HCI vs. ^GSPC

In the year-to-date period, HCI achieves a 43.91% return, which is significantly higher than ^GSPC's -1.44% return. Over the past 10 years, HCI has outperformed ^GSPC with an annualized return of 17.46%, while ^GSPC has yielded a comparatively lower 10.61% annualized return.

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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.

The current HCI Sharpe Ratio is 1.60, which is higher than the ^GSPC Sharpe Ratio of 0.57. 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.

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.

HCI Group, Inc. (HCI) has a higher volatility of 10.36% compared to S&P 500 (^GSPC) at 5.97%. 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.