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HIG vs. HSX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HIGHSX.L
YTD Return21.88%13.82%
1Y Return43.89%3.88%
3Y Return (Ann)16.46%17.02%
5Y Return (Ann)15.84%-3.04%
10Y Return (Ann)13.02%6.86%
Sharpe Ratio2.400.33
Daily Std Dev17.29%19.18%
Max Drawdown-96.25%-71.26%
Current Drawdown-5.57%-22.90%

Fundamentals


HIGHSX.L
Market Cap$28.33B£4.18B
EPS$8.78£1.61
PE Ratio10.857.51
PEG Ratio1.41-3.00
Revenue (TTM)$25.06B£3.70B
Gross Profit (TTM)$7.38B£443.30M
EBITDA (TTM)$3.99B£723.20M

Correlation

-0.50.00.51.00.1

The correlation between HIG and HSX.L is 0.13, 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.

Performance

HIG vs. HSX.L - Performance Comparison

In the year-to-date period, HIG achieves a 21.88% return, which is significantly higher than HSX.L's 13.82% return. Over the past 10 years, HIG has outperformed HSX.L with an annualized return of 13.02%, while HSX.L has yielded a comparatively lower 6.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
630.49%
1,082.56%
HIG
HSX.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Hartford Financial Services Group, Inc.

Hiscox Ltd

Risk-Adjusted Performance

HIG vs. HSX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Hiscox Ltd (HSX.L). 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.


HIG
Sharpe ratio
The chart of Sharpe ratio for HIG, currently valued at 2.53, compared to the broader market-2.00-1.000.001.002.003.004.002.53
Sortino ratio
The chart of Sortino ratio for HIG, currently valued at 3.20, compared to the broader market-4.00-2.000.002.004.006.003.20
Omega ratio
The chart of Omega ratio for HIG, currently valued at 1.47, compared to the broader market0.501.001.501.47
Calmar ratio
The chart of Calmar ratio for HIG, currently valued at 3.42, compared to the broader market0.002.004.006.003.42
Martin ratio
The chart of Martin ratio for HIG, currently valued at 13.42, compared to the broader market-10.000.0010.0020.0030.0013.42
HSX.L
Sharpe ratio
The chart of Sharpe ratio for HSX.L, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.004.000.19
Sortino ratio
The chart of Sortino ratio for HSX.L, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.41
Omega ratio
The chart of Omega ratio for HSX.L, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for HSX.L, currently valued at 0.09, compared to the broader market0.002.004.006.000.09
Martin ratio
The chart of Martin ratio for HSX.L, currently valued at 0.37, compared to the broader market-10.000.0010.0020.0030.000.37

HIG vs. HSX.L - Sharpe Ratio Comparison

The current HIG Sharpe Ratio is 2.40, which is higher than the HSX.L Sharpe Ratio of 0.33. The chart below compares the 12-month rolling Sharpe Ratio of HIG and HSX.L.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
2.53
0.19
HIG
HSX.L

Dividends

HIG vs. HSX.L - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.84%, more than HSX.L's 0.05% yield.


TTM20232022202120202019201820172016201520142013
HIG
The Hartford Financial Services Group, Inc.
1.84%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
HSX.L
Hiscox Ltd
0.03%0.03%0.03%0.01%0.03%0.03%0.02%0.02%0.04%0.02%0.09%0.11%

Drawdowns

HIG vs. HSX.L - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than HSX.L's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for HIG and HSX.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-5.57%
-23.13%
HIG
HSX.L

Volatility

HIG vs. HSX.L - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 7.31% compared to Hiscox Ltd (HSX.L) at 5.63%. This indicates that HIG's price experiences larger fluctuations and is considered to be riskier than HSX.L 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%December2024FebruaryMarchAprilMay
7.31%
5.63%
HIG
HSX.L

Financials

HIG vs. HSX.L - Financials Comparison

This section allows you to compare key financial metrics between The Hartford Financial Services Group, Inc. and Hiscox Ltd. 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



Please note, different currencies. HIG values in USD, HSX.L values in GBp