FCX vs. HG=F

In the year-to-date period, FCX achieves a -1.10% return, which is significantly lower than HG=F's 20.20% return. Over the past 10 years, FCX has outperformed HG=F with an annualized return of 6.13%, while HG=F has yielded a comparatively lower 5.56% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) and Copper (HG=F). 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.

The current FCX Sharpe Ratio is -0.46, which is lower than the HG=F Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FCX and HG=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum FCX drawdown since its inception was -92.44%, which is greater than HG=F's maximum drawdown of -62.54%. Use the drawdown chart below to compare losses from any high point for FCX and HG=F. For additional features, visit the drawdowns tool.

Freeport-McMoRan Inc. (FCX) has a higher volatility of 28.41% compared to Copper (HG=F) at 13.73%. This indicates that FCX's price experiences larger fluctuations and is considered to be riskier than HG=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.