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

Correlation

The correlation between CAD=X and HYMC is 0.00, 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.

CAD=X vs. HYMC

Last updated May 31, 2025

Compare and contrast key facts about USD/CAD (CAD=X) and Hycroft Mining Holding Corporation (HYMC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAD=X or HYMC.

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.

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Key characteristics

Sharpe Ratio

CAD=X:

0.08

HYMC:

-0.15

Sortino Ratio

CAD=X:

0.06

HYMC:

0.14

Omega Ratio

CAD=X:

1.01

HYMC:

1.01

Calmar Ratio

CAD=X:

0.01

HYMC:

-0.17

Martin Ratio

CAD=X:

0.05

HYMC:

-0.61

Ulcer Index

CAD=X:

2.21%

HYMC:

28.22%

Daily Std Dev

CAD=X:

5.47%

HYMC:

71.30%

Max Drawdown

CAD=X:

-42.91%

HYMC:

-98.89%

Current Drawdown

CAD=X:

-14.90%

HYMC:

-98.07%

Returns By Period

In the year-to-date period, CAD=X achieves a -4.47% return, which is significantly lower than HYMC's 38.46% return.

CAD=X

YTD

-4.47%

1M

-0.43%

6M

-1.88%

1Y

0.43%

3Y*

2.80%

5Y*

-0.05%

10Y*

1.03%

HYMC

YTD

38.46%

1M

-11.30%

6M

30.77%

1Y

-10.53%

3Y*

-38.57%

5Y*

-52.50%

10Y*

N/A

*Annualized

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USD/CAD

Hycroft Mining Holding Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CAD=X vs. HYMC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAD=X
The Risk-Adjusted Performance Rank of CAD=X is 4949
Overall Rank
The Sharpe Ratio Rank of CAD=X is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CAD=X is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CAD=X is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CAD=X is 4949
Calmar Ratio Rank
The Martin Ratio Rank of CAD=X is 4848
Martin Ratio Rank
HYMC
The Risk-Adjusted Performance Rank of HYMC is 3939
Overall Rank
The Sharpe Ratio Rank of HYMC is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of HYMC is 4040
Sortino Ratio Rank
The Omega Ratio Rank of HYMC is 3939
Omega Ratio Rank
The Calmar Ratio Rank of HYMC is 4040
Calmar Ratio Rank
The Martin Ratio Rank of HYMC is 3838
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.

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.

The current CAD=X Sharpe Ratio is 0.08, which is higher than the HYMC Sharpe Ratio of -0.15. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CAD=X vs. HYMC - Volatility Comparison

The current volatility for USD/CAD (CAD=X) is 1.69%, while Hycroft Mining Holding Corporation (HYMC) has a volatility of 16.86%. 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.

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