PortfoliosLab logoPortfoliosLab logo
III.L vs. HRTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

III.L vs. HRTG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 3I Group plc (III.L) and Heritage Insurance Holdings, Inc. (HRTG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

III.L is traded in GBp, while HRTG is traded in USD. To make them comparable, the HRTG values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, III.L achieves a -29.24% return, which is significantly lower than HRTG's -22.88% return. Over the past 10 years, III.L has outperformed HRTG with an annualized return of 19.84%, while HRTG has yielded a comparatively lower 8.05% annualized return.


III.L

1D
3.78%
1M
-4.63%
YTD
-29.24%
6M
-26.18%
1Y
-43.66%
3Y*
7.01%
5Y*
16.34%
10Y*
19.84%

HRTG

1D
0.67%
1M
2.85%
YTD
-22.88%
6M
-22.99%
1Y
-4.50%
3Y*
67.55%
5Y*
23.27%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

III.L vs. HRTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
III.L
3I Group plc
-29.24%-6.44%50.11%85.46%-3.46%28.99%9.36%47.12%-11.76%33.70%
HRTG
Heritage Insurance Holdings, Inc.
-22.88%124.59%88.82%244.12%-64.84%-39.53%-24.10%-11.98%-12.14%6.83%

Correlation

The correlation between III.L and HRTG 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

0.06

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

0.09

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

0.12

Correlation (All Time)
Calculated using the full available price history since May 23, 2014

0.11

Fundamentals

Market Cap

III.L:

£23.50B

HRTG:

$690.12M

EPS

III.L:

£10.41

HRTG:

$6.53

PE Ratio

III.L:

2.22

HRTG:

3.44

PEG Ratio

III.L:

0.27

HRTG:

0.02

PS Ratio

III.L:

10.82

HRTG:

0.82

PB Ratio

III.L:

0.76

HRTG:

1.33

Total Revenue (TTM)

III.L:

£2.12B

HRTG:

$848.47M

Gross Profit (TTM)

III.L:

£5.57B

HRTG:

$333.64M

EBITDA (TTM)

III.L:

£9.82B

HRTG:

$285.21M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

III.L vs. HRTG — Risk / Return Rank

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

III.L
III.L Risk / Return Rank: 77
Overall Rank
III.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
III.L Sortino Ratio Rank: 88
Sortino Ratio Rank
III.L Omega Ratio Rank: 66
Omega Ratio Rank
III.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
III.L Martin Ratio Rank: 44
Martin Ratio Rank

HRTG
HRTG Risk / Return Rank: 3838
Overall Rank
HRTG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HRTG Sortino Ratio Rank: 3838
Sortino Ratio Rank
HRTG Omega Ratio Rank: 3838
Omega Ratio Rank
HRTG Calmar Ratio Rank: 3737
Calmar Ratio Rank
HRTG Martin Ratio Rank: 3636
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.

III.L vs. HRTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3I Group plc (III.L) and Heritage Insurance Holdings, Inc. (HRTG). 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.


III.LHRTGDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

0.80

1.04

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.13

-0.69

Martin ratioReturn relative to average drawdown

-1.63

-0.29

-1.34

III.L vs. HRTG - Sharpe Ratio Comparison

The current III.L Sharpe Ratio is -1.00, which is lower than the HRTG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of III.L and HRTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

III.L vs. HRTG - Drawdown Comparison

The maximum III.L drawdown since its inception was -84.90%, smaller than the maximum HRTG drawdown of -92.37%. Use the drawdown chart below to compare losses from any high point for III.L and HRTG.


Loading charts...

Drawdown Indicators


III.LHRTGDifference

Max Drawdown

Largest peak-to-trough decline

-84.90%

-92.37%

+7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-52.78%

-34.18%

-18.60%

Max Drawdown (3Y)

Largest decline over 3 years

-52.78%

-44.29%

-8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-52.78%

-81.68%

+28.90%

Max Drawdown (10Y)

Largest decline over 10 years

-52.78%

-90.84%

+38.06%

Current Drawdown

Current decline from peak

-47.63%

-29.15%

-18.48%

Average Drawdown

Average peak-to-trough decline

-23.08%

-40.03%

+16.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.82%

15.55%

+11.27%

Volatility

III.L vs. HRTG - Volatility Comparison

3I Group plc (III.L) has a higher volatility of 19.01% compared to Heritage Insurance Holdings, Inc. (HRTG) at 10.55%. This indicates that III.L's price experiences larger fluctuations and is considered to be riskier than HRTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


III.LHRTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.01%

10.55%

+8.46%

Volatility (6M)

Calculated over the trailing 6-month period

37.16%

38.54%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

43.35%

57.44%

-14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.78%

70.81%

-40.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.35%

57.93%

-27.58%

Dividends

III.L vs. HRTG - Dividend Comparison

III.L's dividend yield for the trailing twelve months is around 3.42%, while HRTG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HRTG
Heritage Insurance Holdings, Inc.
0.00%0.00%0.00%0.00%6.67%4.08%2.37%1.81%1.63%1.33%1.47%0.23%
III.L
3I Group plc
3.42%2.42%1.82%2.32%3.76%2.78%3.02%3.42%4.78%2.90%3.41%2.37%

Financials

III.L vs. HRTG - Financials Comparison

This section allows you to compare key financial metrics between 3I Group plc and Heritage Insurance Holdings, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
236.00M
212.66M
(III.L) Total Revenue
(HRTG) Total Revenue
Please note, different currencies. III.L values in GBP, HRTG values in USD

Frequently Asked Questions


III.L and HRTG 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.

Portfolio Optimizer

Find the right allocation for III.L and HRTG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer