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HSX.L vs. DAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HSX.L vs. DAC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Hiscox Ltd (HSX.L) and Danaos Corporation (DAC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HSX.L is traded in GBp, while DAC is traded in USD. To make them comparable, the DAC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSX.L achieves a 25.29% return, which is significantly lower than DAC's 38.89% return. Over the past 10 years, HSX.L has underperformed DAC with an annualized return of 8.26%, while DAC has yielded a comparatively higher 13.28% annualized return.


HSX.L

1D
-0.62%
1M
13.17%
YTD
25.29%
6M
36.31%
1Y
40.76%
3Y*
17.50%
5Y*
19.77%
10Y*
8.26%

DAC

1D
-0.07%
1M
5.64%
YTD
38.89%
6M
31.59%
1Y
58.73%
3Y*
29.87%
5Y*
21.39%
10Y*
13.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSX.L vs. DAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSX.L
Hiscox Ltd
25.29%35.05%5.32%-0.70%30.49%-12.64%-30.20%-10.27%12.88%47.28%
DAC
Danaos Corporation
38.89%13.53%14.38%40.14%-17.84%259.47%126.59%-15.90%-45.21%-50.01%

Correlation

The correlation between HSX.L and DAC is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.08

The correlation between HSX.L and DAC shifts across timeframes, from -0.02 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HSX.L:

£6.04B

DAC:

$2.34B

EPS

HSX.L:

£3.57

DAC:

$28.34

PE Ratio

HSX.L:

4.91

DAC:

4.53

PS Ratio

HSX.L:

0.70

DAC:

2.26

PB Ratio

HSX.L:

1.53

DAC:

0.60

Total Revenue (TTM)

HSX.L:

£8.71B

DAC:

$1.04B

Gross Profit (TTM)

HSX.L:

£8.71B

DAC:

$705.76M

EBITDA (TTM)

HSX.L:

£489.29M

DAC:

$739.01M

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Return for Risk

HSX.L vs. DAC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HSX.L
HSX.L Risk / Return Rank: 8686
Overall Rank
HSX.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HSX.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HSX.L Omega Ratio Rank: 8484
Omega Ratio Rank
HSX.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
HSX.L Martin Ratio Rank: 8787
Martin Ratio Rank

DAC
DAC Risk / Return Rank: 9191
Overall Rank
DAC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DAC Sortino Ratio Rank: 9393
Sortino Ratio Rank
DAC Omega Ratio Rank: 8989
Omega Ratio Rank
DAC Calmar Ratio Rank: 9090
Calmar Ratio Rank
DAC Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HSX.L vs. DAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hiscox Ltd (HSX.L) and Danaos Corporation (DAC). 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.


HSX.LDACDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

4.42

5.22

-0.80

Martin ratioReturn relative to average drawdown

10.21

16.29

-6.08

HSX.L vs. DAC - Sharpe Ratio Comparison

The current HSX.L Sharpe Ratio is 1.57, which is lower than the DAC Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of HSX.L and DAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HSX.LDACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.84

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.64

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.21

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.04

+0.38

Drawdowns

HSX.L vs. DAC - Drawdown Comparison

The maximum HSX.L drawdown since its inception was -71.26%, smaller than the maximum DAC drawdown of -98.98%. Use the drawdown chart below to compare losses from any high point for HSX.L and DAC.


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Drawdown Indicators


HSX.LDACDifference

Max Drawdown

Largest peak-to-trough decline

-71.26%

-98.98%

+27.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-11.31%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.55%

-28.82%

+9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-46.03%

+26.16%

Max Drawdown (10Y)

Largest decline over 10 years

-62.23%

-95.24%

+33.01%

Current Drawdown

Current decline from peak

-5.70%

-50.18%

+44.48%

Average Drawdown

Average peak-to-trough decline

-21.83%

-78.17%

+56.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.62%

+0.36%

Volatility

HSX.L vs. DAC - Volatility Comparison

Hiscox Ltd (HSX.L) has a higher volatility of 13.49% compared to Danaos Corporation (DAC) at 6.60%. This indicates that HSX.L's price experiences larger fluctuations and is considered to be riskier than DAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSX.LDACDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.49%

6.60%

+6.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.39%

15.71%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

25.78%

20.83%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

33.86%

-8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.45%

64.44%

-34.99%

Dividends

HSX.L vs. DAC - Dividend Comparison

HSX.L's dividend yield for the trailing twelve months is around 2.14%, less than DAC's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
DAC
Danaos Corporation
2.77%3.66%4.06%4.12%5.70%2.01%0.00%0.00%0.00%0.00%0.00%0.00%
HSX.L
Hiscox Ltd
2.14%2.31%2.74%2.79%2.63%0.97%0.00%2.38%1.84%1.95%2.41%2.10%

Financials

HSX.L vs. DAC - Financials Comparison

This section allows you to compare key financial metrics between Hiscox Ltd and Danaos Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202120222023202420252026
3.06B
253.70M
(HSX.L) Total Revenue
(DAC) Total Revenue
Please note, different currencies. HSX.L values in GBp, DAC values in USD

HSX.L vs. DAC - Profitability Comparison

The chart below illustrates the profitability comparison between Hiscox Ltd and Danaos Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%202120222023202420252026
100.0%
59.3%
Portfolio components
HSX.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hiscox Ltd reported a gross profit of 3.06B and revenue of 3.06B. Therefore, the gross margin over that period was 100.0%.

DAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a gross profit of 150.55M and revenue of 253.70M. Therefore, the gross margin over that period was 59.3%.

HSX.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hiscox Ltd reported an operating income of 458.29M and revenue of 3.06B, resulting in an operating margin of 15.0%.

DAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported an operating income of 125.20M and revenue of 253.70M, resulting in an operating margin of 49.4%.

HSX.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hiscox Ltd reported a net income of 378.81M and revenue of 3.06B, resulting in a net margin of 12.4%.

DAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danaos Corporation reported a net income of 140.42M and revenue of 253.70M, resulting in a net margin of 55.4%.


Frequently Asked Questions


HSX.L and DAC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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