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CAD=X vs. HYMC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CAD=X and HYMC is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

CAD=X vs. HYMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CAD (CAD=X) and Hycroft Mining Holding Corporation (HYMC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.04%
-18.15%
CAD=X
HYMC

Key characteristics

Sharpe Ratio

CAD=X:

1.47

HYMC:

-0.08

Sortino Ratio

CAD=X:

2.33

HYMC:

0.52

Omega Ratio

CAD=X:

1.29

HYMC:

1.06

Calmar Ratio

CAD=X:

0.38

HYMC:

-0.07

Martin Ratio

CAD=X:

5.09

HYMC:

-0.20

Ulcer Index

CAD=X:

1.25%

HYMC:

34.33%

Daily Std Dev

CAD=X:

4.37%

HYMC:

82.24%

Max Drawdown

CAD=X:

-42.91%

HYMC:

-98.89%

Current Drawdown

CAD=X:

-10.68%

HYMC:

-98.72%

Returns By Period

In the year-to-date period, CAD=X achieves a 8.85% return, which is significantly higher than HYMC's -17.14% return.


CAD=X

YTD

8.85%

1M

3.32%

6M

5.35%

1Y

7.86%

5Y*

1.70%

10Y*

2.04%

HYMC

YTD

-17.14%

1M

-17.14%

6M

-18.15%

1Y

-2.87%

5Y*

-54.53%

10Y*

N/A

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Risk-Adjusted Performance

CAD=X vs. HYMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CAD (CAD=X) and Hycroft Mining Holding Corporation (HYMC). 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 CAD=X, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.00-0.100.05
The chart of Sortino ratio for CAD=X, currently valued at -0.14, compared to the broader market0.0010.0020.0030.0040.00-0.140.71
The chart of Omega ratio for CAD=X, currently valued at 0.98, compared to the broader market2.004.006.008.0010.000.981.08
The chart of Calmar ratio for CAD=X, currently valued at -0.23, compared to the broader market0.0020.0040.0060.0080.00-0.230.04
The chart of Martin ratio for CAD=X, currently valued at -1.28, compared to the broader market0.00100.00200.00300.00400.00500.00600.00-1.280.10
CAD=X
HYMC

The current CAD=X Sharpe Ratio is 1.47, which is higher than the HYMC Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CAD=X and HYMC, 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-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.10
0.05
CAD=X
HYMC

Drawdowns

CAD=X vs. HYMC - Drawdown Comparison

The maximum CAD=X drawdown since its inception was -42.91%, smaller than the maximum HYMC drawdown of -98.89%. Use the drawdown chart below to compare losses from any high point for CAD=X and HYMC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.09%
-98.72%
CAD=X
HYMC

Volatility

CAD=X vs. HYMC - Volatility Comparison

The current volatility for USD/CAD (CAD=X) is 0.07%, while Hycroft Mining Holding Corporation (HYMC) has a volatility of 12.77%. This indicates that CAD=X experiences smaller price fluctuations and is considered to be less risky than HYMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.07%
12.77%
CAD=X
HYMC
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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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