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HACK vs. GDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HACK and GDX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

HACK vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Cyber Security ETF (HACK) and VanEck Vectors Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
211.77%
109.16%
HACK
GDX

Key characteristics

Sharpe Ratio

HACK:

1.30

GDX:

0.40

Sortino Ratio

HACK:

1.76

GDX:

0.76

Omega Ratio

HACK:

1.24

GDX:

1.09

Calmar Ratio

HACK:

1.92

GDX:

0.23

Martin Ratio

HACK:

5.22

GDX:

1.40

Ulcer Index

HACK:

4.91%

GDX:

9.19%

Daily Std Dev

HACK:

19.70%

GDX:

31.81%

Max Drawdown

HACK:

-42.68%

GDX:

-80.57%

Current Drawdown

HACK:

-5.04%

GDX:

-41.44%

Returns By Period

In the year-to-date period, HACK achieves a 24.18% return, which is significantly higher than GDX's 12.00% return. Over the past 10 years, HACK has outperformed GDX with an annualized return of 11.24%, while GDX has yielded a comparatively lower 8.18% annualized return.


HACK

YTD

24.18%

1M

4.91%

6M

19.38%

1Y

24.45%

5Y*

13.14%

10Y*

11.24%

GDX

YTD

12.00%

1M

-7.93%

6M

2.18%

1Y

10.78%

5Y*

6.40%

10Y*

8.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HACK vs. GDX - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than GDX's 0.53% expense ratio.


HACK
ETFMG Prime Cyber Security ETF
Expense ratio chart for HACK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for GDX: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%

Risk-Adjusted Performance

HACK vs. GDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) and VanEck Vectors Gold Miners ETF (GDX). 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.


Sharpe ratio
The chart of Sharpe ratio for HACK, currently valued at 1.30, compared to the broader market0.002.004.001.300.40
The chart of Sortino ratio for HACK, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.001.760.76
The chart of Omega ratio for HACK, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.09
The chart of Calmar ratio for HACK, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.920.33
The chart of Martin ratio for HACK, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.00100.005.221.40
HACK
GDX

The current HACK Sharpe Ratio is 1.30, which is higher than the GDX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of HACK and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.30
0.40
HACK
GDX

Dividends

HACK vs. GDX - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.18%, while GDX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HACK
ETFMG Prime Cyber Security ETF
0.18%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%0.00%
GDX
VanEck Vectors Gold Miners ETF
0.00%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%0.90%

Drawdowns

HACK vs. GDX - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum GDX drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for HACK and GDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.04%
-21.23%
HACK
GDX

Volatility

HACK vs. GDX - Volatility Comparison

The current volatility for ETFMG Prime Cyber Security ETF (HACK) is 7.74%, while VanEck Vectors Gold Miners ETF (GDX) has a volatility of 9.40%. This indicates that HACK experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.74%
9.40%
HACK
GDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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