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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 -11.22% return, which is significantly lower than ^GSPC's 12.06% return.


HNR1.DE

1D
0.27%
1M
-9.24%
YTD
-11.22%
6M
-6.43%
1Y
-15.41%
3Y*
7.58%
5Y*
13.51%
10Y*
12.80%

^GSPC

1D
0.00%
1M
4.16%
YTD
12.06%
6M
10.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNR1.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
HNR1.DE
Hannover Rück SE
-11.22%-6.33%
^GSPC
S&P 500 Index
9.98%10.65%

Correlation

The correlation between HNR1.DE and ^GSPC is 0.03, 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 (All Time)
Calculated using the full available price history since Jun 9, 2025

0.03

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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: 99
Overall Rank
HNR1.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HNR1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
HNR1.DE Omega Ratio Rank: 1212
Omega Ratio Rank
HNR1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
HNR1.DE Martin Ratio Rank: 55
Martin Ratio Rank

^GSPC
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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.89

Martin ratioReturn relative to average drawdown

-1.51

HNR1.DE vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HNR1.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.98

-1.53

Drawdowns

HNR1.DE vs. ^GSPC - Drawdown Comparison

The maximum HNR1.DE drawdown since its inception was -65.65%, which is greater than ^GSPC's maximum drawdown of -7.57%. 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

-65.65%

-7.57%

-58.08%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

Max Drawdown (10Y)

Largest decline over 10 years

-44.13%

Current Drawdown

Current decline from peak

-16.84%

-0.20%

-16.64%

Average Drawdown

Average peak-to-trough decline

-15.42%

-1.39%

-14.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

Volatility

HNR1.DE vs. ^GSPC - Volatility Comparison


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Volatility by Period


HNR1.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

12.22%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.74%

12.22%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

12.22%

+11.28%

Frequently Asked Questions


HNR1.DE and ^GSPC have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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