HRB vs. INDEX
Compare and contrast key facts about H&R Block, Inc. (HRB) and Index Funds S&P 500 Equal Weight (INDEX).
INDEX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRB or INDEX.
Key characteristics
| HRB | INDEX | |
|---|---|---|
| YTD Return | 26.31% | 26.64% |
| 1Y Return | 36.17% | 38.76% |
| 3Y Return (Ann) | 39.31% | 7.65% |
| 5Y Return (Ann) | 24.42% | 13.37% |
| Sharpe Ratio | 1.32 | 3.09 |
| Sortino Ratio | 2.12 | 4.16 |
| Omega Ratio | 1.25 | 1.59 |
| Calmar Ratio | 3.47 | 3.26 |
| Martin Ratio | 7.55 | 20.73 |
| Ulcer Index | 4.87% | 1.86% |
| Daily Std Dev | 27.80% | 12.45% |
| Max Drawdown | -62.08% | -38.82% |
| Current Drawdown | -9.44% | -0.28% |
Correlation
The correlation between HRB and INDEX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HRB vs. INDEX - Performance Comparison
The year-to-date returns for both investments are quite close, with HRB having a 26.31% return and INDEX slightly higher at 26.64%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HRB vs. INDEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for H&R Block, Inc. (HRB) and Index Funds S&P 500 Equal Weight (INDEX). 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.
Dividends
HRB vs. INDEX - Dividend Comparison
HRB's dividend yield for the trailing twelve months is around 2.23%, more than INDEX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRB H&R Block, Inc. | 2.23% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% | 2.38% | 2.75% |
INDEX Index Funds S&P 500 Equal Weight | 1.24% | 1.56% | 1.21% | 1.09% | 1.53% | 1.61% | 1.82% | 1.15% | 1.15% | 1.19% | 0.00% | 0.00% |
Drawdowns
HRB vs. INDEX - Drawdown Comparison
The maximum HRB drawdown since its inception was -62.08%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for HRB and INDEX. For additional features, visit the drawdowns tool.
Volatility
HRB vs. INDEX - Volatility Comparison
H&R Block, Inc. (HRB) has a higher volatility of 9.19% compared to Index Funds S&P 500 Equal Weight (INDEX) at 3.85%. This indicates that HRB's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.