HUW.L vs. LRE.L
HUW.L (Helios Underwriting plc) and LRE.L (Lancashire Holdings Ltd) are both stocks. Both are in the Financial Services sector — HUW.L in Insurance - Property & Casualty, LRE.L in Insurance - Specialty. Over the past 10 years, HUW.L returned 4.93%/yr vs 7.78%/yr for LRE.L. At a 0.01 correlation, their price movements are largely independent.
Performance
HUW.L vs. LRE.L - Performance Comparison
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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%
HUW.L vs. LRE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
HUW.L:
£153.38M
LRE.L:
£1.60B
HUW.L:
£42.03M
LRE.L:
$1.53B
HUW.L:
£42.03M
LRE.L:
$1.53B
HUW.L:
£28.45M
LRE.L:
$0.00
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Return for Risk
HUW.L vs. LRE.L — Risk / Return Rank
HUW.L
LRE.L
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.L | LRE.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | LRE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.05% | 0.00% | -10.05% |
Average DrawdownAverage peak-to-trough decline | -18.91% | -12.96% | -5.95% |
Ulcer IndexDepth 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.L | LRE.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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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