CHFUSD=X vs. HTGC
CHFUSD=X (USD/CHF) is a currency, while HTGC (Hercules Capital, Inc.) is a stock. Over the past 10 years, CHFUSD=X returned 1.90%/yr vs 13.73%/yr for HTGC. At a 0.03 correlation, their price movements are largely independent.
Performance
CHFUSD=X vs. HTGC - Performance Comparison
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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%
CHFUSD=X vs. HTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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 |
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Return for Risk
CHFUSD=X vs. HTGC — Risk / Return Rank
CHFUSD=X
HTGC
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=X | HTGC | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| CHFUSD=X | HTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.93% | -18.93% | +8.00% |
Average DrawdownAverage peak-to-trough decline | -18.66% | -10.88% | -7.78% |
Ulcer IndexDepth 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.
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Volatility by Period
| CHFUSD=X | HTGC | Difference | |
|---|---|---|---|
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.
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