PortfoliosLab logoPortfoliosLab logo
CHFUSD=X vs. HTGC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHFUSD=X vs. HTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) and Hercules Capital, Inc. (HTGC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CHFUSD=X achieves a -2.14% return, which is significantly higher than HTGC's -14.25% return. Over the past 10 years, CHFUSD=X has underperformed HTGC with an annualized return of 1.90%, while HTGC has yielded a comparatively higher 13.73% annualized return.


CHFUSD=X

1D
0.30%
1M
-2.97%
YTD
-2.14%
6M
-2.57%
1Y
-0.41%
3Y*
3.46%
5Y*
2.52%
10Y*
1.90%

HTGC

1D
0.59%
1M
-2.99%
YTD
-14.25%
6M
-12.72%
1Y
-5.45%
3Y*
14.02%
5Y*
8.91%
10Y*
13.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHFUSD=X vs. HTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHFUSD=X
USD/CHF
-2.14%14.56%-7.30%9.83%-1.34%-2.97%9.43%1.71%-1.05%4.56%
HTGC
Hercules Capital, Inc.
-14.25%3.54%33.33%42.91%-10.42%26.50%14.49%39.86%-6.86%1.86%

Correlation

The correlation between CHFUSD=X and HTGC is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2007

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CHFUSD=X vs. HTGC — Risk / Return Rank

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

CHFUSD=X
CHFUSD=X Risk / Return Rank: 4949
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 4949
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 4949
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 4949
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 4848
Martin Ratio Rank

HTGC
HTGC Risk / Return Rank: 3333
Overall Rank
HTGC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HTGC Sortino Ratio Rank: 2929
Sortino Ratio Rank
HTGC Omega Ratio Rank: 2929
Omega Ratio Rank
HTGC Calmar Ratio Rank: 3737
Calmar Ratio Rank
HTGC Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHFUSD=X vs. HTGC - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHFUSD=XHTGCDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.00

0.98

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.22

+0.17

Martin ratioReturn relative to average drawdown

-0.14

-0.48

+0.35

CHFUSD=X vs. HTGC - Sharpe Ratio Comparison

The current CHFUSD=X Sharpe Ratio is -0.05, which is higher than the HTGC Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of CHFUSD=X and HTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CHFUSD=X vs. HTGC - Drawdown Comparison

The maximum CHFUSD=X drawdown since its inception was -29.99%, smaller than the maximum HTGC drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and HTGC.


Loading charts...

Drawdown Indicators


CHFUSD=XHTGCDifference

Max Drawdown

Largest peak-to-trough decline

-29.99%

-68.21%

+38.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-24.74%

+18.46%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-27.97%

+19.28%

Max Drawdown (5Y)

Largest decline over 5 years

-10.75%

-36.11%

+25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.35%

-57.54%

+44.19%

Current Drawdown

Current decline from peak

-10.93%

-18.93%

+8.00%

Average Drawdown

Average peak-to-trough decline

-18.66%

-10.88%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

11.28%

-8.69%

Volatility

CHFUSD=X vs. HTGC - Volatility Comparison

The current volatility for USD/CHF (CHFUSD=X) is 1.81%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.31%. 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.


Loading charts...

Volatility by Period


CHFUSD=XHTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

5.31%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

20.15%

-15.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

23.31%

-16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.91%

25.77%

-17.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

27.85%

-20.50%

Frequently Asked Questions


CHFUSD=X and HTGC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTGC has higher volatility (5.31%) compared to CHFUSD=X (1.81%). In terms of maximum drawdown, CHFUSD=X dropped -29.99% vs HTGC's -68.21%.

CHFUSD=X currently has the higher Sharpe Ratio (-0.05 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CHFUSD=X and HTGC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer