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CPRX vs. HYDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPRX vs. HYDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Pharmaceuticals, Inc. (CPRX) and Global X Hydrogen ETF (HYDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPRX achieves a 34.53% return, which is significantly lower than HYDR's 68.73% return.


CPRX

1D
0.06%
1M
0.45%
YTD
34.53%
6M
29.59%
1Y
41.95%
3Y*
33.66%
5Y*
39.71%
10Y*
44.45%

HYDR

1D
-5.46%
1M
-24.76%
YTD
68.73%
6M
61.64%
1Y
158.69%
3Y*
8.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPRX vs. HYDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CPRX
Catalyst Pharmaceuticals, Inc.
34.53%11.84%24.15%-9.62%174.74%23.09%
HYDR
Global X Hydrogen ETF
68.73%43.73%-33.08%-36.49%-47.24%-15.79%

Correlation

The correlation between CPRX and HYDR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.28

The correlation between CPRX and HYDR shifts across timeframes, from 0.18 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CPRX vs. HYDR — Risk / Return Rank

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

CPRX
CPRX Risk / Return Rank: 7979
Overall Rank
CPRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CPRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CPRX Omega Ratio Rank: 7575
Omega Ratio Rank
CPRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CPRX Martin Ratio Rank: 8484
Martin Ratio Rank

HYDR
HYDR Risk / Return Rank: 8080
Overall Rank
HYDR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HYDR Sortino Ratio Rank: 8080
Sortino Ratio Rank
HYDR Omega Ratio Rank: 7171
Omega Ratio Rank
HYDR Calmar Ratio Rank: 9090
Calmar Ratio Rank
HYDR Martin Ratio Rank: 6767
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.

CPRX vs. HYDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Pharmaceuticals, Inc. (CPRX) and Global X Hydrogen ETF (HYDR). 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.


CPRXHYDRDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.25

1.40

-0.14

Calmar ratioReturn relative to maximum drawdown

3.03

5.37

-2.33

Martin ratioReturn relative to average drawdown

7.92

11.63

-3.70

CPRX vs. HYDR - Sharpe Ratio Comparison

The current CPRX Sharpe Ratio is 1.29, which is lower than the HYDR Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of CPRX and HYDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CPRX vs. HYDR - Drawdown Comparison

The maximum CPRX drawdown since its inception was -94.25%, which is greater than HYDR's maximum drawdown of -89.28%. Use the drawdown chart below to compare losses from any high point for CPRX and HYDR.


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Drawdown Indicators


CPRXHYDRDifference

Max Drawdown

Largest peak-to-trough decline

-94.25%

-89.28%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-29.76%

+15.85%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-70.32%

+43.03%

Max Drawdown (5Y)

Largest decline over 5 years

-45.37%

Max Drawdown (10Y)

Largest decline over 10 years

-64.87%

Current Drawdown

Current decline from peak

0.00%

-61.26%

+61.26%

Average Drawdown

Average peak-to-trough decline

-51.90%

-64.13%

+12.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

13.71%

-8.39%

Volatility

CPRX vs. HYDR - Volatility Comparison

The current volatility for Catalyst Pharmaceuticals, Inc. (CPRX) is 0.46%, while Global X Hydrogen ETF (HYDR) has a volatility of 18.57%. This indicates that CPRX experiences smaller price fluctuations and is considered to be less risky than HYDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPRXHYDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

18.57%

-18.11%

Volatility (6M)

Calculated over the trailing 6-month period

22.84%

38.42%

-15.58%

Volatility (1Y)

Calculated over the trailing 1-year period

32.65%

55.43%

-22.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.79%

47.51%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.09%

47.51%

+12.58%

Dividends

CPRX vs. HYDR - Dividend Comparison

CPRX has not paid dividends to shareholders, while HYDR's dividend yield for the trailing twelve months is around 2.26%.


PositionTTM20252024202320222021
CPRX
Catalyst Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
HYDR
Global X Hydrogen ETF
2.26%3.82%0.40%0.00%0.00%0.06%

Frequently Asked Questions


CPRX and HYDR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYDR has higher volatility (18.57%) compared to CPRX (0.46%). In terms of maximum drawdown, CPRX dropped -94.25% vs HYDR's -89.28%.

HYDR currently has the higher Sharpe Ratio (2.88 vs 1.29), 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 CPRX and HYDR

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

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