PortfoliosLab logoPortfoliosLab logo
HIG vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIG vs. XLF - Performance Comparison

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

Loading graphics...

HIG vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIG
The Hartford Financial Services Group, Inc.
-0.75%28.09%38.54%8.55%12.31%44.23%-16.98%39.71%-19.24%20.25%
XLF
Financial Select Sector SPDR Fund
-9.10%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

In the year-to-date period, HIG achieves a -0.75% return, which is significantly higher than XLF's -9.10% return. Over the past 10 years, HIG has outperformed XLF with an annualized return of 13.80%, while XLF has yielded a comparatively lower 12.53% annualized return.


HIG

1D
1.14%
1M
-4.21%
YTD
-0.75%
6M
2.93%
1Y
12.18%
3Y*
27.16%
5Y*
17.15%
10Y*
13.80%

XLF

1D
0.18%
1M
-3.33%
YTD
-9.10%
6M
-7.00%
1Y
5.46%
3Y*
17.30%
5Y*
9.41%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

HIG vs. XLF — Risk / Return Rank

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

HIG
HIG Risk / Return Rank: 5656
Overall Rank
HIG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HIG Sortino Ratio Rank: 5050
Sortino Ratio Rank
HIG Omega Ratio Rank: 5050
Omega Ratio Rank
HIG Calmar Ratio Rank: 5959
Calmar Ratio Rank
HIG Martin Ratio Rank: 6363
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1111
Overall Rank
XLF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1111
Sortino Ratio Rank
XLF Omega Ratio Rank: 1111
Omega Ratio Rank
XLF Calmar Ratio Rank: 1111
Calmar Ratio Rank
XLF Martin Ratio Rank: 1111
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. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Financial Select Sector SPDR Fund (XLF). 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.


HIGXLFDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.01

+0.50

Sortino ratio

Return per unit of downside risk

0.84

0.15

+0.69

Omega ratio

Gain probability vs. loss probability

1.11

1.02

+0.09

Calmar ratio

Return relative to maximum drawdown

0.94

0.07

+0.87

Martin ratio

Return relative to average drawdown

2.61

0.22

+2.40

HIG vs. XLF - Sharpe Ratio Comparison

The current HIG Sharpe Ratio is 0.52, which is higher than the XLF Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of HIG and XLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


HIGXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.01

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.51

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.57

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.20

-0.04

Correlation

The correlation between HIG and XLF is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HIG vs. XLF - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.64%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
HIG
The Hartford Financial Services Group, Inc.
1.64%1.57%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

HIG vs. XLF - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for HIG and XLF.


Loading graphics...

Drawdown Indicators


HIGXLFDifference

Max Drawdown

Largest peak-to-trough decline

-96.25%

-82.69%

-13.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-14.79%

+5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-25.81%

+7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-57.59%

-42.86%

-14.73%

Current Drawdown

Current decline from peak

-4.71%

-11.73%

+7.02%

Average Drawdown

Average peak-to-trough decline

-31.00%

-20.10%

-10.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

5.01%

-0.68%

Volatility

HIG vs. XLF - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 5.54% compared to Financial Select Sector SPDR Fund (XLF) at 4.71%. This indicates that HIG's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HIGXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

4.71%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

11.42%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

21.17%

19.25%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.91%

18.68%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.06%

22.18%

+6.88%