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THG vs SPY

Comparison between Hanover Insurance Group Inc (THG, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed THG, delivering a return of +13.7% compared to +8.9%

THG vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
THG
$6.66B
Winner
SPY
$735B
Expense Ratio
THG
N/A
SPY
0.09%
Max Drawdown
THG
90.12%
Winner
SPY
56.47%
Sharpe Ratio
THG
0.89
Winner
SPY
1.76
5Y Beta
Winner
THG
0.38
SPY
1.00
Industry
THG
Insurance - Property & Casualty
SPY
N/A
P/E Ratio
Winner
THG
10.38
SPY
28.46
Forward P/E
Winner
THG
10.74
SPY
21.99
PEG Ratio
THG
0.07
SPY
N/A
Dividend Yield
THG
1.93%
SPY
N/A
5Y Dividends CAGR
Winner
THG
11.24%
SPY
5.43%
5Y EPS CAGR
THG
13.85%
Winner
SPY
25.20%
Debt to Equity
Winner
THG
23.63%
SPY
33.33%
Free Cash Flow Yield
THG
18.74%
SPY
N/A
P/S Ratio
Winner
THG
0.99
SPY
3.65
P/B Ratio
Winner
THG
1.85
SPY
5.50

THG vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
THG
+9.87%
SPY
+5.60%
3M
Winner
THG
+13.92%
SPY
+8.72%
6M
THG
+8.49%
Winner
SPY
+10.63%
1Y
THG
+19.77%
Winner
SPY
+26.62%
5Y(CAGR)
THG
+8.90%
Winner
SPY
+13.70%
10Y(CAGR)
THG
+11.51%
Winner
SPY
+15.47%
Max(CAGR)
THG
+7.03%
Winner
SPY
+8.50%

THG vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearTHGSPY
2026+9.30%+8.50%
2025+22.40%+18.00%
2024+29.01%+25.59%
2023-8.17%+26.72%
2022+5.29%-18.64%
2021+16.88%+30.52%
2020-12.07%+17.28%
2019+28.32%+31.09%
2018+11.54%-5.24%
2017+21.12%+20.78%
2016+16.52%+13.59%
2015+17.70%+1.31%
2014+24.30%+14.56%
2013+56.55%+29.00%
2012+13.94%+14.17%
2011-23.17%+0.85%
2010+7.08%+13.14%
2009+5.78%+22.67%
2008-3.40%-36.25%
2007-5.87%+5.32%
2006+14.26%+13.85%
2005+29.10%+5.32%
2004+6.45%+10.75%
2003+204.96%+24.18%
2002-76.57%-22.42%
2001-33.33%-10.13%
2000+36.05%-8.84%
1999+1.24%+8.61%

THG vs SPY Drawdown Comparison

The maximum drawdown for THG was -89.84%, occurring on Oct 9, 2002. Recovery took 3234 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current SPY drawdown is -1.20%.

RankTHGSPY
#1-89.84%
Dec 29, 2000 - Nov 8, 2013
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-40.84%
Nov 8, 1999 - May 24, 2000
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-40.05%
Feb 4, 2020 - Apr 27, 2021
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-30.38%
Apr 20, 2022 - Aug 30, 2024
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-18.50%
Aug 21, 2018 - May 10, 2019
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-17.77%
Apr 1, 2016 - Dec 8, 2016
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-14.04%
Aug 27, 2021 - Feb 3, 2022
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-13.98%
Apr 2, 2025 - May 30, 2025
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-13.34%
Jan 10, 2014 - Mar 31, 2014
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-12.87%
May 24, 2000 - Jul 27, 2000
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-11.94%
Oct 3, 2000 - Dec 7, 2000
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-11.73%
Mar 15, 2017 - Jul 20, 2017
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-11.07%
Aug 16, 2017 - Oct 10, 2017
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-10.68%
Nov 11, 2015 - Mar 11, 2016
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-10.32%
Nov 29, 2024 - Feb 6, 2025
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between THG and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (1999 - 2026)

THG vs SPY dividend yield comparison.

YearTHGSPY
20260.49%0.24%
20252.00%1.07%
20242.23%1.21%
20232.70%1.40%
20222.26%1.65%
20212.17%1.20%
20202.27%1.52%
20197.10%1.75%
20181.90%2.04%
20171.89%1.80%
20162.07%2.03%
20152.08%2.06%
20142.13%1.87%
20132.28%1.81%
20123.18%2.18%
20114.02%2.05%
20102.14%1.80%
20091.69%1.95%
20081.05%3.02%
20070.87%1.85%
20060.61%1.73%
20050.60%1.73%
20040.00%1.82%
20030.00%1.47%
20029.90%1.70%
20010.56%1.25%
20000.34%1.15%
19990.00%0.24%

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