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HRTG vs. CBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HRTG vs. CBT - Performance Comparison

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

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Returns By Period

In the year-to-date period, HRTG achieves a -28.64% return, which is significantly lower than CBT's 30.12% return. Over the past 10 years, HRTG has underperformed CBT with an annualized return of 6.09%, while CBT has yielded a comparatively higher 8.91% annualized return.


HRTG

1D
-1.51%
1M
-26.56%
YTD
-28.64%
6M
-25.83%
1Y
-15.16%
3Y*
63.24%
5Y*
21.38%
10Y*
6.09%

CBT

1D
-2.33%
1M
13.03%
YTD
30.12%
6M
33.63%
1Y
16.02%
3Y*
6.74%
5Y*
7.91%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HRTG vs. CBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRTG
Heritage Insurance Holdings, Inc.
-28.64%141.82%85.58%262.22%-68.58%-40.09%-21.80%-8.50%-17.06%16.94%
CBT
Cabot Corporation
30.12%-25.68%11.25%27.63%21.38%28.40%-2.16%14.25%-28.70%24.65%

Correlation

The correlation between HRTG and CBT is 0.08, 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

0.08

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

0.20

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since May 27, 2014

0.25

The correlation between HRTG and CBT shifts across timeframes, from 0.08 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

HRTG:

$6.53

CBT:

$5.83

PE Ratio

HRTG:

3.20

CBT:

14.63

PEG Ratio

HRTG:

0.02

CBT:

0.79

PS Ratio

HRTG:

0.76

CBT:

1.26

Total Revenue (TTM)

HRTG:

$848.47M

CBT:

$3.61B

Gross Profit (TTM)

HRTG:

$333.64M

CBT:

$916.00M

EBITDA (TTM)

HRTG:

$285.21M

CBT:

$773.00M

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Return for Risk

HRTG vs. CBT — Risk / Return Rank

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

HRTG
HRTG Risk / Return Rank: 2626
Overall Rank
HRTG Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HRTG Sortino Ratio Rank: 3030
Sortino Ratio Rank
HRTG Omega Ratio Rank: 3030
Omega Ratio Rank
HRTG Calmar Ratio Rank: 2424
Calmar Ratio Rank
HRTG Martin Ratio Rank: 1818
Martin Ratio Rank

CBT
CBT Risk / Return Rank: 5454
Overall Rank
CBT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CBT Sortino Ratio Rank: 5454
Sortino Ratio Rank
CBT Omega Ratio Rank: 5151
Omega Ratio Rank
CBT Calmar Ratio Rank: 5353
Calmar Ratio Rank
CBT Martin Ratio Rank: 5555
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. CBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heritage Insurance Holdings, Inc. (HRTG) and Cabot Corporation (CBT). 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.


HRTGCBTDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.50

-0.77

Sortino ratio

Return per unit of downside risk

0.00

1.01

-1.01

Omega ratio

Gain probability vs. loss probability

1.00

1.12

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.46

0.56

-1.02

Martin ratio

Return relative to average drawdown

-1.07

1.33

-2.40

HRTG vs. CBT - Sharpe Ratio Comparison

The current HRTG Sharpe Ratio is -0.27, which is lower than the CBT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of HRTG and CBT, 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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Sharpe Ratios by Period


HRTGCBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.50

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.24

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.25

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.22

-0.10

Drawdowns

HRTG vs. CBT - Drawdown Comparison

The maximum HRTG drawdown since its inception was -94.36%, which is greater than CBT's maximum drawdown of -82.87%. Use the drawdown chart below to compare losses from any high point for HRTG and CBT.


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Drawdown Indicators


HRTGCBTDifference

Max Drawdown

Largest peak-to-trough decline

-94.36%

-82.87%

-11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-32.95%

-28.82%

-4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-43.90%

-48.78%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-84.89%

-48.78%

-36.11%

Max Drawdown (10Y)

Largest decline over 10 years

-92.21%

-67.20%

-25.01%

Current Drawdown

Current decline from peak

-32.95%

-24.23%

-8.72%

Average Drawdown

Average peak-to-trough decline

-46.56%

-20.82%

-25.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.24%

12.03%

+2.21%

Volatility

HRTG vs. CBT - Volatility Comparison

Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 24.24% compared to Cabot Corporation (CBT) at 12.07%. This indicates that HRTG's price experiences larger fluctuations and is considered to be riskier than CBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRTGCBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.24%

12.07%

+12.17%

Volatility (6M)

Calculated over the trailing 6-month period

37.86%

22.35%

+15.51%

Volatility (1Y)

Calculated over the trailing 1-year period

57.28%

31.96%

+25.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.34%

33.55%

+37.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.92%

35.33%

+22.59%

Dividends

HRTG vs. CBT - Dividend Comparison

HRTG has not paid dividends to shareholders, while CBT's dividend yield for the trailing twelve months is around 2.14%.


PositionTTM20252024202320222021202020192018201720162015
CBT
Cabot Corporation
2.14%2.69%1.85%1.88%2.21%2.53%3.12%2.90%3.04%2.02%2.22%2.15%
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. CBT - Financials Comparison

This section allows you to compare key financial metrics between Heritage Insurance Holdings, Inc. and Cabot Corporation. 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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
212.66M
849.00M
(HRTG) Total Revenue
(CBT) Total Revenue
Values in USD except per share items

HRTG vs. CBT - Profitability Comparison

The chart below illustrates the profitability comparison between Heritage Insurance Holdings, Inc. and Cabot Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
24.9%
Portfolio components
HRTG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Heritage Insurance Holdings, Inc. reported a gross profit of 0.00 and revenue of 212.66M. Therefore, the gross margin over that period was 0.0%.

CBT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cabot Corporation reported a gross profit of 211.00M and revenue of 849.00M. Therefore, the gross margin over that period was 24.9%.

HRTG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Heritage Insurance Holdings, Inc. reported an operating income of 50.82M and revenue of 212.66M, resulting in an operating margin of 23.9%.

CBT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cabot Corporation reported an operating income of 129.00M and revenue of 849.00M, resulting in an operating margin of 15.2%.

HRTG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Heritage Insurance Holdings, Inc. reported a net income of 36.48M and revenue of 212.66M, resulting in a net margin of 17.2%.

CBT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cabot Corporation reported a net income of 73.00M and revenue of 849.00M, resulting in a net margin of 8.6%.


Frequently Asked Questions


HRTG and CBT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HRTG has higher volatility (24.24%) compared to CBT (12.07%). In terms of maximum drawdown, HRTG dropped -94.36% vs CBT's -82.87%.

CBT currently has the higher Sharpe Ratio (0.50 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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