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GPRO vs. HL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GPRO vs. HL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GoPro, Inc. (GPRO) and Hecla Mining Company (HL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPRO achieves a -25.89% return, which is significantly lower than HL's -13.10% return. Over the past 10 years, GPRO has underperformed HL with an annualized return of -20.77%, while HL has yielded a comparatively higher 14.62% annualized return.


GPRO

1D
-8.73%
1M
-27.43%
YTD
-25.89%
6M
-43.51%
1Y
57.14%
3Y*
-37.55%
5Y*
-37.59%
10Y*
-20.77%

HL

1D
-6.35%
1M
-5.16%
YTD
-13.10%
6M
-3.94%
1Y
189.25%
3Y*
45.57%
5Y*
13.86%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPRO vs. HL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPRO
GoPro, Inc.
-25.89%29.36%-68.59%-30.32%-51.70%24.52%90.78%2.36%-43.99%-13.09%
HL
Hecla Mining Company
-13.10%291.70%2.82%-12.93%6.99%-18.97%91.83%44.43%-40.37%-24.08%

Correlation

The correlation between GPRO and HL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2014

0.20

The correlation between GPRO and HL shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GPRO:

$170.55M

HL:

$11.25B

EPS

GPRO:

-$0.80

HL:

$0.84

PS Ratio

GPRO:

0.27

HL:

7.05

Total Revenue (TTM)

GPRO:

$616.30M

HL:

$1.57B

Gross Profit (TTM)

GPRO:

$180.32M

HL:

$788.95M

EBITDA (TTM)

GPRO:

-$67.88M

HL:

$864.40M

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Return for Risk

GPRO vs. HL — Risk / Return Rank

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

GPRO
GPRO Risk / Return Rank: 6060
Overall Rank
GPRO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GPRO Sortino Ratio Rank: 6969
Sortino Ratio Rank
GPRO Omega Ratio Rank: 6464
Omega Ratio Rank
GPRO Calmar Ratio Rank: 5757
Calmar Ratio Rank
GPRO Martin Ratio Rank: 5454
Martin Ratio Rank

HL
HL Risk / Return Rank: 8787
Overall Rank
HL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HL Sortino Ratio Rank: 8787
Sortino Ratio Rank
HL Omega Ratio Rank: 8585
Omega Ratio Rank
HL Calmar Ratio Rank: 8787
Calmar Ratio Rank
HL Martin Ratio Rank: 8484
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.

GPRO vs. HL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GoPro, Inc. (GPRO) and Hecla Mining Company (HL). 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.


GPROHLDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

0.73

3.92

-3.19

Martin ratioReturn relative to average drawdown

1.25

8.20

-6.95

GPRO vs. HL - Sharpe Ratio Comparison

The current GPRO Sharpe Ratio is 0.49, which is lower than the HL Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of GPRO and HL, 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


GPROHLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

2.66

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.24

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

0.23

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.01

-0.37

Drawdowns

GPRO vs. HL - Drawdown Comparison

The maximum GPRO drawdown since its inception was -99.49%, roughly equal to the maximum HL drawdown of -97.92%. Use the drawdown chart below to compare losses from any high point for GPRO and HL.


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Drawdown Indicators


GPROHLDifference

Max Drawdown

Largest peak-to-trough decline

-99.49%

-97.92%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-78.28%

-48.56%

-29.72%

Max Drawdown (3Y)

Largest decline over 3 years

-88.99%

-48.56%

-40.43%

Max Drawdown (5Y)

Largest decline over 5 years

-96.18%

-63.18%

-33.00%

Max Drawdown (10Y)

Largest decline over 10 years

-97.19%

-82.45%

-14.74%

Current Drawdown

Current decline from peak

-98.89%

-47.57%

-51.32%

Average Drawdown

Average peak-to-trough decline

-87.02%

-69.95%

-17.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.88%

23.18%

+22.70%

Volatility

GPRO vs. HL - Volatility Comparison

GoPro, Inc. (GPRO) has a higher volatility of 31.79% compared to Hecla Mining Company (HL) at 22.42%. This indicates that GPRO's price experiences larger fluctuations and is considered to be riskier than HL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPROHLDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.79%

22.42%

+9.37%

Volatility (6M)

Calculated over the trailing 6-month period

76.08%

53.84%

+22.24%

Volatility (1Y)

Calculated over the trailing 1-year period

118.12%

71.57%

+46.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.59%

59.06%

+12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.37%

62.65%

+4.72%

Dividends

GPRO vs. HL - Dividend Comparison

GPRO has not paid dividends to shareholders, while HL's dividend yield for the trailing twelve months is around 0.09%.


PositionTTM20252024202320222021202020192018201720162015
GPRO
GoPro, 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%
HL
Hecla Mining Company
0.09%0.08%0.81%0.65%0.40%0.72%0.25%0.29%0.42%0.25%0.19%0.53%

Financials

GPRO vs. HL - Financials Comparison

This section allows you to compare key financial metrics between GoPro, Inc. and Hecla Mining Company. 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


100.00M200.00M300.00M400.00M20222023202420252026
99.07M
411.43M
(GPRO) Total Revenue
(HL) Total Revenue
Values in USD except per share items

GPRO vs. HL - Profitability Comparison

The chart below illustrates the profitability comparison between GoPro, Inc. and Hecla Mining Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
4.4%
61.6%
Portfolio components
GPRO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GoPro, Inc. reported a gross profit of 4.31M and revenue of 99.07M. Therefore, the gross margin over that period was 4.4%.

HL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hecla Mining Company reported a gross profit of 253.26M and revenue of 411.43M. Therefore, the gross margin over that period was 61.6%.

GPRO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GoPro, Inc. reported an operating income of -57.25M and revenue of 99.07M, resulting in an operating margin of -57.8%.

HL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hecla Mining Company reported an operating income of 223.11M and revenue of 411.43M, resulting in an operating margin of 54.2%.

GPRO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GoPro, Inc. reported a net income of -80.82M and revenue of 99.07M, resulting in a net margin of -81.6%.

HL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hecla Mining Company reported a net income of 266.45M and revenue of 411.43M, resulting in a net margin of 64.8%.


Frequently Asked Questions


GPRO and HL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPRO has higher volatility (31.79%) compared to HL (22.42%). In terms of maximum drawdown, GPRO dropped -99.49% vs HL's -97.92%.

HL currently has the higher Sharpe Ratio (2.66 vs 0.49), 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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