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.
Key characteristics
| HRTG | ITOT | |
|---|---|---|
| YTD Return | 77.76% | 25.22% |
| 1Y Return | 53.92% | 34.05% |
| 3Y Return (Ann) | 21.86% | 8.46% |
| 5Y Return (Ann) | -2.08% | 14.94% |
| 10Y Return (Ann) | -2.20% | 12.88% |
| Sharpe Ratio | 0.74 | 2.76 |
| Sortino Ratio | 1.52 | 3.68 |
| Omega Ratio | 1.21 | 1.51 |
| Calmar Ratio | 0.79 | 4.05 |
| Martin Ratio | 2.25 | 17.65 |
| Ulcer Index | 26.60% | 1.95% |
| Daily Std Dev | 80.78% | 12.49% |
| Max Drawdown | -94.36% | -55.21% |
| Current Drawdown | -50.50% | -1.20% |
Correlation
The correlation between HRTG and ITOT is 0.30, 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. ITOT - Performance Comparison
In the year-to-date period, HRTG achieves a 77.76% return, which is significantly higher than ITOT's 25.22% return. Over the past 10 years, HRTG has underperformed ITOT with an annualized return of -2.20%, while ITOT has yielded a comparatively higher 12.88% 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. 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.
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 1.21%.
| 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.21% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
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 -55.21%. Use the drawdown chart below to compare losses from any high point for HRTG and ITOT. For additional features, visit the drawdowns tool.
Volatility
HRTG vs. ITOT - Volatility Comparison
Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 24.19% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.02%. 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.