Hedge Research · P-INSIGHT.climate-yield

The hidden cost of climate: insurance drag

Some markets look like high-yield gold. A chunk of that yield is just the price you will quietly hand a hazard insurer every year. This page puts a dollar figure on that drag for every scored U.S. ZIP — and flags the “high-yield” markets that are really uninsured climate risk. It is a screen, not a quote.

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Every number here is generated by scripts/compute_climate_yield.py from zip_master.json — the corrected absolute FEMA National Risk Index hazard scores plus NAIC 2022 per-state landlord insurance rates. The hazard→premium multiplier is a labeled assumption, fully exposed below.

→ Have a portfolio? Try the Portfolio Risk Tool — paste your ZIPs, get the aggregate insurance-drag exposure across your book.

01How insurance drag is computed

Gross yield is rent over price. Insurance drag is the slice of that yield a landlord pays for hazard coverage — expressed as a percent of home value per year, so it subtracts cleanly from yield.

# 1. gross yield
gross_yield = best_rent × 12 ÷ home_value

# 2. insurance drag: state NAIC rate, scaled by ZIP hazard
insurance_drag_pct = state_dp3_rate × hazard_multiplier(fema_risk_score)
insurance_drag_dollars = insurance_drag_pct × home_value

# 3. what the landlord actually keeps
climate_adjusted_yield = gross_yield − insurance_drag_pct

State NAIC rate

From the NAIC 2022 Homeowners Insurance Report. We use the DP-3 landlord series — HO-3 premium ×1.20, itself a NAIC-noted labeled assumption since NAIC publishes no clean DP-3 average. Expressed as annual premium ÷ insured home value. Range runs roughly from Utah (~0.26%) to Louisiana (~0.99%) to Florida.

Hazard multiplier assumption

The NAIC rate is a state average. A wildfire-WUI or coastal-wind ZIP pays far more than an inland ZIP in the same state. We model that intra-state spread off the ZIP’s composite FEMA risk score. This curve is modeled, not measured — carrier filings are not public at ZIP granularity.

# LABELED ASSUMPTION — the hazard multiplier
hazard_multiplier(s) = clamp( 1 + SENS × (s − S_REF) ÷ S_REF,  LO,  HI )
# S_REF=33.8 (national median risk → 1.00x)  SENS=0.55  LO=0.55  HI=2.50
# risk 33.8 → 1.00x ·  67.6 → 1.55x  ·  100 → 2.08x ·  10 → 0.61x

The curve is deliberately moderate and capped at 2.5×: it keeps the worst ZIPs inside a plausible-premium band rather than chasing surplus-lines extremes. The real spread between a high-WUI ZIP and an inland ZIP is large — CA FAIR Plan and Gulf wind pools routinely run 2–4× the voluntary market — but the exact ZIP-level curve is proprietary. Treat the multiplier as a relative ranking knob, not a premium.

02National picture

03Biggest insurance-drag markets

Ranked by drag as a percent of home value per year — the cleanest apples-to-apples measure. Sortable; click any header. The drag bar is scaled to the worst ZIP on the page.

04High yield that is really uninsured risk

The headline callout. Every ZIP below sits in the top third of the country on raw gross yield — the kind of number that pulls an investor in. The drag eats column shows how much of that yield is quietly consumed by hazard insurance. A 6% gross yield that becomes a 4.4% climate-adjusted yield is not a 6% market.

05Honest caveats

This is a screen, not a quote

06Sources