HRTG vs. FICO
Compare and contrast key facts about Heritage Insurance Holdings, Inc. (HRTG) and Fair Isaac Corporation (FICO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRTG or FICO.
Key characteristics
| HRTG | FICO | |
|---|---|---|
| YTD Return | 77.76% | 99.58% |
| 1Y Return | 53.92% | 127.55% |
| 3Y Return (Ann) | 21.86% | 81.46% |
| 5Y Return (Ann) | -2.08% | 46.31% |
| 10Y Return (Ann) | -2.20% | 41.76% |
| Sharpe Ratio | 0.74 | 4.20 |
| Sortino Ratio | 1.52 | 4.38 |
| Omega Ratio | 1.21 | 1.64 |
| Calmar Ratio | 0.79 | 7.52 |
| Martin Ratio | 2.25 | 25.19 |
| Ulcer Index | 26.60% | 5.01% |
| Daily Std Dev | 80.78% | 30.02% |
| Max Drawdown | -94.36% | -79.26% |
| Current Drawdown | -50.50% | -1.14% |
Fundamentals
| HRTG | FICO | |
|---|---|---|
| Market Cap | $362.99M | $57.17B |
| EPS | $1.96 | $20.45 |
| PE Ratio | 6.04 | 114.82 |
| PEG Ratio | 0.00 | 2.22 |
| Total Revenue (TTM) | $795.92M | $1.72B |
| Gross Profit (TTM) | $793.69M | $1.37B |
| EBITDA (TTM) | $1.65M | $747.03M |
Correlation
The correlation between HRTG and FICO is 0.21, 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.
Performance
HRTG vs. FICO - Performance Comparison
In the year-to-date period, HRTG achieves a 77.76% return, which is significantly lower than FICO's 99.58% return. Over the past 10 years, HRTG has underperformed FICO with an annualized return of -2.20%, while FICO has yielded a comparatively higher 41.76% annualized return. 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
HRTG vs. FICO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Heritage Insurance Holdings, Inc. (HRTG) and Fair Isaac Corporation (FICO). 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
HRTG vs. FICO - Dividend Comparison
Neither HRTG nor FICO has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRTG Heritage Insurance Holdings, Inc. | 0.00% | 0.00% | 6.67% | 4.08% | 2.37% | 1.81% | 1.63% | 1.33% | 1.47% | 0.23% | 0.00% | 0.00% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
Drawdowns
HRTG vs. FICO - Drawdown Comparison
The maximum HRTG drawdown since its inception was -94.36%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for HRTG and FICO. For additional features, visit the drawdowns tool.
Volatility
HRTG vs. FICO - Volatility Comparison
Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 24.19% compared to Fair Isaac Corporation (FICO) at 9.98%. This indicates that HRTG's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HRTG vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between Heritage Insurance Holdings, Inc. and Fair Isaac 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.
Total Revenue: Total amount of money received from sales and other business activities