HIG vs. SPY
Compare and contrast key facts about The Hartford Financial Services Group, Inc. (HIG) and State Street SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
HIG vs. SPY - Performance Comparison
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HIG vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIG The Hartford Financial Services Group, Inc. | -1.87% | 28.09% | 38.54% | 8.55% | 12.31% | 44.23% | -16.98% | 39.71% | -19.24% | 20.25% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, HIG achieves a -1.87% return, which is significantly higher than SPY's -3.65% return. Both investments have delivered pretty close results over the past 10 years, with HIG having a 13.55% annualized return and SPY not far ahead at 14.06%.
HIG
- 1D
- -0.43%
- 1M
- -5.08%
- YTD
- -1.87%
- 6M
- 2.20%
- 1Y
- 10.06%
- 3Y*
- 26.94%
- 5Y*
- 16.88%
- 10Y*
- 13.55%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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Return for Risk
HIG vs. SPY — Risk / Return Rank
HIG
SPY
HIG vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.96 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.49 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.53 | -0.65 |
Martin ratioReturn relative to average drawdown | 2.47 | 7.27 | -4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HIG | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.96 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.70 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.79 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.56 | -0.40 |
Correlation
The correlation between HIG and SPY 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.
Dividends
HIG vs. SPY - Dividend Comparison
HIG's dividend yield for the trailing twelve months is around 1.66%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG The Hartford Financial Services Group, Inc. | 1.66% | 1.57% | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
HIG vs. SPY - Drawdown Comparison
The maximum HIG drawdown since its inception was -96.25%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HIG and SPY.
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Drawdown Indicators
| HIG | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.25% | -55.19% | -41.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -12.05% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -24.50% | +5.87% |
Max Drawdown (10Y)Largest decline over 10 years | -57.59% | -33.72% | -23.87% |
Current DrawdownCurrent decline from peak | -5.79% | -5.53% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -31.00% | -9.09% | -21.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.54% | +1.78% |
Volatility
HIG vs. SPY - Volatility Comparison
The Hartford Financial Services Group, Inc. (HIG) and State Street SPDR S&P 500 ETF (SPY) have volatilities of 5.45% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIG | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 5.35% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 9.50% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 19.06% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 17.06% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.06% | 17.92% | +11.14% |