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

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.


-0.50.00.51.00.7

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.23%
17.68%
HIG
XLF

Key characteristics

Sharpe Ratio

HIG:

1.96

XLF:

2.30

Sortino Ratio

HIG:

2.53

XLF:

3.29

Omega Ratio

HIG:

1.38

XLF:

1.42

Calmar Ratio

HIG:

3.06

XLF:

4.47

Martin Ratio

HIG:

11.48

XLF:

15.00

Ulcer Index

HIG:

3.50%

XLF:

2.15%

Daily Std Dev

HIG:

20.46%

XLF:

14.05%

Max Drawdown

HIG:

-96.25%

XLF:

-82.43%

Current Drawdown

HIG:

-11.16%

XLF:

-5.98%

Returns By Period

In the year-to-date period, HIG achieves a 38.63% return, which is significantly higher than XLF's 29.84% return. Over the past 10 years, HIG has underperformed XLF with an annualized return of 12.41%, while XLF has yielded a comparatively higher 13.63% annualized return.


HIG

YTD

38.63%

1M

-7.00%

6M

7.23%

1Y

40.93%

5Y*

15.11%

10Y*

12.41%

XLF

YTD

29.84%

1M

-2.86%

6M

17.23%

1Y

32.30%

5Y*

11.58%

10Y*

13.63%

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Risk-Adjusted Performance

HIG vs. XLF - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for HIG, currently valued at 1.96, compared to the broader market-4.00-2.000.002.001.962.30
The chart of Sortino ratio for HIG, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.533.29
The chart of Omega ratio for HIG, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.42
The chart of Calmar ratio for HIG, currently valued at 3.06, compared to the broader market0.002.004.006.003.064.47
The chart of Martin ratio for HIG, currently valued at 11.48, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.4815.00
HIG
XLF

The current HIG Sharpe Ratio is 1.96, which is comparable to the XLF Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of HIG and XLF, 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
1.96
2.30
HIG
XLF

Dividends

HIG vs. XLF - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.76%, more than XLF's 1.00% yield.


TTM20232022202120202019201820172016201520142013
HIG
The Hartford Financial Services Group, Inc.
1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
XLF
Financial Select Sector SPDR Fund
1.00%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%1.81%

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 -82.43%. Use the drawdown chart below to compare losses from any high point for HIG and XLF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.16%
-5.98%
HIG
XLF

Volatility

HIG vs. XLF - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 6.37% compared to Financial Select Sector SPDR Fund (XLF) at 4.33%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
4.33%
HIG
XLF
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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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