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.
Performance
CHFUSD=X vs. HTGC - Performance Comparison
Returns By Period
In the year-to-date period, CHFUSD=X achieves a -5.85% return, which is significantly lower than HTGC's 22.40% return. Over the past 10 years, CHFUSD=X has underperformed HTGC with an annualized return of 0.72%, while HTGC has yielded a comparatively higher 12.89% annualized return.
CHFUSD=X
-5.85%
-3.09%
2.32%
-1.09%
2.08%
0.72%
HTGC
22.40%
-3.59%
0.81%
31.22%
18.29%
12.89%
Key characteristics
| CHFUSD=X | HTGC | |
|---|---|---|
| Sharpe Ratio | -0.43 | 1.44 |
| Sortino Ratio | -0.56 | 1.77 |
| Omega Ratio | 0.93 | 1.30 |
| Calmar Ratio | -0.13 | 1.71 |
| Martin Ratio | -0.75 | 5.53 |
| Ulcer Index | 3.76% | 5.64% |
| Daily Std Dev | 6.62% | 21.74% |
| Max Drawdown | -38.65% | -68.29% |
| Current Drawdown | -19.15% | -9.70% |
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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.
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 2.29%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.77%. 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.