HSX.L vs. HIG
Compare and contrast key facts about Hiscox Ltd (HSX.L) and The Hartford Financial Services Group, Inc. (HIG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSX.L or HIG.
Key characteristics
| HSX.L | HIG | |
|---|---|---|
| YTD Return | 3.82% | 48.42% |
| 1Y Return | 11.20% | 62.28% |
| 3Y Return (Ann) | 12.06% | 20.65% |
| 5Y Return (Ann) | -0.16% | 16.62% |
| 10Y Return (Ann) | 6.31% | 13.90% |
| Sharpe Ratio | 0.38 | 3.22 |
| Sortino Ratio | 0.81 | 3.87 |
| Omega Ratio | 1.10 | 1.62 |
| Calmar Ratio | 0.25 | 6.37 |
| Martin Ratio | 1.55 | 23.08 |
| Ulcer Index | 5.93% | 2.76% |
| Daily Std Dev | 24.03% | 19.80% |
| Max Drawdown | -71.26% | -96.25% |
| Current Drawdown | -29.68% | -3.78% |
Fundamentals
| HSX.L | HIG | |
|---|---|---|
| Market Cap | £3.60B | $34.12B |
| EPS | £1.57 | $9.96 |
| PE Ratio | 6.75 | 11.82 |
| PEG Ratio | -3.00 | 1.41 |
| Total Revenue (TTM) | £2.75B | $26.02B |
| Gross Profit (TTM) | £2.75B | $22.13B |
| EBITDA (TTM) | £42.80M | $771.00M |
Correlation
The correlation between HSX.L and HIG is 0.14, 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
HSX.L vs. HIG - Performance Comparison
In the year-to-date period, HSX.L achieves a 3.82% return, which is significantly lower than HIG's 48.42% return. Over the past 10 years, HSX.L has underperformed HIG with an annualized return of 6.31%, while HIG has yielded a comparatively higher 13.90% 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. HIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hiscox Ltd (HSX.L) and The Hartford Financial Services Group, Inc. (HIG). 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. HIG - Dividend Comparison
HSX.L's dividend yield for the trailing twelve months is around 3.60%, more than HIG's 1.60% 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% |
HIG The Hartford Financial Services Group, Inc. | 1.60% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
Drawdowns
HSX.L vs. HIG - Drawdown Comparison
The maximum HSX.L drawdown since its inception was -71.26%, smaller than the maximum HIG drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for HSX.L and HIG. For additional features, visit the drawdowns tool.
Volatility
HSX.L vs. HIG - Volatility Comparison
The current volatility for Hiscox Ltd (HSX.L) is 5.99%, while The Hartford Financial Services Group, Inc. (HIG) has a volatility of 9.79%. This indicates that HSX.L experiences smaller price fluctuations and is considered to be less risky than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HSX.L vs. HIG - Financials Comparison
This section allows you to compare key financial metrics between Hiscox Ltd and The Hartford Financial Services Group, Inc.. 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