AGO vs HIG: returns, Sharpe ratio and drawdown

Over the past year, HIG returned +9.10% against -12.53% for AGO. Over five years, HIG averaged +13.22% a year, compared with +5.01% for AGO. HIG had the higher Sharpe ratio over the past year (0.32 vs -0.64), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.01% for HIG and -26.54% for AGO.