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HEX (HEX-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HEX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
166.39%
79.46%
HEX-USD (HEX)
Benchmark (^GSPC)

Returns By Period

HEX (HEX-USD) returned -40.24% year-to-date (YTD) and -5.09% over the past 12 months.


HEX-USD

YTD

-40.24%

1M

21.66%

6M

7.93%

1Y

-5.09%

5Y*

-19.34%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.31%

1M

12.07%

6M

-0.74%

1Y

10.90%

5Y*

14.73%

10Y*

10.57%

*Annualized

Monthly Returns

The table below presents the monthly returns of HEX-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-10.79%27.91%-56.93%31.49%-7.52%-40.24%
202461.46%18.73%-81.58%-5.65%-11.13%7.62%-27.79%-7.69%163.20%-34.07%158.96%-38.76%-41.56%
202343.99%149.52%31.12%-42.14%-76.16%-27.42%-28.15%-40.72%-7.22%151.08%-31.36%-9.96%-71.08%
2022-37.10%-19.06%6.52%9.38%-52.07%-55.24%36.65%-19.34%-15.23%25.74%-32.23%-35.16%-93.43%
2021-47.16%15.47%112.99%0.09%196.10%61.04%46.32%106.77%55.74%-41.26%-26.39%66.71%2,007.21%
202018.03%61.96%87.03%836.47%4.36%-30.88%31.29%-33.31%45.72%246.72%-67.26%199.21%10,366.77%
2019-81.79%-81.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, HEX-USD is among the top 19% of cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HEX-USD is 8181
Overall Rank
The Sharpe Ratio Rank of HEX-USD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of HEX-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of HEX-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of HEX-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HEX-USD is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for HEX (HEX-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for HEX-USD, currently valued at 0.32, compared to the broader market0.001.002.003.00
HEX-USD: 0.32
^GSPC: 0.67
The chart of Sortino ratio for HEX-USD, currently valued at 2.33, compared to the broader market-1.000.001.002.003.00
HEX-USD: 2.33
^GSPC: 1.05
The chart of Omega ratio for HEX-USD, currently valued at 1.20, compared to the broader market0.901.001.101.201.301.40
HEX-USD: 1.20
^GSPC: 1.16
The chart of Calmar ratio for HEX-USD, currently valued at 0.29, compared to the broader market1.002.003.00
HEX-USD: 0.29
^GSPC: 0.68
The chart of Martin ratio for HEX-USD, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.00
HEX-USD: 1.40
^GSPC: 2.70

The current HEX Sharpe ratio is 0.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of HEX with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.32
0.67
HEX-USD (HEX)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-99.61%
-7.45%
HEX-USD (HEX)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HEX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HEX was 99.79%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current HEX drawdown is 99.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.79%Sep 19, 20211052Aug 5, 2024
-90.36%Dec 15, 201933Jan 19, 202089Apr 17, 2020122
-76.99%Nov 2, 202037Dec 8, 2020108Mar 26, 2021145
-65.39%May 14, 2020115Sep 5, 202048Oct 23, 2020163
-38.15%May 14, 202110May 23, 202117Jun 9, 202127

Volatility

Volatility Chart

The current HEX volatility is 48.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
48.46%
14.17%
HEX-USD (HEX)
Benchmark (^GSPC)