HRTG vs. ITOT
HRTG (Heritage Insurance Holdings, Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, HRTG returned 6.09%/yr vs 15.01%/yr for ITOT. At a 0.28 correlation, their price movements are largely independent.
Performance
HRTG vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, HRTG achieves a -28.64% return, which is significantly lower than ITOT's 11.25% return. Over the past 10 years, HRTG has underperformed ITOT with an annualized return of 6.09%, while ITOT has yielded a comparatively higher 15.01% 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%
ITOT
- 1D
- -0.73%
- 1M
- 5.01%
- YTD
- 11.25%
- 6M
- 11.12%
- 1Y
- 28.12%
- 3Y*
- 22.09%
- 5Y*
- 12.69%
- 10Y*
- 15.01%
HRTG vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.25% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between HRTG and ITOT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 27, 2014 | 0.28 |
The correlation between HRTG and ITOT shifts across timeframes, from 0.12 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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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 | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 3.17 | -3.64 |
| Martin ratioReturn relative to average drawdown | -1.07 | 14.57 | -15.64 |
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 | -0.27 | 2.32 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.74 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.82 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.57 | -0.46 |
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 | -32.95% | -8.90% | -24.05% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -19.44% | -24.46% |
Max Drawdown (5Y)Largest decline over 5 years | -84.89% | -25.36% | -59.53% |
Max Drawdown (10Y)Largest decline over 10 years | -92.21% | -35.00% | -57.21% |
Current DrawdownCurrent decline from peak | -32.95% | -0.73% | -32.22% |
Average DrawdownAverage peak-to-trough decline | -46.56% | -6.97% | -39.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.24% | 1.94% | +12.30% |
Volatility
HRTG vs. ITOT - Volatility Comparison
Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 24.24% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. 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 | 24.24% | 2.99% | +21.25% |
Volatility (6M)Calculated over the trailing 6-month period | 37.86% | 9.13% | +28.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.28% | 12.20% | +45.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.34% | 17.36% | +53.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.92% | 18.26% | +39.66% |
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 0.98%.
| Position | 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 | 0.98% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
HRTG and ITOT have a correlation of 0.12, 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 ITOT (2.99%). In terms of maximum drawdown, HRTG dropped -94.36% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (2.32 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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