PortfoliosLab logoPortfoliosLab logo
ALVO vs. HYDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALVO vs. HYDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alvotech (ALVO) and Global X Hydrogen ETF (HYDR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ALVO achieves a -32.16% return, which is significantly lower than HYDR's 59.23% return.


ALVO

1D
-5.95%
1M
1.75%
YTD
-32.16%
6M
-34.22%
1Y
-61.88%
3Y*
-22.65%
5Y*
10Y*

HYDR

1D
-2.65%
1M
-30.78%
YTD
59.23%
6M
52.57%
1Y
140.67%
3Y*
6.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALVO vs. HYDR - Yearly Performance Comparison


2026 (YTD)2025202420232022
ALVO
Alvotech
-32.16%-61.22%15.24%14.80%5.26%
HYDR
Global X Hydrogen ETF
59.23%43.73%-33.08%-36.49%-10.75%

Correlation

The correlation between ALVO and HYDR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2022

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ALVO vs. HYDR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALVO
ALVO Risk / Return Rank: 99
Overall Rank
ALVO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ALVO Sortino Ratio Rank: 99
Sortino Ratio Rank
ALVO Omega Ratio Rank: 99
Omega Ratio Rank
ALVO Calmar Ratio Rank: 77
Calmar Ratio Rank
ALVO Martin Ratio Rank: 1111
Martin Ratio Rank

HYDR
HYDR Risk / Return Rank: 7979
Overall Rank
HYDR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HYDR Sortino Ratio Rank: 8080
Sortino Ratio Rank
HYDR Omega Ratio Rank: 7272
Omega Ratio Rank
HYDR Calmar Ratio Rank: 8989
Calmar Ratio Rank
HYDR Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALVO vs. HYDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alvotech (ALVO) and Global X Hydrogen ETF (HYDR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALVOHYDRDifference
Sharpe ratioReturn per unit of total volatility

-3.41

Sortino ratioReturn per unit of downside risk

-4.38

Omega ratioGain probability vs. loss probability

0.83

1.37

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.89

4.57

-5.46

Martin ratioReturn relative to average drawdown

-1.34

10.11

-11.45

ALVO vs. HYDR - Sharpe Ratio Comparison

The current ALVO Sharpe Ratio is -0.86, which is lower than the HYDR Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of ALVO and HYDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ALVO vs. HYDR - Drawdown Comparison

The maximum ALVO drawdown since its inception was -82.63%, smaller than the maximum HYDR drawdown of -89.28%. Use the drawdown chart below to compare losses from any high point for ALVO and HYDR.


Loading charts...

Drawdown Indicators


ALVOHYDRDifference

Max Drawdown

Largest peak-to-trough decline

-82.63%

-89.28%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-69.42%

-30.99%

-38.43%

Max Drawdown (3Y)

Largest decline over 3 years

-82.63%

-70.32%

-12.31%

Current Drawdown

Current decline from peak

-79.85%

-63.44%

-16.41%

Average Drawdown

Average peak-to-trough decline

-37.66%

-64.12%

+26.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.14%

13.97%

+32.17%

Volatility

ALVO vs. HYDR - Volatility Comparison

Alvotech (ALVO) has a higher volatility of 31.45% compared to Global X Hydrogen ETF (HYDR) at 16.94%. This indicates that ALVO's price experiences larger fluctuations and is considered to be riskier than HYDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ALVOHYDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.45%

16.94%

+14.51%

Volatility (6M)

Calculated over the trailing 6-month period

49.51%

38.70%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

72.10%

55.54%

+16.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.56%

47.51%

+14.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.56%

47.51%

+14.05%

Dividends

ALVO vs. HYDR - Dividend Comparison

ALVO has not paid dividends to shareholders, while HYDR's dividend yield for the trailing twelve months is around 2.40%.


PositionTTM20252024202320222021
ALVO
Alvotech
0.00%0.00%0.00%0.00%0.00%0.00%
HYDR
Global X Hydrogen ETF
2.40%3.82%0.40%0.00%0.00%0.06%

Frequently Asked Questions


ALVO and HYDR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALVO has higher volatility (31.45%) compared to HYDR (16.94%). In terms of maximum drawdown, ALVO dropped -82.63% vs HYDR's -89.28%.

HYDR currently has the higher Sharpe Ratio (2.55 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ALVO and HYDR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer