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 2.01%/yr vs 13.67%/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 -1.86% return, which is significantly higher than HTGC's -6.75% return. Over the past 10 years, CHFUSD=X has underperformed HTGC with an annualized return of 2.01%, while HTGC has yielded a comparatively higher 13.67% annualized return.
CHFUSD=X
- 1D
- 0.12%
- 1M
- -1.01%
- 6M
- -0.57%
- YTD
- -1.86%
- 1Y
- -0.29%
- 3Y*
- 2.04%
- 5Y*
- 2.64%
- 10Y*
- 2.01%
HTGC
- 1D
- -1.22%
- 1M
- 7.55%
- 6M
- -7.19%
- YTD
- -6.75%
- 1Y
- -4.96%
- 3Y*
- 12.01%
- 5Y*
- 10.92%
- 10Y*
- 13.67%
CHFUSD=X vs. HTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHFUSD=X USD/CHF | -1.86% | 14.56% | -7.30% | 9.83% | -1.34% | -2.97% | 9.43% | 1.71% | -1.05% | 4.56% |
HTGC Hercules Capital, Inc. | -6.75% | 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 Oct 18, 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 | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.98 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.20 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.08 | -0.43 | +0.34 |
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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 | -6.54% | -24.74% | +18.20% |
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 | -10.68% | -11.83% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -18.70% | -10.89% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 11.60% | -8.69% |
Volatility
CHFUSD=X vs. HTGC - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 1.58%, while Hercules Capital, Inc. (HTGC) has a volatility of 6.00%. 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 | 1.58% | 6.00% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.69% | 20.47% | -15.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.90% | 23.77% | -16.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.90% | 25.86% | -17.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.34% | 27.88% | -20.54% |
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 (6.00%) compared to CHFUSD=X (1.58%). In terms of maximum drawdown, CHFUSD=X dropped -29.99% vs HTGC's -68.21%.
CHFUSD=X currently has the higher Sharpe Ratio (-0.03 vs -0.21), 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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