BZ=F vs. HG=F

In the year-to-date period, BZ=F achieves a -13.42% return, which is significantly lower than HG=F's 16.59% return. Over the past 10 years, BZ=F has underperformed HG=F with an annualized return of -0.25%, while HG=F has yielded a comparatively higher 4.76% annualized return.

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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.

The current BZ=F Sharpe Ratio is -0.75, which is lower than the HG=F Sharpe Ratio of -0.17. 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.

The maximum BZ=F drawdown since its inception was -86.77%, smaller than the maximum HG=F drawdown of -99.27%. 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.

Crude Oil Brent (BZ=F) has a higher volatility of 9.90% compared to Copper (HG=F) at 8.49%. 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.