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HIG vs. AFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HIG and AFG is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

HIG vs. AFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Financial Services Group, Inc. (HIG) and American Financial Group, Inc. (AFG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-0.22%
-5.17%
HIG
AFG

Key characteristics

Sharpe Ratio

HIG:

1.04

AFG:

0.10

Sortino Ratio

HIG:

1.46

AFG:

0.29

Omega Ratio

HIG:

1.21

AFG:

1.04

Calmar Ratio

HIG:

1.56

AFG:

0.11

Martin Ratio

HIG:

4.08

AFG:

0.32

Ulcer Index

HIG:

5.24%

AFG:

6.49%

Daily Std Dev

HIG:

20.69%

AFG:

20.55%

Max Drawdown

HIG:

-96.25%

AFG:

-62.94%

Current Drawdown

HIG:

-9.56%

AFG:

-19.13%

Fundamentals

Market Cap

HIG:

$32.05B

AFG:

$10.06B

EPS

HIG:

$10.35

AFG:

$10.56

PE Ratio

HIG:

10.77

AFG:

11.35

PEG Ratio

HIG:

1.41

AFG:

2.78

Total Revenue (TTM)

HIG:

$19.62B

AFG:

$6.14B

Gross Profit (TTM)

HIG:

$15.73B

AFG:

$6.18B

EBITDA (TTM)

HIG:

$3.20B

AFG:

$900.00M

Returns By Period

In the year-to-date period, HIG achieves a 1.86% return, which is significantly higher than AFG's -11.96% return. Over the past 10 years, HIG has underperformed AFG with an annualized return of 12.87%, while AFG has yielded a comparatively higher 14.33% annualized return.


HIG

YTD

1.86%

1M

-0.11%

6M

-0.23%

1Y

20.01%

5Y*

16.66%

10Y*

12.87%

AFG

YTD

-11.96%

1M

-10.72%

6M

-5.17%

1Y

-0.24%

5Y*

12.44%

10Y*

14.33%

*Annualized

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Risk-Adjusted Performance

HIG vs. AFG — Risk-Adjusted Performance Rank

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

HIG
The Risk-Adjusted Performance Rank of HIG is 7777
Overall Rank
The Sharpe Ratio Rank of HIG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HIG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of HIG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of HIG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HIG is 7878
Martin Ratio Rank

AFG
The Risk-Adjusted Performance Rank of AFG is 4646
Overall Rank
The Sharpe Ratio Rank of AFG is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of AFG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of AFG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of AFG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AFG is 5050
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.

HIG vs. AFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and American Financial Group, Inc. (AFG). 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 HIG, currently valued at 1.04, compared to the broader market-2.000.002.001.040.10
The chart of Sortino ratio for HIG, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.006.001.460.29
The chart of Omega ratio for HIG, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.04
The chart of Calmar ratio for HIG, currently valued at 1.56, compared to the broader market0.002.004.006.001.560.11
The chart of Martin ratio for HIG, currently valued at 4.08, compared to the broader market-10.000.0010.0020.0030.004.080.32
HIG
AFG

The current HIG Sharpe Ratio is 1.04, which is higher than the AFG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of HIG and AFG, 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
1.04
0.10
HIG
AFG

Dividends

HIG vs. AFG - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.73%, less than AFG's 5.86% yield.


TTM20242023202220212020201920182017201620152014
HIG
The Hartford Financial Services Group, Inc.
1.73%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%
AFG
American Financial Group, Inc.
5.86%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%

Drawdowns

HIG vs. AFG - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than AFG's maximum drawdown of -62.94%. Use the drawdown chart below to compare losses from any high point for HIG and AFG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.56%
-19.13%
HIG
AFG

Volatility

HIG vs. AFG - Volatility Comparison

The current volatility for The Hartford Financial Services Group, Inc. (HIG) is 4.78%, while American Financial Group, Inc. (AFG) has a volatility of 7.61%. This indicates that HIG experiences smaller price fluctuations and is considered to be less risky than AFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
4.78%
7.61%
HIG
AFG

Financials

HIG vs. AFG - Financials Comparison

This section allows you to compare key financial metrics between The Hartford Financial Services Group, Inc. and American Financial Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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