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HUW.L vs. LRE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HUW.L vs. LRE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Helios Underwriting plc (HUW.L) and Lancashire Holdings Ltd (LRE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUW.L achieves a 13.85% return, which is significantly higher than LRE.L's 11.38% return. Over the past 10 years, HUW.L has underperformed LRE.L with an annualized return of 4.93%, while LRE.L has yielded a comparatively higher 7.78% annualized return.


HUW.L

1D
0.00%
1M
6.92%
6M
14.41%
YTD
13.85%
1Y
8.08%
3Y*
16.15%
5Y*
10.69%
10Y*
4.93%
ALL TIME*
5.72%

LRE.L

1D
0.61%
1M
3.13%
6M
14.41%
YTD
11.38%
1Y
26.16%
3Y*
20.84%
5Y*
11.88%
10Y*
7.78%
ALL TIME*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUW.L vs. LRE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HUW.L
Helios Underwriting plc
13.85%-20.71%82.09%-5.50%-1.03%24.64%2.99%0.36%-0.52%-9.66%
LRE.L
Lancashire Holdings Ltd
11.38%13.55%24.24%4.16%26.44%-25.59%-3.95%28.91%-7.73%-0.40%

Correlation

The correlation between HUW.L and LRE.L is -0.05, 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

-0.05

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

0.05

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2007

0.01

Fundamentals

Market Cap

HUW.L:

£153.38M

LRE.L:

£1.60B

Total Revenue (TTM)

HUW.L:

£42.03M

LRE.L:

$1.53B

Gross Profit (TTM)

HUW.L:

£42.03M

LRE.L:

$1.53B

EBITDA (TTM)

HUW.L:

£28.45M

LRE.L:

$0.00

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Helios Underwriting plc

Lancashire Holdings Ltd

Often compared with LRE.L:
LRE.L vs. BEZ.L

Return for Risk

HUW.L vs. LRE.L — Risk / Return Rank

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

HUW.L
HUW.L Risk / Return Rank: 5656
Overall Rank
HUW.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HUW.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
HUW.L Omega Ratio Rank: 5656
Omega Ratio Rank
HUW.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
HUW.L Martin Ratio Rank: 5757
Martin Ratio Rank

LRE.L
LRE.L Risk / Return Rank: 7878
Overall Rank
LRE.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LRE.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LRE.L Omega Ratio Rank: 7676
Omega Ratio Rank
LRE.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
LRE.L Martin Ratio Rank: 8080
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.

HUW.L vs. LRE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helios Underwriting plc (HUW.L) and Lancashire Holdings Ltd (LRE.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.

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.


HUW.LLRE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.11

1.23

-0.11

Calmar ratioReturn relative to maximum drawdown

0.56

2.11

-1.55

Martin ratioReturn relative to average drawdown

1.01

5.02

-4.01

HUW.L vs. LRE.L - Sharpe Ratio Comparison

The current HUW.L Sharpe Ratio is 0.34, which is lower than the LRE.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of HUW.L and LRE.L, 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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Drawdowns

HUW.L vs. LRE.L - Drawdown Comparison

The maximum HUW.L drawdown since its inception was -55.61%, roughly equal to the maximum LRE.L drawdown of -58.38%. Use the drawdown chart below to compare losses from any high point for HUW.L and LRE.L.


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Drawdown Indicators


HUW.LLRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.61%

-58.38%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-12.33%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-31.99%

-20.41%

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-48.41%

+8.99%

Max Drawdown (10Y)

Largest decline over 10 years

-49.34%

-58.38%

+9.04%

Current Drawdown

Current decline from peak

-10.05%

0.00%

-10.05%

Average Drawdown

Average peak-to-trough decline

-18.91%

-12.96%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.98%

5.20%

+2.78%

Volatility

HUW.L vs. LRE.L - Volatility Comparison

Helios Underwriting plc (HUW.L) has a higher volatility of 3.77% compared to Lancashire Holdings Ltd (LRE.L) at 3.44%. This indicates that HUW.L's price experiences larger fluctuations and is considered to be riskier than LRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUW.LLRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.44%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

16.39%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

21.99%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

29.01%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.01%

27.86%

+0.15%

Dividends

HUW.L vs. LRE.L - Dividend Comparison

HUW.L's dividend yield for the trailing twelve months is around 4.46%, less than LRE.L's 16.90% yield.


PositionTTM20252024202320222021202020192018201720162015
HUW.L
Helios Underwriting plc
4.46%4.85%1.64%1.46%1.36%1.33%0.00%0.84%1.12%2.18%0.73%0.77%
LRE.L
Lancashire Holdings Ltd
16.90%14.82%15.62%8.35%1.90%2.03%1.65%1.43%3.89%1.39%8.14%10.54%

Financials

HUW.L vs. LRE.L - Financials Comparison

This section allows you to compare key financial metrics between Helios Underwriting plc and Lancashire Holdings Ltd. 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


-100.00M0.00100.00M200.00M300.00M400.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
716.00K
391.75M
(HUW.L) Total Revenue
(LRE.L) Total Revenue
Please note, different currencies. HUW.L values in GBP, LRE.L values in USD

Frequently Asked Questions


HUW.L and LRE.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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