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HCI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.3

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
30.15%
9.82%
HCI
^GSPC

Key characteristics

Sharpe Ratio

HCI:

0.52

^GSPC:

1.74

Sortino Ratio

HCI:

0.96

^GSPC:

2.36

Omega Ratio

HCI:

1.13

^GSPC:

1.32

Calmar Ratio

HCI:

0.61

^GSPC:

2.62

Martin Ratio

HCI:

1.55

^GSPC:

10.69

Ulcer Index

HCI:

13.19%

^GSPC:

2.08%

Daily Std Dev

HCI:

39.66%

^GSPC:

12.76%

Max Drawdown

HCI:

-78.79%

^GSPC:

-56.78%

Current Drawdown

HCI:

-7.25%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, HCI achieves a 1.18% return, which is significantly lower than ^GSPC's 4.01% return. Over the past 10 years, HCI has outperformed ^GSPC with an annualized return of 12.91%, while ^GSPC has yielded a comparatively lower 11.26% annualized return.


HCI

YTD

1.18%

1M

-5.54%

6M

30.15%

1Y

24.91%

5Y*

23.61%

10Y*

12.91%

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

HCI vs. ^GSPC — Risk-Adjusted Performance Rank

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

HCI
The Risk-Adjusted Performance Rank of HCI is 6363
Overall Rank
The Sharpe Ratio Rank of HCI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of HCI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of HCI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of HCI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HCI is 6262
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for HCI, currently valued at 0.52, compared to the broader market-2.000.002.000.521.74
The chart of Sortino ratio for HCI, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.962.36
The chart of Omega ratio for HCI, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.32
The chart of Calmar ratio for HCI, currently valued at 0.61, compared to the broader market0.002.004.006.000.612.62
The chart of Martin ratio for HCI, currently valued at 1.55, compared to the broader market-10.000.0010.0020.0030.001.5510.69
HCI
^GSPC

The current HCI Sharpe Ratio is 0.52, which is lower than the ^GSPC Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.52
1.74
HCI
^GSPC

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.25%
-0.43%
HCI
^GSPC

Volatility

HCI vs. ^GSPC - Volatility Comparison

HCI Group, Inc. (HCI) has a higher volatility of 4.48% compared to S&P 500 (^GSPC) at 3.01%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
4.48%
3.01%
HCI
^GSPC
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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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