HTZ vs. SIG
HTZ (Hertz Global Holdings Inc) and SIG (Signet Jewelers Limited) are both stocks. HTZ operates in Rental & Leasing Services (Industrials), while SIG operates in Luxury Goods (Consumer Cyclical). Over the past 3 years, HTZ returned -31.45%/yr vs 10.83%/yr for SIG. At a 0.36 correlation, their price movements are largely independent.
Performance
HTZ vs. SIG - Performance Comparison
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Returns By Period
In the year-to-date period, HTZ achieves a 0.39% return, which is significantly lower than SIG's 3.74% return.
HTZ
- 1D
- -0.96%
- 1M
- -11.19%
- YTD
- 0.39%
- 6M
- -1.15%
- 1Y
- -16.50%
- 3Y*
- -31.45%
- 5Y*
- —
- 10Y*
- —
SIG
- 1D
- -3.01%
- 1M
- 5.37%
- YTD
- 3.74%
- 6M
- -3.41%
- 1Y
- 15.23%
- 3Y*
- 10.83%
- 5Y*
- 9.12%
- 10Y*
- 1.75%
HTZ vs. SIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HTZ Hertz Global Holdings Inc | 0.39% | 40.44% | -64.77% | -32.49% | -38.42% | -7.41% |
SIG Signet Jewelers Limited | 3.74% | 4.46% | -23.85% | 59.64% | -20.96% | 9.59% |
Correlation
The correlation between HTZ and SIG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021 | 0.36 |
Fundamentals
HTZ:
$1.62B
SIG:
$3.45B
HTZ:
-$1.95
SIG:
$7.11
HTZ:
0.19
SIG:
0.51
HTZ:
$8.70B
SIG:
$6.83B
HTZ:
$1.18B
SIG:
$2.66B
HTZ:
$1.86B
SIG:
$601.70M
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Return for Risk
HTZ vs. SIG — Risk / Return Rank
HTZ
SIG
HTZ vs. SIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hertz Global Holdings Inc (HTZ) and Signet Jewelers Limited (SIG). 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.
| HTZ | SIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.09 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.51 | -0.84 |
| Martin ratioReturn relative to average drawdown | -0.55 | 1.22 | -1.77 |
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
| HTZ | SIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.33 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | 0.14 | -0.50 |
Drawdowns
HTZ vs. SIG - Drawdown Comparison
The maximum HTZ drawdown since its inception was -92.38%, roughly equal to the maximum SIG drawdown of -95.53%. Use the drawdown chart below to compare losses from any high point for HTZ and SIG.
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Drawdown Indicators
| HTZ | SIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.38% | -95.53% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -51.19% | -29.73% | -21.46% |
Max Drawdown (3Y)Largest decline over 3 years | -86.27% | -57.12% | -29.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.23% | — |
Current DrawdownCurrent decline from peak | -85.00% | -30.24% | -54.76% |
Average DrawdownAverage peak-to-trough decline | -64.87% | -31.47% | -33.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.07% | 12.53% | +17.54% |
Volatility
HTZ vs. SIG - Volatility Comparison
Hertz Global Holdings Inc (HTZ) has a higher volatility of 18.42% compared to Signet Jewelers Limited (SIG) at 15.03%. This indicates that HTZ's price experiences larger fluctuations and is considered to be riskier than SIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HTZ | SIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.42% | 15.03% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 50.45% | 35.93% | +14.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.03% | 47.85% | +30.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.46% | 53.46% | +25.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.46% | 65.28% | +13.18% |
Dividends
HTZ vs. SIG - Dividend Comparison
HTZ has not paid dividends to shareholders, while SIG's dividend yield for the trailing twelve months is around 1.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTZ Hertz Global Holdings Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIG Signet Jewelers Limited | 1.53% | 1.51% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% |
Financials
HTZ vs. SIG - Financials Comparison
This section allows you to compare key financial metrics between Hertz Global Holdings Inc and Signet Jewelers Limited. 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
HTZ vs. SIG - Profitability Comparison
HTZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hertz Global Holdings Inc reported a gross profit of 179.00M and revenue of 2.00B. Therefore, the gross margin over that period was 8.9%.
SIG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a gross profit of 556.50M and revenue of 1.55B. Therefore, the gross margin over that period was 35.8%.
HTZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hertz Global Holdings Inc reported an operating income of -57.00M and revenue of 2.00B, resulting in an operating margin of -2.8%.
SIG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported an operating income of 36.90M and revenue of 1.55B, resulting in an operating margin of 2.4%.
HTZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hertz Global Holdings Inc reported a net income of -333.00M and revenue of 2.00B, resulting in a net margin of -16.6%.
SIG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a net income of 31.70M and revenue of 1.55B, resulting in a net margin of 2.0%.
Frequently Asked Questions
HTZ and SIG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HTZ has higher volatility (18.42%) compared to SIG (15.03%). In terms of maximum drawdown, HTZ dropped -92.38% vs SIG's -95.53%.
SIG currently has the higher Sharpe Ratio (0.33 vs -0.21), 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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