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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRTG or ITOT.
Performance
HRTG vs. ITOT - Performance Comparison
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Key characteristics
HRTG:
2.57
ITOT:
0.68
HRTG:
3.08
ITOT:
0.98
HRTG:
1.45
ITOT:
1.14
HRTG:
2.87
ITOT:
0.63
HRTG:
9.50
ITOT:
2.33
HRTG:
22.16%
ITOT:
5.22%
HRTG:
73.87%
ITOT:
20.13%
HRTG:
-94.36%
ITOT:
-55.20%
HRTG:
-5.96%
ITOT:
-4.11%
Returns By Period
In the year-to-date period, HRTG achieves a 102.23% return, which is significantly higher than ITOT's 0.35% return. Over the past 10 years, HRTG has underperformed ITOT with an annualized return of 2.88%, while ITOT has yielded a comparatively higher 12.20% annualized return.
HRTG
102.23%
29.81%
96.86%
187.88%
89.44%
16.00%
2.88%
ITOT
0.35%
5.67%
-2.69%
12.76%
13.66%
15.23%
12.20%
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Risk-Adjusted Performance
HRTG vs. ITOT — Risk-Adjusted Performance Rank
HRTG
ITOT
HRTG vs. ITOT - Risk-Adjusted Performance 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.
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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 1.26%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRTG Heritage Insurance Holdings, Inc. | 0.00% | 0.00% | 0.00% | 6.67% | 4.08% | 2.37% | 1.81% | 1.63% | 1.33% | 1.47% | 0.23% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
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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Volatility
HRTG vs. ITOT - Volatility Comparison
Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 25.99% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.98%. 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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