HG vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Hamilton Insurance Group Ltd. (HG) and S&P 500 Index (^GSPC).

Performance

HG vs. ^GSPC - Performance Comparison

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

HG vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HG Hamilton Insurance Group Ltd.	14.87%	46.61%	27.29%	-0.33%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	8.03%

Returns By Period

In the year-to-date period, HG achieves a 14.87% return, which is significantly higher than ^GSPC's -3.95% return.

HG

• 1D: 0.40%
• 1M: 1.58%
• YTD: 14.87%
• 6M: 30.70%
• 1Y: 50.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^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

HG vs. ^GSPC — Risk / Return Rank

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

HG

HG Risk / Return Rank: 85
HG Sharpe Ratio Rank: 86
HG Sortino Ratio Rank: 83
HG Omega Ratio Rank: 80
HG Calmar Ratio Rank: 85
HG Martin Ratio Rank: 89

^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.

HG vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Insurance Group Ltd. (HG) 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.

	HG	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.67	0.92	+0.75
Sortino ratio Return per unit of downside risk	2.33	1.41	+0.91
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio Return relative to maximum drawdown	3.06	1.41	+1.65
Martin ratio Return relative to average drawdown	10.39	6.61	+3.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HG vs. ^GSPC - Sharpe Ratio Comparison

The current HG Sharpe Ratio is 1.67, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HG 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

	HG	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	0.92	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	0.46	+0.73

Correlation

The correlation between HG and ^GSPC is 0.16, 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

HG vs. ^GSPC - Drawdown Comparison

The maximum HG drawdown since its inception was -21.07%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HG and ^GSPC.

Drawdown Indicators

	HG	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-21.07%	-56.78%	+35.71%
Max Drawdown (1Y) Largest decline over 1 year	-17.49%	-12.14%	-5.35%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	0.00%	-5.78%	+5.78%
Average Drawdown Average peak-to-trough decline	-5.55%	-10.75%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.26%	2.60%	+2.66%

Volatility

HG vs. ^GSPC - Volatility Comparison

Hamilton Insurance Group Ltd. (HG) has a higher volatility of 6.96% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that HG'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

	HG	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	5.37%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	20.13%	9.55%	+10.58%
Volatility (1Y) Calculated over the trailing 1-year period	30.68%	18.33%	+12.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.72%	16.90%	+14.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.72%	18.05%	+13.67%