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THG vs. UNM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

THG vs. UNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hanover Insurance Group, Inc. (THG) and Unum Group (UNM). The values are adjusted to include any dividend payments, if applicable.

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THG vs. UNM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THG
The Hanover Insurance Group, Inc.
-4.63%20.66%30.61%-7.61%5.40%14.51%-12.31%26.73%10.15%21.41%
UNM
Unum Group
-5.20%8.56%66.31%13.72%73.56%11.87%-16.22%2.63%-45.22%27.19%

Fundamentals

Market Cap

THG:

$6.29B

UNM:

$12.27B

EPS

THG:

$18.22

UNM:

$4.32

PE Ratio

THG:

9.52

UNM:

16.91

PEG Ratio

THG:

0.04

UNM:

1.18

PS Ratio

THG:

0.96

UNM:

0.98

PB Ratio

THG:

1.76

UNM:

1.20

Total Revenue (TTM)

THG:

$6.58B

UNM:

$12.76B

Gross Profit (TTM)

THG:

$2.78B

UNM:

$4.69B

EBITDA (TTM)

THG:

$883.70M

UNM:

$1.15B

Returns By Period

In the year-to-date period, THG achieves a -4.63% return, which is significantly higher than UNM's -5.20% return. Over the past 10 years, THG has underperformed UNM with an annualized return of 9.72%, while UNM has yielded a comparatively higher 12.43% annualized return.


THG

1D
0.44%
1M
-3.50%
YTD
-4.63%
6M
-3.54%
1Y
1.75%
3Y*
13.21%
5Y*
8.36%
10Y*
9.72%

UNM

1D
0.05%
1M
1.81%
YTD
-5.20%
6M
-4.97%
1Y
-8.25%
3Y*
26.05%
5Y*
24.95%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

THG vs. UNM — Risk / Return Rank

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

THG
THG Risk / Return Rank: 4242
Overall Rank
THG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
THG Sortino Ratio Rank: 3636
Sortino Ratio Rank
THG Omega Ratio Rank: 3636
Omega Ratio Rank
THG Calmar Ratio Rank: 4646
Calmar Ratio Rank
THG Martin Ratio Rank: 4848
Martin Ratio Rank

UNM
UNM Risk / Return Rank: 2828
Overall Rank
UNM Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UNM Sortino Ratio Rank: 2626
Sortino Ratio Rank
UNM Omega Ratio Rank: 2525
Omega Ratio Rank
UNM Calmar Ratio Rank: 2929
Calmar Ratio Rank
UNM Martin Ratio Rank: 2929
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.

THG vs. UNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) and Unum Group (UNM). 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.


THGUNMDifference

Sharpe ratio

Return per unit of total volatility

0.08

-0.28

+0.36

Sortino ratio

Return per unit of downside risk

0.25

-0.19

+0.44

Omega ratio

Gain probability vs. loss probability

1.03

0.97

+0.06

Calmar ratio

Return relative to maximum drawdown

0.18

-0.40

+0.58

Martin ratio

Return relative to average drawdown

0.47

-0.82

+1.30

THG vs. UNM - Sharpe Ratio Comparison

The current THG Sharpe Ratio is 0.08, which is higher than the UNM Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of THG and UNM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


THGUNMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.28

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.82

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.33

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.22

+0.06

Correlation

The correlation between THG and UNM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

THG vs. UNM - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 2.13%, less than UNM's 2.46% yield.


TTM20252024202320222021202020192018201720162015
THG
The Hanover Insurance Group, Inc.
2.13%2.00%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%
UNM
Unum Group
2.46%2.27%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%

Drawdowns

THG vs. UNM - Drawdown Comparison

The maximum THG drawdown since its inception was -89.84%, roughly equal to the maximum UNM drawdown of -89.38%. Use the drawdown chart below to compare losses from any high point for THG and UNM.


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Drawdown Indicators


THGUNMDifference

Max Drawdown

Largest peak-to-trough decline

-89.84%

-89.38%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-16.40%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-28.28%

-2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-40.10%

-81.06%

+40.96%

Current Drawdown

Current decline from peak

-6.40%

-10.32%

+3.92%

Average Drawdown

Average peak-to-trough decline

-22.78%

-32.82%

+10.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

7.98%

-2.62%

Volatility

THG vs. UNM - Volatility Comparison

The current volatility for The Hanover Insurance Group, Inc. (THG) is 4.70%, while Unum Group (UNM) has a volatility of 6.90%. This indicates that THG experiences smaller price fluctuations and is considered to be less risky than UNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THGUNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

6.90%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

16.17%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

29.23%

-7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

30.47%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

37.64%

-13.71%

Financials

THG vs. UNM - Financials Comparison

This section allows you to compare key financial metrics between The Hanover Insurance Group, Inc. and Unum Group. 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


1.50B2.00B2.50B3.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.67B
2.98B
(THG) Total Revenue
(UNM) Total Revenue
Values in USD except per share items