HSX.L vs. BEZ.L
Compare and contrast key facts about Hiscox Ltd (HSX.L) and Beazley plc (BEZ.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSX.L or BEZ.L.
Key characteristics
| HSX.L | BEZ.L | |
|---|---|---|
| YTD Return | 3.82% | 49.03% |
| 1Y Return | 11.20% | 36.60% |
| 3Y Return (Ann) | 12.06% | 26.45% |
| 5Y Return (Ann) | -0.16% | 9.55% |
| 10Y Return (Ann) | 6.31% | 14.81% |
| Sharpe Ratio | 0.38 | 1.34 |
| Sortino Ratio | 0.81 | 2.13 |
| Omega Ratio | 1.10 | 1.25 |
| Calmar Ratio | 0.25 | 1.47 |
| Martin Ratio | 1.55 | 8.87 |
| Ulcer Index | 5.93% | 4.17% |
| Daily Std Dev | 24.03% | 27.47% |
| Max Drawdown | -71.26% | -52.58% |
| Current Drawdown | -29.68% | -4.99% |
Fundamentals
| HSX.L | BEZ.L | |
|---|---|---|
| Market Cap | £3.60B | £4.83B |
| EPS | £1.57 | £1.50 |
| PE Ratio | 6.75 | 5.08 |
| PEG Ratio | -3.00 | 18.23 |
| Total Revenue (TTM) | £2.75B | £5.76B |
| Gross Profit (TTM) | £2.75B | £5.58B |
| EBITDA (TTM) | £42.80M | -£424.80M |
Correlation
The correlation between HSX.L and BEZ.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HSX.L vs. BEZ.L - Performance Comparison
In the year-to-date period, HSX.L achieves a 3.82% return, which is significantly lower than BEZ.L's 49.03% return. Over the past 10 years, HSX.L has underperformed BEZ.L with an annualized return of 6.31%, while BEZ.L has yielded a comparatively higher 14.81% 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
HSX.L vs. BEZ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hiscox Ltd (HSX.L) and Beazley plc (BEZ.L). 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
HSX.L vs. BEZ.L - Dividend Comparison
HSX.L's dividend yield for the trailing twelve months is around 3.60%, more than BEZ.L's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSX.L Hiscox Ltd | 3.60% | 3.46% | 3.21% | 1.34% | 2.98% | 2.97% | 2.02% | 1.95% | 3.98% | 2.18% | 8.73% | 10.72% |
BEZ.L Beazley plc | 1.86% | 2.59% | 1.90% | 0.00% | 2.25% | 2.14% | 2.24% | 3.87% | 7.35% | 5.45% | 8.72% | 4.16% |
Drawdowns
HSX.L vs. BEZ.L - Drawdown Comparison
The maximum HSX.L drawdown since its inception was -71.26%, which is greater than BEZ.L's maximum drawdown of -52.58%. Use the drawdown chart below to compare losses from any high point for HSX.L and BEZ.L. For additional features, visit the drawdowns tool.
Volatility
HSX.L vs. BEZ.L - Volatility Comparison
Hiscox Ltd (HSX.L) and Beazley plc (BEZ.L) have volatilities of 5.99% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HSX.L vs. BEZ.L - Financials Comparison
This section allows you to compare key financial metrics between Hiscox Ltd and Beazley plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities