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HNR1.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

HNR1.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hannover Rück SE (HNR1.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HNR1.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HNR1.DE achieves a -1.19% return, which is significantly lower than ^GSPC's 13.20% return. Over the past 10 years, HNR1.DE has outperformed ^GSPC with an annualized return of 14.39%, while ^GSPC has yielded a comparatively lower 12.91% annualized return.


HNR1.DE

1D
-1.03%
1M
9.15%
6M
7.45%
YTD
-1.19%
1Y
0.24%
3Y*
13.86%
5Y*
15.73%
10Y*
14.39%

^GSPC

1D
0.00%
1M
1.21%
6M
10.91%
YTD
13.20%
1Y
22.56%
3Y*
18.02%
5Y*
12.47%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNR1.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNR1.DE
Hannover Rück SE
-1.19%13.83%15.17%20.36%15.47%32.14%-21.42%52.31%17.14%2.04%
^GSPC
S&P 500 Index
13.27%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between HNR1.DE and ^GSPC is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2007

0.27

The correlation between HNR1.DE and ^GSPC shifts across timeframes, from -0.01 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HNR1.DE vs. ^GSPC — Risk / Return Rank

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

HNR1.DE
HNR1.DE Risk / Return Rank: 4343
Overall Rank
HNR1.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HNR1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
HNR1.DE Omega Ratio Rank: 3737
Omega Ratio Rank
HNR1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
HNR1.DE Martin Ratio Rank: 4646
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8181
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 8181
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8484
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

HNR1.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannover Rück SE (HNR1.DE) and S&P 500 Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HNR1.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

1.02

1.33

-0.31

Calmar ratioReturn relative to maximum drawdown

0.02

3.00

-2.98

Martin ratioReturn relative to average drawdown

0.03

11.06

-11.04

HNR1.DE vs. ^GSPC - Sharpe Ratio Comparison

The current HNR1.DE Sharpe Ratio is 0.01, which is lower than the ^GSPC Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of HNR1.DE and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HNR1.DE vs. ^GSPC - Drawdown Comparison

The maximum HNR1.DE drawdown since its inception was -58.13%, which is greater than ^GSPC's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for HNR1.DE and ^GSPC.


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Drawdown Indicators


HNR1.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-58.13%

-51.28%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-7.57%

-7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-23.99%

+6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-23.99%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-44.13%

-33.42%

-10.71%

Current Drawdown

Current decline from peak

-7.45%

-0.58%

-6.87%

Average Drawdown

Average peak-to-trough decline

-9.87%

-8.94%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

2.04%

+6.76%

Volatility

HNR1.DE vs. ^GSPC - Volatility Comparison

Hannover Rück SE (HNR1.DE) has a higher volatility of 3.62% compared to S&P 500 Index (^GSPC) at 3.04%. This indicates that HNR1.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNR1.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.04%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

9.17%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

12.60%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

16.85%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.32%

18.60%

+4.72%

Frequently Asked Questions


HNR1.DE and ^GSPC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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