HVRRY vs. COST
HVRRY (Hannover Re) and COST (Costco Wholesale Corporation) are both stocks. HVRRY operates in Insurance - Reinsurance (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, HVRRY returned 13.10%/yr vs 21.90%/yr for COST. At a 0.21 correlation, their price movements are largely independent.
Performance
HVRRY vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, HVRRY achieves a -9.43% return, which is significantly lower than COST's 10.63% return. Over the past 10 years, HVRRY has underperformed COST with an annualized return of 13.10%, while COST has yielded a comparatively higher 21.90% annualized return.
HVRRY
- 1D
- 1.38%
- 1M
- -3.70%
- YTD
- -9.43%
- 6M
- -9.91%
- 1Y
- -8.44%
- 3Y*
- 13.24%
- 5Y*
- 14.04%
- 10Y*
- 13.10%
COST
- 1D
- -0.01%
- 1M
- -7.48%
- YTD
- 10.63%
- 6M
- 12.24%
- 1Y
- -2.41%
- 3Y*
- 23.60%
- 5Y*
- 20.70%
- 10Y*
- 21.90%
HVRRY vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HVRRY Hannover Re | -9.43% | 29.30% | 7.59% | 24.53% | 11.05% | 20.35% | -16.15% | 48.63% | 10.97% | 21.66% |
COST Costco Wholesale Corporation | 10.63% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between HVRRY and COST is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.21 |
Fundamentals
HVRRY:
€4.06
COST:
$26.51
HVRRY:
9.67
COST:
35.89
HVRRY:
0.29
COST:
2.81
HVRRY:
1.10
COST:
1.08
HVRRY:
€25.44B
COST:
$293.59B
HVRRY:
€23.95B
COST:
$11.12B
HVRRY:
€9.81B
COST:
$12.48B
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Return for Risk
HVRRY vs. COST — Risk / Return Rank
HVRRY
COST
HVRRY vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hannover Re (HVRRY) and Costco Wholesale Corporation (COST). 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.
| HVRRY | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.99 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.16 | -0.32 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.35 | -0.63 |
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Drawdowns
HVRRY vs. COST - Drawdown Comparison
The maximum HVRRY drawdown since its inception was -62.80%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for HVRRY and COST.
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Drawdown Indicators
| HVRRY | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.80% | -53.39% | -9.41% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -15.14% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -20.74% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.66% | -31.40% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -44.24% | -31.40% | -12.84% |
Current DrawdownCurrent decline from peak | -14.36% | -13.06% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -13.36% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.61% | 6.86% | +1.75% |
Volatility
HVRRY vs. COST - Volatility Comparison
The current volatility for Hannover Re (HVRRY) is 5.15%, while Costco Wholesale Corporation (COST) has a volatility of 6.51%. This indicates that HVRRY experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HVRRY | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 6.51% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.57% | 14.49% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.75% | 18.95% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.14% | 22.73% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 21.98% | +4.11% |
Dividends
HVRRY vs. COST - Dividend Comparison
HVRRY's dividend yield for the trailing twelve months is around 5.43%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
HVRRY Hannover Re | 5.43% | 3.19% | 3.10% | 2.75% | 3.15% | 2.92% | 2.75% | 2.19% | 3.27% | 4.55% | 8.64% | 1.19% |
Financials
HVRRY vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Hannover Re and Costco Wholesale 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.
Total Revenue: Total amount of money received from sales and other business activities
HVRRY vs. COST - Profitability Comparison
HVRRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a gross profit of 7.31B and revenue of 7.31B. Therefore, the gross margin over that period was 100.0%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
HVRRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported an operating income of 965.32M and revenue of 7.31B, resulting in an operating margin of 13.2%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
HVRRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a net income of 722.29M and revenue of 7.31B, resulting in a net margin of 9.9%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
HVRRY and COST have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.51%) compared to HVRRY (5.15%). In terms of maximum drawdown, HVRRY dropped -62.80% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.13 vs -0.39), 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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