LRE.L vs. HUW.L
LRE.L (Lancashire Holdings Ltd) and HUW.L (Helios Underwriting plc) are both stocks. Both are in the Financial Services sector — LRE.L in Insurance - Specialty, HUW.L in Insurance - Property & Casualty. Over the past 10 years, LRE.L returned 7.78%/yr vs 4.93%/yr for HUW.L. At a 0.01 correlation, their price movements are largely independent.
Performance
LRE.L vs. HUW.L - Performance Comparison
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Returns By Period
In the year-to-date period, LRE.L achieves a 11.38% return, which is significantly lower than HUW.L's 13.85% return. Over the past 10 years, LRE.L has outperformed HUW.L with an annualized return of 7.78%, while HUW.L has yielded a comparatively lower 4.93% annualized return.
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
- 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 vs. HUW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between LRE.L and HUW.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
LRE.L:
£1.60B
HUW.L:
£153.38M
LRE.L:
$1.53B
HUW.L:
£42.03M
LRE.L:
$1.53B
HUW.L:
£42.03M
LRE.L:
$0.00
HUW.L:
£28.45M
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Return for Risk
LRE.L vs. HUW.L — Risk / Return Rank
LRE.L
HUW.L
LRE.L vs. HUW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lancashire Holdings Ltd (LRE.L) and Helios Underwriting plc (HUW.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.
| LRE.L | HUW.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 | 1.23 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 0.56 | +1.55 |
| Martin ratioReturn relative to average drawdown | 5.02 | 1.01 | +4.01 |
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Drawdowns
LRE.L vs. HUW.L - Drawdown Comparison
The maximum LRE.L drawdown since its inception was -58.38%, roughly equal to the maximum HUW.L drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for LRE.L and HUW.L.
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Drawdown Indicators
| LRE.L | HUW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.38% | -55.61% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -14.35% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -31.99% | +11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -48.41% | -39.42% | -8.99% |
Max Drawdown (10Y)Largest decline over 10 years | -58.38% | -49.34% | -9.04% |
Current DrawdownCurrent decline from peak | 0.00% | -10.05% | +10.05% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -18.91% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 7.98% | -2.78% |
Volatility
LRE.L vs. HUW.L - Volatility Comparison
The current volatility for Lancashire Holdings Ltd (LRE.L) is 3.44%, while Helios Underwriting plc (HUW.L) has a volatility of 3.77%. This indicates that LRE.L experiences smaller price fluctuations and is considered to be less risky than HUW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRE.L | HUW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.77% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 11.95% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 23.97% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.01% | 29.07% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 28.01% | -0.15% |
Dividends
LRE.L vs. HUW.L - Dividend Comparison
LRE.L's dividend yield for the trailing twelve months is around 16.90%, more than HUW.L's 4.46% 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
LRE.L vs. HUW.L - Financials Comparison
This section allows you to compare key financial metrics between Lancashire Holdings Ltd and Helios Underwriting plc. 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
LRE.L and HUW.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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