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

Correlation

The correlation between HIG and COST is 0.33, 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

HIG vs. COST - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
736.41%
19,664.87%
HIG
COST

Key characteristics

Sharpe Ratio

HIG:

1.96

COST:

2.60

Sortino Ratio

HIG:

2.53

COST:

3.20

Omega Ratio

HIG:

1.38

COST:

1.46

Calmar Ratio

HIG:

3.06

COST:

4.72

Martin Ratio

HIG:

11.48

COST:

12.17

Ulcer Index

HIG:

3.50%

COST:

3.98%

Daily Std Dev

HIG:

20.46%

COST:

18.66%

Max Drawdown

HIG:

-96.25%

COST:

-53.39%

Current Drawdown

HIG:

-11.16%

COST:

-4.08%

Fundamentals

Market Cap

HIG:

$31.61B

COST:

$435.99B

EPS

HIG:

$9.95

COST:

$16.98

PE Ratio

HIG:

10.96

COST:

57.84

PEG Ratio

HIG:

1.41

COST:

5.99

Total Revenue (TTM)

HIG:

$26.02B

COST:

$258.81B

Gross Profit (TTM)

HIG:

$22.13B

COST:

$32.80B

EBITDA (TTM)

HIG:

$4.65B

COST:

$12.25B

Returns By Period

In the year-to-date period, HIG achieves a 38.63% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, HIG has underperformed COST with an annualized return of 12.41%, while COST has yielded a comparatively higher 23.42% annualized return.


HIG

YTD

38.63%

1M

-7.00%

6M

7.23%

1Y

40.93%

5Y*

15.11%

10Y*

12.41%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

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Risk-Adjusted Performance

HIG vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Costco Wholesale Corporation (COST). 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 1.96, compared to the broader market-4.00-2.000.002.001.962.60
The chart of Sortino ratio for HIG, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.533.20
The chart of Omega ratio for HIG, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.46
The chart of Calmar ratio for HIG, currently valued at 3.06, compared to the broader market0.002.004.006.003.064.72
The chart of Martin ratio for HIG, currently valued at 11.48, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.4812.17
HIG
COST

The current HIG Sharpe Ratio is 1.96, which is comparable to the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of HIG and COST, 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 Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.96
2.60
HIG
COST

Dividends

HIG vs. COST - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.76%, less than COST's 2.04% yield.


TTM20232022202120202019201820172016201520142013
HIG
The Hartford Financial Services Group, Inc.
1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

HIG vs. COST - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for HIG and COST. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.16%
-4.08%
HIG
COST

Volatility

HIG vs. COST - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 6.37% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that HIG's price experiences larger fluctuations and is considered to be riskier than COST 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%JulyAugustSeptemberOctoberNovemberDecember
6.37%
4.84%
HIG
COST

Financials

HIG vs. COST - Financials Comparison

This section allows you to compare key financial metrics between The Hartford Financial Services Group, Inc. and Costco Wholesale Corporation. 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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