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HNR1.DE vs. H4ZF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HNR1.DE vs. H4ZF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hannover Rück SE (HNR1.DE) and HSBC S&P 500 UCITS ETF USD (H4ZF.DE). The values are adjusted to include any dividend payments, if applicable.

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HNR1.DE vs. H4ZF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNR1.DE
Hannover Rück SE
1.35%13.83%15.17%20.36%15.47%32.14%-21.42%52.31%17.14%6.71%
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
-2.86%4.74%32.24%22.66%-14.40%40.68%7.94%36.99%0.78%8.65%

Returns By Period

In the year-to-date period, HNR1.DE achieves a 1.35% return, which is significantly higher than H4ZF.DE's -2.86% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: HNR1.DE at 14.50% and H4ZF.DE at 14.50%.


HNR1.DE

1D
1.20%
1M
9.14%
YTD
1.35%
6M
4.74%
1Y
-0.21%
3Y*
18.97%
5Y*
15.25%
10Y*
14.50%

H4ZF.DE

1D
0.21%
1M
-2.52%
YTD
-2.86%
6M
-0.19%
1Y
10.36%
3Y*
16.02%
5Y*
12.11%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HNR1.DE vs. H4ZF.DE — 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: 3636
Overall Rank
HNR1.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HNR1.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
HNR1.DE Omega Ratio Rank: 3232
Omega Ratio Rank
HNR1.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
HNR1.DE Martin Ratio Rank: 3838
Martin Ratio Rank

H4ZF.DE
H4ZF.DE Risk / Return Rank: 4545
Overall Rank
H4ZF.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
H4ZF.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
H4ZF.DE Omega Ratio Rank: 3030
Omega Ratio Rank
H4ZF.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
H4ZF.DE Martin Ratio Rank: 6666
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. H4ZF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannover Rück SE (HNR1.DE) and HSBC S&P 500 UCITS ETF USD (H4ZF.DE). 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.DEH4ZF.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.60

-0.61

Sortino ratio

Return per unit of downside risk

0.14

0.91

-0.77

Omega ratio

Gain probability vs. loss probability

1.02

1.14

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.03

2.33

-2.36

Martin ratio

Return relative to average drawdown

-0.05

7.93

-7.97

HNR1.DE vs. H4ZF.DE - Sharpe Ratio Comparison

The current HNR1.DE Sharpe Ratio is -0.01, which is lower than the H4ZF.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of HNR1.DE and H4ZF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HNR1.DEH4ZF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.60

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.79

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.89

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.97

-0.50

Correlation

The correlation between HNR1.DE and H4ZF.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HNR1.DE vs. H4ZF.DE - Dividend Comparison

HNR1.DE's dividend yield for the trailing twelve months is around 3.34%, more than H4ZF.DE's 0.94% yield.


TTM20252024202320222021202020192018201720162015
HNR1.DE
Hannover Rück SE
3.34%3.38%2.98%2.77%3.10%2.69%4.22%3.05%4.25%4.77%4.62%4.02%
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
0.94%0.95%0.96%1.19%1.32%0.91%2.24%2.98%3.49%3.23%3.29%4.21%

Drawdowns

HNR1.DE vs. H4ZF.DE - Drawdown Comparison

The maximum HNR1.DE drawdown since its inception was -65.65%, which is greater than H4ZF.DE's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for HNR1.DE and H4ZF.DE.


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Drawdown Indicators


HNR1.DEH4ZF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.65%

-33.82%

-31.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-8.45%

-9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-23.32%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-44.13%

-33.82%

-10.31%

Current Drawdown

Current decline from peak

-5.07%

-5.04%

-0.03%

Average Drawdown

Average peak-to-trough decline

-15.46%

-3.96%

-11.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

2.11%

+7.45%

Volatility

HNR1.DE vs. H4ZF.DE - Volatility Comparison

Hannover Rück SE (HNR1.DE) has a higher volatility of 8.10% compared to HSBC S&P 500 UCITS ETF USD (H4ZF.DE) at 3.64%. This indicates that HNR1.DE's price experiences larger fluctuations and is considered to be riskier than H4ZF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNR1.DEH4ZF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

3.64%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

8.63%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

17.16%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

15.23%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.47%

16.16%

+7.31%