RL vs. HCI
RL (Ralph Lauren Corporation) and HCI (HCI Group, Inc.) are both stocks. RL operates in Apparel Manufacturing (Consumer Cyclical), while HCI operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, RL returned 18.35%/yr vs 21.75%/yr for HCI. At a 0.19 correlation, their price movements are largely independent.
Performance
RL vs. HCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RL achieves a 14.56% return, which is significantly higher than HCI's -15.87% return. Over the past 10 years, RL has underperformed HCI with an annualized return of 18.35%, while HCI has yielded a comparatively higher 21.75% annualized return.
RL
- 1D
- 2.72%
- 1M
- 21.82%
- YTD
- 14.56%
- 6M
- 9.70%
- 1Y
- 52.96%
- 3Y*
- 52.12%
- 5Y*
- 29.57%
- 10Y*
- 18.35%
HCI
- 1D
- -1.03%
- 1M
- 4.62%
- YTD
- -15.87%
- 6M
- -13.97%
- 1Y
- 2.02%
- 3Y*
- 42.68%
- 5Y*
- 14.15%
- 10Y*
- 21.75%
RL vs. HCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 14.56% | 55.03% | 62.85% | 39.82% | -8.41% | 16.66% | -10.63% | 16.07% | 1.82% | 17.53% |
HCI HCI Group, Inc. | -15.87% | 66.27% | 35.46% | 126.76% | -51.20% | 62.74% | 18.45% | -6.80% | 75.98% | -21.53% |
Correlation
The correlation between RL and HCI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2008 | 0.19 |
Fundamentals
RL:
$25.17B
HCI:
$2.07B
RL:
$15.08
HCI:
$24.40
RL:
26.79
HCI:
6.58
RL:
1.49
HCI:
0.01
RL:
3.11
HCI:
2.23
RL:
8.86
HCI:
1.90
RL:
$8.11B
HCI:
$927.48M
RL:
$5.67B
HCI:
$617.14M
RL:
$1.18B
HCI:
$459.34M
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
RL vs. HCI — Risk / Return Rank
RL
HCI
RL vs. HCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.
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.
| RL | HCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.04 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 0.07 | +2.94 |
| Martin ratioReturn relative to average drawdown | 9.65 | 0.13 | +9.53 |
Loading charts...
Drawdowns
RL vs. HCI - Drawdown Comparison
The maximum RL drawdown since its inception was -68.62%, smaller than the maximum HCI drawdown of -78.79%. Use the drawdown chart below to compare losses from any high point for RL and HCI.
Loading charts...
Drawdown Indicators
| RL | HCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.62% | -78.79% | +10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -27.46% | +9.79% |
Max Drawdown (3Y)Largest decline over 3 years | -36.18% | -28.30% | -7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -36.51% | -78.79% | +42.28% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | -78.79% | +23.65% |
Current DrawdownCurrent decline from peak | 0.00% | -21.68% | +21.68% |
Average DrawdownAverage peak-to-trough decline | -24.11% | -20.67% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 16.31% | -10.81% |
Volatility
RL vs. HCI - Volatility Comparison
Ralph Lauren Corporation (RL) has a higher volatility of 16.13% compared to HCI Group, Inc. (HCI) at 7.53%. This indicates that RL's price experiences larger fluctuations and is considered to be riskier than HCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RL | HCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.13% | 7.53% | +8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 27.42% | 21.38% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.57% | 31.83% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.11% | 43.03% | -5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.73% | 41.57% | -2.84% |
Dividends
RL vs. HCI - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 0.90%, less than HCI's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCI HCI Group, Inc. | 1.00% | 0.83% | 1.37% | 1.83% | 4.04% | 1.92% | 3.06% | 3.50% | 2.90% | 4.68% | 3.04% | 3.44% |
RL Ralph Lauren Corporation | 0.90% | 1.01% | 1.40% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% |
Financials
RL vs. HCI - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren Corporation and HCI Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
RL vs. HCI - Profitability Comparison
RL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.
HCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported a gross profit of 177.28M and revenue of 242.88M. Therefore, the gross margin over that period was 73.0%.
RL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.
HCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported an operating income of 115.38M and revenue of 242.88M, resulting in an operating margin of 47.5%.
RL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.
HCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported a net income of 85.04M and revenue of 242.88M, resulting in a net margin of 35.0%.
Frequently Asked Questions
RL and HCI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RL has higher volatility (16.13%) compared to HCI (7.53%). In terms of maximum drawdown, RL dropped -68.62% vs HCI's -78.79%.
RL currently has the higher Sharpe Ratio (1.54 vs 0.06), 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.
Find the right allocation for RL and HCI
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