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HIG vs. NEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HIG vs. NEM - Performance Comparison

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

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Returns By Period

In the year-to-date period, HIG achieves a -5.09% return, which is significantly lower than NEM's 0.82% return. Both investments have delivered pretty close results over the past 10 years, with HIG having a 13.84% annualized return and NEM not far behind at 13.80%.


HIG

1D
0.95%
1M
-1.81%
YTD
-5.09%
6M
-3.33%
1Y
4.46%
3Y*
24.11%
5Y*
17.09%
10Y*
13.84%

NEM

1D
2.71%
1M
-15.55%
YTD
0.82%
6M
2.58%
1Y
81.14%
3Y*
36.14%
5Y*
10.51%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIG vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIG
The Hartford Financial Services Group, Inc.
-5.09%28.09%38.54%8.55%12.31%44.23%-16.98%39.71%-19.24%20.25%
NEM
Newmont Corporation
0.82%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%

Correlation

The correlation between HIG and NEM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Dec 20, 1995

0.06

The correlation between HIG and NEM shifts across timeframes, from -0.02 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

HIG:

$19.00

NEM:

$6.34

PE Ratio

HIG:

6.82

NEM:

15.82

PEG Ratio

HIG:

0.31

NEM:

0.41

PS Ratio

HIG:

0.96

NEM:

4.83

Total Revenue (TTM)

HIG:

$28.76B

NEM:

$17.23B

Gross Profit (TTM)

HIG:

$10.29B

NEM:

$8.97B

EBITDA (TTM)

HIG:

$4.43B

NEM:

$13.78B

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Return for Risk

HIG vs. NEM — Risk / Return Rank

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

HIG
HIG Risk / Return Rank: 4949
Overall Rank
HIG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
HIG Omega Ratio Rank: 4242
Omega Ratio Rank
HIG Calmar Ratio Rank: 5252
Calmar Ratio Rank
HIG Martin Ratio Rank: 5454
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 8282
Overall Rank
NEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 7878
Sortino Ratio Rank
NEM Omega Ratio Rank: 8080
Omega Ratio Rank
NEM Calmar Ratio Rank: 8282
Calmar Ratio Rank
NEM Martin Ratio Rank: 8484
Martin Ratio Rank
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.

HIG vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Newmont Corporation (NEM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HIGNEMDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.06

1.29

-0.24

Calmar ratioReturn relative to maximum drawdown

0.39

2.78

-2.39

Martin ratioReturn relative to average drawdown

1.00

7.58

-6.59

HIG vs. NEM - Sharpe Ratio Comparison

The current HIG Sharpe Ratio is 0.24, which is lower than the NEM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of HIG and NEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HIG vs. NEM - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than NEM's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for HIG and NEM.


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Drawdown Indicators


HIGNEMDifference

Max Drawdown

Largest peak-to-trough decline

-96.25%

-81.30%

-14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-29.39%

+17.93%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-36.57%

+22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-62.40%

+43.77%

Max Drawdown (10Y)

Largest decline over 10 years

-57.59%

-62.40%

+4.81%

Current Drawdown

Current decline from peak

-8.87%

-23.71%

+14.84%

Average Drawdown

Average peak-to-trough decline

-30.84%

-41.37%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

10.73%

-6.26%

Volatility

HIG vs. NEM - Volatility Comparison

The current volatility for The Hartford Financial Services Group, Inc. (HIG) is 7.49%, while Newmont Corporation (NEM) has a volatility of 15.74%. This indicates that HIG experiences smaller price fluctuations and is considered to be less risky than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIGNEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

15.74%

-8.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

37.43%

-23.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

47.44%

-28.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

37.99%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.12%

35.67%

-6.55%

Dividends

HIG vs. NEM - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.79%, more than NEM's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
HIG
The Hartford Financial Services Group, Inc.
1.79%1.57%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%
NEM
Newmont Corporation
1.02%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%

Financials

HIG vs. NEM - Financials Comparison

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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.23B
0
(HIG) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HIG and NEM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEM has higher volatility (15.74%) compared to HIG (7.49%). In terms of maximum drawdown, HIG dropped -96.25% vs NEM's -81.30%.

NEM currently has the higher Sharpe Ratio (1.73 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HIG and NEM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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