HRTG vs. ITOT
Compare and contrast key facts about Heritage Insurance Holdings, Inc. (HRTG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
HRTG vs. ITOT - Performance Comparison
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HRTG vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRTG Heritage Insurance Holdings, Inc. | -10.29% | 141.82% | 85.58% | 262.22% | -68.58% | -40.09% | -21.80% | -8.50% | -17.06% | 16.94% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -4.00% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, HRTG achieves a -10.29% return, which is significantly lower than ITOT's -4.00% return. Over the past 10 years, HRTG has underperformed ITOT with an annualized return of 6.68%, while ITOT has yielded a comparatively higher 13.57% annualized return.
HRTG
- 1D
- -0.04%
- 1M
- -5.81%
- YTD
- -10.29%
- 6M
- 4.25%
- 1Y
- 82.04%
- 3Y*
- 104.26%
- 5Y*
- 19.88%
- 10Y*
- 6.68%
ITOT
- 1D
- 2.98%
- 1M
- -4.92%
- YTD
- -4.00%
- 6M
- -1.67%
- 1Y
- 18.07%
- 3Y*
- 17.83%
- 5Y*
- 10.46%
- 10Y*
- 13.57%
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Return for Risk
HRTG vs. ITOT — Risk / Return Rank
HRTG
ITOT
HRTG vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heritage Insurance Holdings, Inc. (HRTG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| HRTG | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.97 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.49 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.51 | +1.39 |
Martin ratioReturn relative to average drawdown | 6.18 | 7.22 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HRTG | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.97 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.61 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.75 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.54 | -0.38 |
Correlation
The correlation between HRTG and ITOT is 0.28, 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.
Dividends
HRTG vs. ITOT - Dividend Comparison
HRTG has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.13% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
HRTG vs. ITOT - Drawdown Comparison
The maximum HRTG drawdown since its inception was -94.36%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for HRTG and ITOT.
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Drawdown Indicators
| HRTG | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.36% | -55.20% | -39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -26.90% | -12.34% | -14.56% |
Max Drawdown (5Y)Largest decline over 5 years | -87.55% | -25.36% | -62.19% |
Max Drawdown (10Y)Largest decline over 10 years | -92.21% | -35.00% | -57.21% |
Current DrawdownCurrent decline from peak | -15.70% | -6.18% | -9.52% |
Average DrawdownAverage peak-to-trough decline | -46.99% | -7.02% | -39.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.61% | 2.59% | +10.02% |
Volatility
HRTG vs. ITOT - Volatility Comparison
Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 10.90% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.47%. This indicates that HRTG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRTG | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.90% | 5.47% | +5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 38.33% | 9.76% | +28.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.76% | 18.67% | +42.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.83% | 17.37% | +53.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.62% | 18.25% | +39.37% |