HRTG vs. VOO
HRTG (Heritage Insurance Holdings, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, HRTG returned 10.64%/yr vs 15.14%/yr for VOO. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
HRTG vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, HRTG achieves a 0.38% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, HRTG has underperformed VOO with an annualized return of 10.64%, while VOO has yielded a comparatively higher 15.14% annualized return.
HRTG
- 1D
- -2.00%
- 1M
- 8.30%
- 6M
- 12.66%
- YTD
- 0.38%
- 1Y
- 39.79%
- 3Y*
- 85.11%
- 5Y*
- 33.17%
- 10Y*
- 10.64%
- ALL TIME*
- 9.26%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.52M | $7.69M | $10.91M | |
| $3.82B | $3.78B | $5.44B |
HRTG vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRTG Heritage Insurance Holdings, Inc. | 0.38% | 141.82% | 85.58% | 262.22% | -68.58% | -40.09% | -21.80% | -8.50% | -17.06% | 16.94% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between HRTG and VOO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 23, 2014 | 0.25 |
The correlation between HRTG and VOO shifts across timeframes, from -0.01 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HRTG vs. VOO — Risk / Return Rank
HRTG
VOO
HRTG vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heritage Insurance Holdings, Inc. (HRTG) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HRTG | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.21 | -1.01 |
| Martin ratioReturn relative to average drawdown | 2.62 | 9.44 | -6.81 |
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Drawdowns
HRTG vs. VOO - Drawdown Comparison
The maximum HRTG drawdown since its inception was -94.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HRTG and VOO.
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Drawdown Indicators
| HRTG | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.36% | -33.99% | -60.37% |
Max Drawdown (1Y)Largest decline over 1 year | -32.95% | -8.90% | -24.05% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -18.69% | -25.21% |
Max Drawdown (5Y)Largest decline over 5 years | -81.56% | -24.52% | -57.04% |
Max Drawdown (10Y)Largest decline over 10 years | -92.21% | -33.99% | -58.22% |
Current DrawdownCurrent decline from peak | -5.68% | -1.38% | -4.30% |
Average DrawdownAverage peak-to-trough decline | -46.17% | -3.67% | -42.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.00% | 2.08% | +12.92% |
Volatility
HRTG vs. VOO - Volatility Comparison
Heritage Insurance Holdings, Inc. (HRTG) has a higher volatility of 11.52% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that HRTG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRTG | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.52% | 3.54% | +7.98% |
Volatility (6M)Calculated over the trailing 6-month period | 38.45% | 10.10% | +28.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.94% | 12.82% | +44.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.51% | 16.93% | +54.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.04% | 18.01% | +40.03% |
Dividends
HRTG vs. VOO - Dividend Comparison
HRTG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
HRTG and VOO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRTG has higher volatility (11.52%) compared to VOO (3.54%). In terms of maximum drawdown, HRTG dropped -94.36% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs 0.69), 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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