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BZ=F vs. HG=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BZ=F and HG=F is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BZ=F vs. HG=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crude Oil Brent (BZ=F) and Copper (HG=F). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.23%
3.54%
BZ=F
HG=F

Key characteristics

Sharpe Ratio

BZ=F:

-0.06

HG=F:

0.62

Sortino Ratio

BZ=F:

0.08

HG=F:

0.97

Omega Ratio

BZ=F:

1.01

HG=F:

1.13

Calmar Ratio

BZ=F:

-0.03

HG=F:

0.60

Martin Ratio

BZ=F:

-0.11

HG=F:

0.98

Ulcer Index

BZ=F:

14.22%

HG=F:

14.07%

Daily Std Dev

BZ=F:

24.14%

HG=F:

22.04%

Max Drawdown

BZ=F:

-86.77%

HG=F:

-62.54%

Current Drawdown

BZ=F:

-44.69%

HG=F:

-14.66%

Returns By Period

The year-to-date returns for both investments are quite close, with BZ=F having a 8.24% return and HG=F slightly higher at 8.49%. Over the past 10 years, BZ=F has underperformed HG=F with an annualized return of 4.93%, while HG=F has yielded a comparatively higher 5.23% annualized return.


BZ=F

YTD

8.24%

1M

10.85%

6M

-2.23%

1Y

2.84%

5Y*

4.14%

10Y*

4.93%

HG=F

YTD

8.49%

1M

7.72%

6M

3.54%

1Y

15.36%

5Y*

8.78%

10Y*

5.23%

*Annualized

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Risk-Adjusted Performance

BZ=F vs. HG=F — Risk-Adjusted Performance Rank

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

BZ=F
The Risk-Adjusted Performance Rank of BZ=F is 22
Overall Rank
The Sharpe Ratio Rank of BZ=F is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BZ=F is 00
Sortino Ratio Rank
The Omega Ratio Rank of BZ=F is 00
Omega Ratio Rank
The Calmar Ratio Rank of BZ=F is 00
Calmar Ratio Rank
The Martin Ratio Rank of BZ=F is 66
Martin Ratio Rank

HG=F
The Risk-Adjusted Performance Rank of HG=F is 4848
Overall Rank
The Sharpe Ratio Rank of HG=F is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HG=F is 4747
Sortino Ratio Rank
The Omega Ratio Rank of HG=F is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HG=F is 5454
Calmar Ratio Rank
The Martin Ratio Rank of HG=F is 4343
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.

BZ=F vs. HG=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and Copper (HG=F). 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.


Sharpe ratio
The chart of Sharpe ratio for BZ=F, currently valued at -0.07, compared to the broader market0.000.501.001.502.00-0.070.51
The chart of Sortino ratio for BZ=F, currently valued at 0.07, compared to the broader market0.501.001.502.002.500.070.84
The chart of Omega ratio for BZ=F, currently valued at 1.01, compared to the broader market1.101.201.301.401.011.11
The chart of Calmar ratio for BZ=F, currently valued at -0.03, compared to the broader market0.001.002.003.004.00-0.030.49
The chart of Martin ratio for BZ=F, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.00-0.120.78
BZ=F
HG=F

The current BZ=F Sharpe Ratio is -0.06, which is lower than the HG=F Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BZ=F and HG=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.07
0.51
BZ=F
HG=F

Drawdowns

BZ=F vs. HG=F - Drawdown Comparison

The maximum BZ=F drawdown since its inception was -86.77%, which is greater than HG=F's maximum drawdown of -62.54%. Use the drawdown chart below to compare losses from any high point for BZ=F and HG=F. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-44.69%
-14.66%
BZ=F
HG=F

Volatility

BZ=F vs. HG=F - Volatility Comparison

Crude Oil Brent (BZ=F) has a higher volatility of 5.67% compared to Copper (HG=F) at 4.76%. This indicates that BZ=F's price experiences larger fluctuations and is considered to be riskier than HG=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.67%
4.76%
BZ=F
HG=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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