HIG vs. XLI
HIG (The Hartford Financial Services Group, Inc.) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, HIG returned 13.41%/yr vs 13.99%/yr for XLI. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
HIG vs. XLI - Performance Comparison
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Returns By Period
In the year-to-date period, HIG achieves a -7.78% return, which is significantly lower than XLI's 12.52% return. Both investments have delivered pretty close results over the past 10 years, with HIG having a 13.41% annualized return and XLI not far ahead at 13.99%.
HIG
- 1D
- -0.97%
- 1M
- -5.44%
- YTD
- -7.78%
- 6M
- -4.48%
- 1Y
- -1.42%
- 3Y*
- 23.57%
- 5Y*
- 16.18%
- 10Y*
- 13.41%
XLI
- 1D
- -0.08%
- 1M
- 1.80%
- YTD
- 12.52%
- 6M
- 13.57%
- 1Y
- 22.72%
- 3Y*
- 21.72%
- 5Y*
- 12.26%
- 10Y*
- 13.99%
HIG vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIG The Hartford Financial Services Group, Inc. | -7.78% | 28.09% | 38.54% | 8.55% | 12.31% | 44.23% | -16.98% | 39.71% | -19.24% | 20.25% |
XLI Industrial Select Sector SPDR Fund | 12.52% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Correlation
The correlation between HIG and XLI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998 | 0.59 |
Over the past year, the correlation between HIG and XLI has dropped to 0.32 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
HIG vs. XLI — Risk / Return Rank
HIG
XLI
HIG vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Industrial Select Sector SPDR Fund (XLI). 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 | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.87 | -1.99 |
| Martin ratioReturn relative to average drawdown | -0.33 | 7.41 | -7.74 |
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 | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.49 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.71 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.70 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.45 | -0.30 |
Drawdowns
HIG vs. XLI - Drawdown Comparison
The maximum HIG drawdown since its inception was -96.25%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for HIG and XLI.
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Drawdown Indicators
| HIG | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.25% | -62.26% | -33.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -12.21% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -18.49% | +4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -21.64% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -57.59% | -42.33% | -15.26% |
Current DrawdownCurrent decline from peak | -11.46% | -2.44% | -9.02% |
Average DrawdownAverage peak-to-trough decline | -30.86% | -9.21% | -21.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.07% | +1.39% |
Volatility
HIG vs. XLI - Volatility Comparison
The Hartford Financial Services Group, Inc. (HIG) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 5.01% and 4.80%, 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 | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.80% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 12.79% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 15.38% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 17.42% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.08% | 19.98% | +9.10% |
Dividends
HIG vs. XLI - Dividend Comparison
HIG's dividend yield for the trailing twelve months is around 1.84%, more than XLI's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG The Hartford Financial Services Group, Inc. | 1.84% | 1.57% | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% |
XLI Industrial Select Sector SPDR Fund | 1.18% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Frequently Asked Questions
HIG and XLI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIG has higher volatility (5.01%) compared to XLI (4.80%). In terms of maximum drawdown, HIG dropped -96.25% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.49 vs -0.08), 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.
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