THG vs. XLF
Compare and contrast key facts about The Hanover Insurance Group, Inc. (THG) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THG or XLF.
Correlation
The correlation between THG and XLF is 0.57, 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.
Performance
THG vs. XLF - Performance Comparison
Key characteristics
THG:
0.91
XLF:
2.19
THG:
1.49
XLF:
3.13
THG:
1.16
XLF:
1.40
THG:
1.15
XLF:
4.26
THG:
4.28
XLF:
12.61
THG:
4.59%
XLF:
2.51%
THG:
21.55%
XLF:
14.53%
THG:
-90.06%
XLF:
-82.43%
THG:
-4.53%
XLF:
-1.53%
Returns By Period
In the year-to-date period, THG achieves a 2.51% return, which is significantly lower than XLF's 6.33% return. Over the past 10 years, THG has underperformed XLF with an annualized return of 11.46%, while XLF has yielded a comparatively higher 14.62% annualized return.
THG
2.51%
0.65%
18.32%
22.02%
5.55%
11.46%
XLF
6.33%
1.46%
17.59%
31.68%
13.04%
14.62%
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Risk-Adjusted Performance
THG vs. XLF — Risk-Adjusted Performance Rank
THG
XLF
THG vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) and Financial Select Sector SPDR Fund (XLF). 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.
Dividends
THG vs. XLF - Dividend Comparison
THG's dividend yield for the trailing twelve months is around 2.18%, more than XLF's 1.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THG The Hanover Insurance Group, Inc. | 2.18% | 2.23% | 2.70% | 2.26% | 2.17% | 2.27% | 7.10% | 1.90% | 1.89% | 2.07% | 2.08% | 2.13% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
Drawdowns
THG vs. XLF - Drawdown Comparison
The maximum THG drawdown since its inception was -90.06%, which is greater than XLF's maximum drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for THG and XLF. For additional features, visit the drawdowns tool.
Volatility
THG vs. XLF - Volatility Comparison
The Hanover Insurance Group, Inc. (THG) has a higher volatility of 8.08% compared to Financial Select Sector SPDR Fund (XLF) at 3.16%. This indicates that THG's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.