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FDY.TO vs. HGRAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FDY.TO vs. HGRAF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Faraday Copper Corp. (FDY.TO) and HydroGraph Clean Power Inc (HGRAF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FDY.TO is traded in CAD, while HGRAF is traded in USD. To make them comparable, the HGRAF values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FDY.TO achieves a 130.77% return, which is significantly lower than HGRAF's 160.65% return.


FDY.TO

1D
-5.12%
1M
39.69%
YTD
130.77%
6M
190.32%
1Y
707.69%
3Y*
97.32%
5Y*
59.52%
10Y*
89.80%

HGRAF

1D
-3.35%
1M
-8.48%
YTD
160.65%
6M
136.46%
1Y
2,509.64%
3Y*
300.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDY.TO vs. HGRAF - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDY.TO
Faraday Copper Corp.
130.77%268.92%17.46%16.67%-32.50%
HGRAF
HydroGraph Clean Power Inc
160.65%1,274.42%101.73%-38.20%-41.84%

Correlation

The correlation between FDY.TO and HGRAF is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2022

-0.01

The correlation between FDY.TO and HGRAF shifts across timeframes, from -0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FDY.TO:

CA$1.65B

HGRAF:

$1.68B

EPS

FDY.TO:

-CA$0.12

HGRAF:

-$0.04

PB Ratio

FDY.TO:

10.66

HGRAF:

34.62

Total Revenue (TTM)

FDY.TO:

CA$0.00

HGRAF:

$90.39K

Gross Profit (TTM)

FDY.TO:

-CA$322.61K

HGRAF:

-$5.70M

EBITDA (TTM)

FDY.TO:

-CA$33.02M

HGRAF:

-$12.48M

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Return for Risk

FDY.TO vs. HGRAF — Risk / Return Rank

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

FDY.TO
FDY.TO Risk / Return Rank: 9999
Overall Rank
FDY.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
FDY.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
FDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
FDY.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
FDY.TO Martin Ratio Rank: 100100
Martin Ratio Rank

HGRAF
HGRAF Risk / Return Rank: 9999
Overall Rank
HGRAF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
HGRAF Sortino Ratio Rank: 9999
Sortino Ratio Rank
HGRAF Omega Ratio Rank: 9797
Omega Ratio Rank
HGRAF Calmar Ratio Rank: 100100
Calmar Ratio Rank
HGRAF Martin Ratio Rank: 100100
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.

FDY.TO vs. HGRAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Faraday Copper Corp. (FDY.TO) and HydroGraph Clean Power Inc (HGRAF). 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.


FDY.TOHGRAFDifference

Sharpe ratio

Return per unit of total volatility

10.58

17.32

-6.74

Sortino ratio

Return per unit of downside risk

6.46

5.95

+0.50

Omega ratio

Gain probability vs. loss probability

1.79

1.72

+0.07

Calmar ratio

Return relative to maximum drawdown

21.05

52.24

-31.19

Martin ratio

Return relative to average drawdown

74.64

98.12

-23.48

FDY.TO vs. HGRAF - Sharpe Ratio Comparison

The current FDY.TO Sharpe Ratio is 10.58, which is lower than the HGRAF Sharpe Ratio of 17.32. The chart below compares the historical Sharpe Ratios of FDY.TO and HGRAF, 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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Sharpe Ratios by Period


FDY.TOHGRAFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.58

17.32

-6.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.81

-0.27

Drawdowns

FDY.TO vs. HGRAF - Drawdown Comparison

The maximum FDY.TO drawdown since its inception was -99.00%, which is greater than HGRAF's maximum drawdown of -73.86%. Use the drawdown chart below to compare losses from any high point for FDY.TO and HGRAF.


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Drawdown Indicators


FDY.TOHGRAFDifference

Max Drawdown

Largest peak-to-trough decline

-99.00%

-73.86%

-25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-33.95%

-48.70%

+14.75%

Max Drawdown (3Y)

Largest decline over 3 years

-47.75%

-52.74%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-63.00%

Max Drawdown (10Y)

Largest decline over 10 years

-81.48%

Current Drawdown

Current decline from peak

-5.12%

-39.35%

+34.23%

Average Drawdown

Average peak-to-trough decline

-40.75%

-39.50%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.55%

26.08%

-16.53%

Volatility

FDY.TO vs. HGRAF - Volatility Comparison

Faraday Copper Corp. (FDY.TO) has a higher volatility of 20.75% compared to HydroGraph Clean Power Inc (HGRAF) at 17.28%. This indicates that FDY.TO's price experiences larger fluctuations and is considered to be riskier than HGRAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDY.TOHGRAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.75%

17.28%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

53.83%

77.09%

-23.26%

Volatility (1Y)

Calculated over the trailing 1-year period

67.53%

146.85%

-79.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.25%

139.39%

-74.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.19%

139.39%

-33.20%

Dividends

FDY.TO vs. HGRAF - Dividend Comparison

Neither FDY.TO nor HGRAF has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FDY.TO
Faraday Copper Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%112.86%196.43%372.78%
HGRAF
HydroGraph Clean Power Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FDY.TO vs. HGRAF - Financials Comparison

This section allows you to compare key financial metrics between Faraday Copper Corp. and HydroGraph Clean Power Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00K20.00K30.00K40.00K50.00K202220232024202520260
50.31K
(FDY.TO) Total Revenue
(HGRAF) Total Revenue
Please note, different currencies. FDY.TO values in CAD, HGRAF values in USD

Frequently Asked Questions


FDY.TO and HGRAF have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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