HRTG vs WDI

Comparison between Heritage Insurance Holdings Inc (HRTG, Company) and Western Asset Diversified Income Fund (WDI, Company).

Both HRTG and WDI are from the Financial Services sector.

5-Year PerformanceHRTG has outperformed WDI, delivering a return of +23.7% compared to +3.2%

HRTG vs WDI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HRTG(COMPANY)	WDI(COMPANY)
Market Cap	$706M	$703M
Max Drawdown	95.13%	39.79%
Sharpe Ratio	0.28	0.06
5Y Beta	0.48	0.39
Industry	Insurance - Property & Casualty	Asset Management
P/E Ratio	3.56	9.83
PEG Ratio	0.02	6.22
5Y Dividends CAGR	0.00%	N/A
Debt to Equity	14.91%	48.06%
Free Cash Flow Yield	28.12%	13.11%

Market Cap

Winner

HRTG

$706M

WDI

$703M

Max Drawdown

HRTG

95.13%

Winner

WDI

39.79%

Sharpe Ratio

Winner

HRTG

0.28

WDI

0.06

5Y Beta

HRTG

0.48

Winner

WDI

0.39

Industry

HRTG

Insurance - Property & Casualty

WDI

Asset Management

P/E Ratio

Winner

HRTG

3.56

WDI

9.83

PEG Ratio

Winner

HRTG

0.02

WDI

6.22

5Y Dividends CAGR

HRTG

0.00%

WDI

N/A

Debt to Equity

Winner

HRTG

14.91%

WDI

48.06%

Free Cash Flow Yield

Winner

HRTG

28.12%

WDI

13.11%

HRTG vs WDI - Historical Returns

Returns include dividend reinvestment.

Period	HRTG	WDI
1 month	-3.00%	+2.31%
3 months	-14.70%	+3.28%
6 months	-22.20%	+3.72%
1 year	+4.21%	+3.59%
5 years(CAGR)	+23.67%	+3.17%
10 years(CAGR)	+7.75%	N/A
Max(CAGR)	+7.30%	+3.17%

HRTG

-3.00%

Winner

WDI

+2.31%

HRTG

-14.70%

Winner

WDI

+3.28%

HRTG

-22.20%

Winner

WDI

+3.72%

Winner

HRTG

+4.21%

WDI

+3.59%

5Y(CAGR)

Winner

HRTG

+23.67%

WDI

+3.17%

10Y(CAGR)

HRTG

+7.75%

WDI

N/A

Max(CAGR)

Winner

HRTG

+7.30%

WDI

+3.17%

HRTG vs WDI - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	HRTG	WDI
2026	-14.70%	+3.29%
2025	+139.44%	+9.24%
2024	+87.89%	+12.76%
2023	+252.43%	+23.55%
2022	-68.65%	-24.12%
2021	-41.81%	-5.66%
2020	-21.15%	N/A
2019	-9.90%	N/A
2018	-15.53%	N/A
2017	+14.64%	N/A
2016	-23.76%	N/A
2015	+11.63%	N/A
2014	+68.96%	N/A

HRTG vs WDI Drawdown Comparison

The maximum drawdown for HRTG was -94.36%, occurring on Oct 20, 2022. Recovery took 2466 trading sessions.

The maximum drawdown for WDI was -32.46%, occurring on Oct 20, 2022. Recovery took 734 trading sessions.

The current HRTG drawdown is -25.27%. The current WDI drawdown is -2.63%.

Rank	HRTG	WDI
#1	-94.36% Jul 17, 2015 - May 7, 2025	-32.46% Aug 6, 2021 - Jul 10, 2024
#2	-32.95% Nov 14, 2025 - Jun 3, 2026	-14.15% Feb 25, 2025 - May 30, 2025
#3	-26.90% May 9, 2025 - Sep 19, 2025	-8.46% Sep 12, 2025 - May 1, 2026
#4	-19.47% Sep 19, 2025 - Nov 7, 2025	-6.72% Sep 30, 2024 - Feb 5, 2025
#5	-11.87% Mar 11, 2015 - Jun 30, 2015	-5.36% May 1, 2026 - Jun 8, 2026
#6	-11.09% Nov 5, 2014 - Dec 9, 2014	-2.83% Aug 1, 2024 - Aug 14, 2024
#7	-10.65% Jul 1, 2014 - Oct 21, 2014	-1.53% Jul 15, 2024 - Jul 23, 2024
#8	-5.07% Dec 23, 2014 - Feb 5, 2015	-1.43% Aug 16, 2024 - Sep 5, 2024
#9	-5.00% Dec 9, 2014 - Dec 22, 2014	-1.27% Jul 23, 2024 - Jul 26, 2024
#10	-4.26% Jun 20, 2014 - Jul 1, 2014	-1.22% Jun 16, 2025 - Jun 27, 2025
#11	-3.08% Jun 9, 2014 - Jun 11, 2014	-0.97% Sep 5, 2024 - Sep 11, 2024
#12	-2.63% Jul 6, 2015 - Jul 14, 2015	-0.83% Sep 25, 2024 - Sep 30, 2024
#13	-2.13% Nov 7, 2025 - Nov 12, 2025	-0.74% Jul 2, 2025 - Jul 14, 2025
#14	-1.90% Mar 6, 2015 - Mar 11, 2015	-0.73% Aug 13, 2025 - Aug 19, 2025
#15	-1.79% Oct 21, 2014 - Oct 24, 2014	-0.70% Jun 29, 2021 - Jul 30, 2021

Correlation

Correlation between HRTG and WDI is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2015 - 2026)

HRTG vs WDI dividend yield comparison.

Year	HRTG	WDI
2026	0.00%	4.38%
2025	0.00%	13.98%
2024	0.00%	12.32%
2023	0.00%	11.45%
2022	6.67%	11.40%
2021	4.08%	3.19%
2020	2.37%	0.00%
2019	1.81%	0.00%
2018	1.63%	0.00%
2017	1.33%	0.00%
2016	1.47%	0.00%
2015	0.23%	0.00%