LNW vs. HCI

Last updated Apr 1, 2026

Compare and contrast key facts about Light & Wonder Inc (LNW) and HCI Group, Inc. (HCI).

Performance

LNW vs. HCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Light & Wonder Inc (LNW) and HCI Group, Inc. (HCI). The values are adjusted to include any dividend payments, if applicable.

LNW vs. HCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LNW Light & Wonder Inc	0.00%	-0.19%	5.20%	40.12%	-12.31%	61.07%	54.93%	49.78%	-65.15%	266.43%
HCI HCI Group, Inc.	-19.14%	66.27%	35.46%	126.76%	-51.20%	62.74%	18.45%	-6.80%	75.98%	-21.53%

Fundamentals

EPS LNW : $5.32 HCI : $36.02
PE Ratio LNW : 16.21 HCI : 4.29
PEG Ratio LNW : 0.07 HCI : 0.00
PS Ratio LNW : 2.22 HCI : 1.47
Total Revenue (TTM) LNW : $3.31B HCI : $901.66M
Gross Profit (TTM) LNW : $2.93B HCI : $376.02M
EBITDA (TTM) LNW : $1.13B HCI : $302.36M

Returns By Period

Over the past 10 years, LNW has outperformed HCI with an annualized return of 24.97%, while HCI has yielded a comparatively lower 19.93% annualized return.

LNW

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 2.72%
• 1Y: -0.45%
• 3Y*: 12.81%
• 5Y*: 16.55%
• 10Y*: 24.97%

HCI

• 1D: -0.39%
• 1M: -12.36%
• YTD: -19.14%
• 6M: -19.05%
• 1Y: 4.64%
• 3Y*: 44.65%
• 5Y*: 16.66%
• 10Y*: 19.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LNW vs. HCI — Risk / Return Rank

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

LNW

LNW Risk / Return Rank: 40
LNW Sharpe Ratio Rank: 40
LNW Sortino Ratio Rank: 37
LNW Omega Ratio Rank: 39
LNW Calmar Ratio Rank: 41
LNW Martin Ratio Rank: 41

HCI

HCI Risk / Return Rank: 44
HCI Sharpe Ratio Rank: 47
HCI Sortino Ratio Rank: 41
HCI Omega Ratio Rank: 40
HCI Calmar Ratio Rank: 45
HCI Martin Ratio Rank: 45

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.

LNW vs. HCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Light & Wonder Inc (LNW) and HCI Group, Inc. (HCI). 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.

	LNW	HCI	Difference
Sharpe ratio Return per unit of total volatility	-0.01	0.14	-0.15
Sortino ratio Return per unit of downside risk	0.30	0.44	-0.14
Omega ratio Gain probability vs. loss probability	1.05	1.05	0.00
Calmar ratio Return relative to maximum drawdown	-0.01	0.14	-0.15
Martin ratio Return relative to average drawdown	-0.01	0.29	-0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LNW vs. HCI - Sharpe Ratio Comparison

The current LNW Sharpe Ratio is -0.01, which is lower than the HCI Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of LNW and HCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LNW	HCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	0.14	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.39	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.48	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.55	-0.40

Correlation

The correlation between LNW and HCI is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LNW vs. HCI - Dividend Comparison

LNW has not paid dividends to shareholders, while HCI's dividend yield for the trailing twelve months is around 1.03%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LNW Light & Wonder 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%
HCI HCI Group, Inc.	1.03%	0.83%	1.37%	1.83%	4.04%	1.92%	3.06%	3.50%	2.90%	4.68%	3.04%	3.44%

Drawdowns

LNW vs. HCI - Drawdown Comparison

The maximum LNW drawdown since its inception was -96.51%, which is greater than HCI's maximum drawdown of -78.79%. Use the drawdown chart below to compare losses from any high point for LNW and HCI.

Drawdown Indicators

	LNW	HCI	Difference
Max Drawdown Largest peak-to-trough decline	-96.51%	-78.79%	-17.72%
Max Drawdown (1Y) Largest decline over 1 year	-29.37%	-26.73%	-2.64%
Max Drawdown (5Y) Largest decline over 5 years	-53.82%	-78.79%	+24.97%
Max Drawdown (10Y) Largest decline over 10 years	-93.41%	-78.79%	-14.62%
Current Drawdown Current decline from peak	-23.48%	-24.72%	+1.24%
Average Drawdown Average peak-to-trough decline	-53.30%	-20.51%	-32.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.26%	13.21%	+7.05%

Volatility

LNW vs. HCI - Volatility Comparison

The current volatility for Light & Wonder Inc (LNW) is 0.00%, while HCI Group, Inc. (HCI) has a volatility of 7.93%. This indicates that LNW experiences smaller price fluctuations and is considered to be less risky than HCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LNW	HCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	7.93%	-7.93%
Volatility (6M) Calculated over the trailing 6-month period	27.08%	24.82%	+2.26%
Volatility (1Y) Calculated over the trailing 1-year period	45.84%	33.93%	+11.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.18%	43.09%	+1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.76%	41.68%	+20.08%

Financials