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HRTG vs. AG1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HRTG vs. AG1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Heritage Insurance Holdings, Inc. (HRTG) and AUTO1 Group SE (AG1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HRTG is traded in USD, while AG1.DE is traded in EUR. To make them comparable, the AG1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HRTG achieves a -23.27% return, which is significantly lower than AG1.DE's -15.90% return.


HRTG

1D
0.58%
1M
1.95%
YTD
-23.27%
6M
-22.80%
1Y
-5.99%
3Y*
71.00%
5Y*
22.01%
10Y*
7.50%

AG1.DE

1D
3.90%
1M
11.46%
YTD
-15.90%
6M
-14.72%
1Y
-5.54%
3Y*
44.52%
5Y*
-10.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HRTG vs. AG1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HRTG
Heritage Insurance Holdings, Inc.
-23.27%141.82%85.58%262.22%-68.58%-34.75%
AG1.DE
AUTO1 Group SE
-15.90%97.56%126.62%-14.17%-62.09%-66.54%

Correlation

The correlation between HRTG and AG1.DE is -0.05, 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

-0.05

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

0.04

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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2021

0.08

The correlation between HRTG and AG1.DE shifts across timeframes, from -0.05 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HRTG vs. AG1.DE — Risk / Return Rank

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

HRTG
HRTG Risk / Return Rank: 3838
Overall Rank
HRTG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HRTG Sortino Ratio Rank: 3838
Sortino Ratio Rank
HRTG Omega Ratio Rank: 3838
Omega Ratio Rank
HRTG Calmar Ratio Rank: 3737
Calmar Ratio Rank
HRTG Martin Ratio Rank: 3636
Martin Ratio Rank

AG1.DE
AG1.DE Risk / Return Rank: 3939
Overall Rank
AG1.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AG1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
AG1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AG1.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AG1.DE Martin Ratio Rank: 3939
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.

HRTG vs. AG1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heritage Insurance Holdings, Inc. (HRTG) and AUTO1 Group SE (AG1.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.

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.


HRTGAG1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.10

-0.08

Martin ratioReturn relative to average drawdown

-0.40

-0.22

-0.18

HRTG vs. AG1.DE - Sharpe Ratio Comparison

The current HRTG Sharpe Ratio is -0.11, which is comparable to the AG1.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of HRTG and AG1.DE, 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

HRTG vs. AG1.DE - Drawdown Comparison

The maximum HRTG drawdown since its inception was -94.36%, roughly equal to the maximum AG1.DE drawdown of -94.47%. Use the drawdown chart below to compare losses from any high point for HRTG and AG1.DE.


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Drawdown Indicators


HRTGAG1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-94.36%

-94.47%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-32.95%

-53.34%

+20.39%

Max Drawdown (3Y)

Largest decline over 3 years

-43.90%

-66.35%

+22.45%

Max Drawdown (5Y)

Largest decline over 5 years

-84.89%

-92.68%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-92.21%

Current Drawdown

Current decline from peak

-27.91%

-59.00%

+31.09%

Average Drawdown

Average peak-to-trough decline

-46.51%

-70.00%

+23.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.92%

25.36%

-10.44%

Volatility

HRTG vs. AG1.DE - Volatility Comparison

The current volatility for Heritage Insurance Holdings, Inc. (HRTG) is 10.07%, while AUTO1 Group SE (AG1.DE) has a volatility of 12.77%. This indicates that HRTG experiences smaller price fluctuations and is considered to be less risky than AG1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRTGAG1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

12.77%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

37.66%

49.17%

-11.51%

Volatility (1Y)

Calculated over the trailing 1-year period

57.07%

56.79%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.35%

60.76%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.93%

59.85%

-1.92%

Dividends

HRTG vs. AG1.DE - Dividend Comparison

Neither HRTG nor AG1.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AG1.DE
AUTO1 Group SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HRTG
Heritage Insurance Holdings, Inc.
0.00%0.00%0.00%0.00%6.67%4.08%2.37%1.81%1.63%1.33%1.47%0.23%

Financials

HRTG vs. AG1.DE - Financials Comparison

This section allows you to compare key financial metrics between Heritage Insurance Holdings, Inc. and AUTO1 Group SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. HRTG values in USD, AG1.DE values in EUR

Frequently Asked Questions


HRTG and AG1.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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