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HIG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIG and VOO is 0.60, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Financial Services Group, Inc. (HIG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
7.93%
HIG
VOO

Key characteristics

Sharpe Ratio

HIG:

1.69

VOO:

2.04

Sortino Ratio

HIG:

2.22

VOO:

2.72

Omega Ratio

HIG:

1.33

VOO:

1.38

Calmar Ratio

HIG:

2.63

VOO:

3.02

Martin Ratio

HIG:

10.06

VOO:

13.60

Ulcer Index

HIG:

3.43%

VOO:

1.88%

Daily Std Dev

HIG:

20.45%

VOO:

12.52%

Max Drawdown

HIG:

-96.25%

VOO:

-33.99%

Current Drawdown

HIG:

-13.11%

VOO:

-3.52%

Returns By Period

In the year-to-date period, HIG achieves a 35.58% return, which is significantly higher than VOO's 24.65% return. Over the past 10 years, HIG has underperformed VOO with an annualized return of 12.28%, while VOO has yielded a comparatively higher 13.02% annualized return.


HIG

YTD

35.58%

1M

-7.97%

6M

4.11%

1Y

37.06%

5Y*

14.61%

10Y*

12.28%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

HIG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Vanguard S&P 500 ETF (VOO). 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 1.69, compared to the broader market-4.00-2.000.002.001.691.98
The chart of Sortino ratio for HIG, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.222.65
The chart of Omega ratio for HIG, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.37
The chart of Calmar ratio for HIG, currently valued at 2.63, compared to the broader market0.002.004.006.002.632.93
The chart of Martin ratio for HIG, currently valued at 10.06, compared to the broader market0.0010.0020.0010.0613.12
HIG
VOO

The current HIG Sharpe Ratio is 1.69, which is comparable to the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of HIG and VOO, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.69
1.98
HIG
VOO

Dividends

HIG vs. VOO - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.80%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
HIG
The Hartford Financial Services Group, Inc.
1.80%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HIG vs. VOO - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HIG and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.11%
-3.52%
HIG
VOO

Volatility

HIG vs. VOO - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 6.00% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that HIG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
3.56%
HIG
VOO
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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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