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HRB vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


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Performance

HRB vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in H&R Block, Inc. (HRB) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
0.90%
5.78%
HRB
INDEX

Key characteristics

Sharpe Ratio

HRB:

0.57

INDEX:

1.81

Sortino Ratio

HRB:

1.06

INDEX:

2.42

Omega Ratio

HRB:

1.13

INDEX:

1.33

Calmar Ratio

HRB:

0.89

INDEX:

2.74

Martin Ratio

HRB:

2.60

INDEX:

11.96

Ulcer Index

HRB:

6.37%

INDEX:

1.92%

Daily Std Dev

HRB:

28.84%

INDEX:

12.71%

Max Drawdown

HRB:

-62.08%

INDEX:

-38.82%

Current Drawdown

HRB:

-18.69%

INDEX:

-5.32%

Returns By Period

In the year-to-date period, HRB achieves a 13.41% return, which is significantly lower than INDEX's 22.16% return.


HRB

YTD

13.41%

1M

-10.80%

6M

1.98%

1Y

16.02%

5Y*

22.61%

10Y*

8.49%

INDEX

YTD

22.16%

1M

-2.08%

6M

5.61%

1Y

22.22%

5Y*

11.72%

10Y*

N/A

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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.


The chart of Sharpe ratio for HRB, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.571.81
The chart of Sortino ratio for HRB, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.062.42
The chart of Omega ratio for HRB, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.33
The chart of Calmar ratio for HRB, currently valued at 0.89, compared to the broader market0.002.004.006.000.892.74
The chart of Martin ratio for HRB, currently valued at 2.60, compared to the broader market0.0010.0020.002.6011.96
HRB
INDEX

The current HRB Sharpe Ratio is 0.57, which is lower than the INDEX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HRB and INDEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.57
1.81
HRB
INDEX

Dividends

HRB vs. INDEX - Dividend Comparison

HRB's dividend yield for the trailing twelve months is around 2.60%, while INDEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HRB
H&R Block, Inc.
2.60%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
0.00%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.69%
-5.32%
HRB
INDEX

Volatility

HRB vs. INDEX - Volatility Comparison

H&R Block, Inc. (HRB) has a higher volatility of 10.25% compared to Index Funds S&P 500 Equal Weight (INDEX) at 4.09%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.25%
4.09%
HRB
INDEX