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HNI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

HNI vs. ^GSPC

Last updated May 12, 2025

Compare and contrast key facts about HNI Corporation (HNI) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HNI or ^GSPC.

Correlation

The correlation between HNI and ^GSPC is 0.80, 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.

Performance

HNI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HNI Corporation (HNI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

HNI:

36.27%

^GSPC:

19.37%

Max Drawdown

HNI:

0.00%

^GSPC:

-56.78%

Current Drawdown

HNI:

0.00%

^GSPC:

-7.88%

Returns By Period

HNI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

HNI vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HNI
The Risk-Adjusted Performance Rank of HNI is 6060
Overall Rank
The Sharpe Ratio Rank of HNI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of HNI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of HNI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of HNI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of HNI is 6161
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HNI vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HNI Corporation (HNI) and S&P 500 (^GSPC). 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.

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Drawdowns

HNI vs. ^GSPC - Drawdown Comparison

The maximum HNI drawdown since its inception was 0.00%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HNI and ^GSPC. For additional features, visit the drawdowns tool.

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Volatility

HNI vs. ^GSPC - Volatility Comparison

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