Hiscox Ltd

10-Year Study

HSX.LSE · Financial Services · GB · Common Stock

Executive Summary: Hiscox Ltd has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 58.4% and an annualized volatility of 20.7%.

1Y CAGR
+30.5%
3Y CAGR
+13.6%
5Y CAGR
+18.4%
10Y CAGR
+7.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
58.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +47.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -30.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.14.5-2.45.7————————12.2%
20250.98.5-0.8-4.714.7-0.52.91.84.90.4-2.56.235.1%
2024-1.49.09.4-0.8-5.60.710.5-6.6-2.6-5.6-3.03.15.3%
20233.21.4-2.76.60.8-6.9-1.1-6.70.8-6.78.33.7-0.7%
202212.8-5.06.7-3.8-0.41.9-5.31.7-1.71.911.38.930.5%
2021-6.01.0-8.9-5.6-3.46.05.45.8-8.6-0.8-0.63.9-12.6%
2020-7.8-6.6-24.6-24.05.46.5-0.91.512.6-7.731.4-8.2-30.2%
2019-12.512.8-2.47.3-0.93.40.5-8.27.1-10.3-8.54.5-10.3%
2018-3.4-1.64.72.32.21.54.86.1-2.4-1.03.6-3.912.9%
20170.95.80.73.510.23.22.4-0.80.211.6-3.05.747.3%
2016———-7.19.24.92.7-0.7-0.2-2.02.5-2.95.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 33.5% of variance. Idiosyncratic stock-specific factors contribute 43.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019293.086214939347
2016-05-0110149.639567066604
2016-06-0110650.155539781757
2016-07-0110939.112726387859
2016-08-0110861.587171464751
2016-09-0110840.779970235892
2016-10-0110622.299994190787
2016-11-0110892.79984322607
2016-12-0110580.684345121046
2017-01-0110674.318620568947
2017-02-0111298.548370166978
2017-03-0111381.77842169444
2017-04-0111777.123971326926
2017-05-0112980.219259108559
2017-06-0113392.45764822653
2017-07-0113720.13335756747
2017-08-0113603.825702696495
2017-09-0113625.115342777168
2017-10-0115200.518790058317
2017-11-0114742.800254608039
2017-12-0115583.72607845029
2018-01-0115051.495049329684
2018-02-0114806.66792823803
2018-03-0115498.568764739628
2018-04-0115849.841593010595
2018-05-0116198.0963735807
2018-06-0116446.137260460382
2018-07-0117233.395190221774
2018-08-0118284.967280174304
2018-09-0117850.903207806983
2018-10-0117666.425821224366
2018-11-0118295.81903780999
2018-12-0117590.46351777457
2019-01-0115387.586636418871
2019-02-0117351.728589625545
2019-03-0116928.515028281887
2019-04-0118165.599192793783
2019-05-0118004.928355960586
2019-06-0118621.23339294632
2019-07-0118709.277860095724
2019-08-0117180.65228225989
2019-09-0118399.9236076154
2019-10-0116504.509868305413
2019-11-0115107.889283898683
2019-12-0115784.030451241139
2020-01-0114553.674251802164
2020-02-0113589.341317633998
2020-03-0110252.969990807484
2020-04-017787.823392973745
2020-05-018206.809692956967
2020-06-018741.07269967047
2020-07-018663.482320922314
2020-08-018794.276854079824
2020-09-019902.705671660842
2020-10-019137.890498098792
2020-11-0112004.287846704618
2020-12-0111017.785164369534
2021-01-0110357.161823454306
2021-02-0110463.571378885035
2021-03-019536.924772698996
2021-04-019000.445289813608
2021-05-018692.301497604883
2021-06-019217.697353018832
2021-07-019714.27278513819
2021-08-0110273.765972528161
2021-09-019388.174040002783
2021-10-019314.374608408
2021-11-019262.938149843263
2021-12-019625.22604192456
2022-01-0110855.2157374296
2022-02-0110307.311055379243
2022-03-0110998.341756690752
2022-04-0110584.618652656742
2022-05-0110537.935525724959
2022-06-0110743.130357470982
2022-07-0110175.423243480032
2022-08-0110350.311690403407
2022-09-0110172.772946325123
2022-10-0110366.451576228703
2022-11-0111534.291429467563
2022-12-0112560.330412022724
2023-01-0112963.828804267201
2023-02-0113142.521911076172
2023-03-0112785.136944070253
2023-04-0113626.719732447142
2023-05-0113734.666360498753
2023-06-0112785.427404670954
2023-07-0112644.799595898246
2023-08-0111803.63192932408
2023-09-0111892.380732264886
2023-10-0111099.555433221361
2023-11-0112022.545726352206
2023-12-0112472.207408316048
2024-01-0112294.709802434434
2024-02-0113407.03178935448
2024-03-0114673.185699565009
2024-04-0114554.853546773256
2024-05-0113735.075249241376
2024-06-0113831.292504795094
2024-07-0115286.586130543716
2024-08-0114275.385570864782
2024-09-0113899.397412681685
2024-10-0113123.165766238804
2024-11-0112735.050566323374
2024-12-0113135.295301195176
2025-01-0113256.580677862738
2025-02-0114384.542659187993
2025-03-0114263.256035908407
2025-04-0113589.254054792587
2025-05-0115592.40249811076
2025-06-0115518.211630341639
2025-07-0115975.720734972527
2025-08-0116268.286863377058
2025-09-0117066.118556293633
2025-10-0117140.91527750456
2025-11-0116704.601070440807
2025-12-0117739.289047191993
2026-01-0118474.790139099463
2026-02-0119297.55407241968
2026-03-0118836.307624952286
2026-04-0119908.393962308935
Annual Return Matrix
YearAnnual Return
20170.47284670538690077
20180.12877134962602188
2019-0.10269388664534562
2020-0.30196630078706044
2021-0.1263919292008323
20220.3049387471331835
2023-0.007015978148339652
20240.05316523941359441
20250.3505055379743083
20260.12227687983134228
Total Factor Risk
0.20655707026701633
VTI.US Exposure
-0.02054042396208224
VEA.US Exposure
0.3351841017716038
VWO.US Exposure
-0.016312569178024518
QQQ.US Exposure
0.05142840204980359
VTV.US Exposure
0.07090212663642037
IJR.US Exposure
-0.014262305706314248
QUAL.US Exposure
-0.02726874346364722
SHV.US Exposure
0.08573980699085237
TLT.US Exposure
-0.004957092766666736
LQD.US Exposure
0.055522729975310256
HYG.US Exposure
0.06583108911319364
GLD.US Exposure
-0.009052391036953274
USO.US Exposure
-0.00432347238927578
VNQ.US Exposure
-0.0046915292971511785
BTC-USD.CC Exposure
-0.00003534296117104311
CPER.US Exposure
-0.008098366735310033
VIX.INDX Exposure
0.003143091547012971
UUP.US Exposure
0.004380577260607055
TIP.US Exposure
0.0072318265069911455
Idiosyncratic Exposure
0.4301784856448009
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.26%
Market Cap$5.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hiscox Ltd a high-risk investment?

Hiscox Ltd (HSX.LSE) has an annualized volatility of 20.7% and experienced a maximum drawdown of 58.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of HSX.LSE?

Over the past 10 years, HSX.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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