CHFUSD=X vs. HTGC
Compare and contrast key facts about USD/CHF (CHFUSD=X) and Hercules Capital, Inc. (HTGC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or HTGC.
Key characteristics
| CHFUSD=X | HTGC | |
|---|---|---|
| YTD Return | -4.69% | 26.58% |
| 1Y Return | 2.10% | 35.61% |
| 3Y Return (Ann) | 1.32% | 16.49% |
| 5Y Return (Ann) | 2.14% | 18.78% |
| 10Y Return (Ann) | 0.79% | 13.32% |
| Sharpe Ratio | -0.56 | 1.64 |
| Sortino Ratio | -0.74 | 1.96 |
| Omega Ratio | 0.91 | 1.34 |
| Calmar Ratio | -0.17 | 1.95 |
| Martin Ratio | -0.89 | 6.53 |
| Ulcer Index | 4.10% | 5.45% |
| Daily Std Dev | 6.66% | 21.72% |
| Max Drawdown | -38.65% | -68.29% |
| Current Drawdown | -18.15% | -6.62% |
Correlation
The correlation between CHFUSD=X and HTGC is 0.04, 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.
Performance
CHFUSD=X vs. HTGC - Performance Comparison
In the year-to-date period, CHFUSD=X achieves a -4.69% return, which is significantly lower than HTGC's 26.58% return. Over the past 10 years, CHFUSD=X has underperformed HTGC with an annualized return of 0.79%, while HTGC has yielded a comparatively higher 13.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHFUSD=X vs. HTGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and Hercules Capital, Inc. (HTGC). 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.
Drawdowns
CHFUSD=X vs. HTGC - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, smaller than the maximum HTGC drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and HTGC. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. HTGC - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 2.02%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.34%. This indicates that CHFUSD=X experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.