89%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

31.83%

25.41%

+6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.03%

21.76%

+21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.57%

21.76%

+19.81%

Dividends

HCI vs. DFEN.DE - Dividend Comparison

HCI's dividend yield for the trailing twelve months is around 1.00%, while DFEN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DFEN.DE
VanEck Defense UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HCI
HCI Group, Inc.
1.00%0.83%1.37%1.83%4.04%1.92%3.06%3.50%2.90%4.68%3.04%3.44%

Frequently Asked Questions


HCI and DFEN.DE 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.

Portfolio Optimizer

Find the right allocation for HCI and DFEN.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer