HAGHY vs. AUMI
HAGHY (Hensoldt AG) is a stock, while AUMI (Themes Gold Miners ETF) is Gold fund tracking the Solactive Global Pure Gold Miners Index. Over the past year, HAGHY returned -19.30% vs 38.38% for AUMI. At a 0.12 correlation, their price movements are largely independent.
Performance
HAGHY vs. AUMI - Performance Comparison
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Returns By Period
In the year-to-date period, HAGHY achieves a 1.44% return, which is significantly higher than AUMI's -11.62% return.
HAGHY
- 1D
- -5.73%
- 1M
- 0.63%
- YTD
- 1.44%
- 6M
- 2.37%
- 1Y
- -19.30%
- 3Y*
- 41.89%
- 5Y*
- —
- 10Y*
- —
AUMI
- 1D
- 2.52%
- 1M
- -18.86%
- YTD
- -11.62%
- 6M
- -9.97%
- 1Y
- 38.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HAGHY vs. AUMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HAGHY Hensoldt AG | 1.44% | 144.40% | 31.10% | 5.10% |
AUMI Themes Gold Miners ETF | -11.62% | 164.18% | 30.61% | 10.23% |
Correlation
The correlation between HAGHY and AUMI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2023 | 0.12 |
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Return for Risk
HAGHY vs. AUMI — Risk / Return Rank
HAGHY
AUMI
HAGHY vs. AUMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hensoldt AG (HAGHY) and Themes Gold Miners ETF (AUMI). 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.
| HAGHY | AUMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.98 | -1.43 |
| Martin ratioReturn relative to average drawdown | -0.74 | 2.81 | -3.55 |
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Drawdowns
HAGHY vs. AUMI - Drawdown Comparison
The maximum HAGHY drawdown since its inception was -42.91%, which is greater than AUMI's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for HAGHY and AUMI.
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Drawdown Indicators
| HAGHY | AUMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.91% | -39.28% | -3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -42.91% | -39.28% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -42.91% | — | — |
Current DrawdownCurrent decline from peak | -34.77% | -33.51% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -20.42% | -7.35% | -13.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.00% | 13.72% | +12.28% |
Volatility
HAGHY vs. AUMI - Volatility Comparison
Hensoldt AG (HAGHY) and Themes Gold Miners ETF (AUMI) have volatilities of 17.33% and 17.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAGHY | AUMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.33% | 17.47% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 40.88% | 40.45% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.56% | 49.48% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.61% | 42.24% | +14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 42.24% | +14.37% |
Dividends
HAGHY vs. AUMI - Dividend Comparison
HAGHY's dividend yield for the trailing twelve months is around 0.74%, less than AUMI's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AUMI Themes Gold Miners ETF | 0.98% | 0.86% | 1.84% | 0.00% | 0.00% |
HAGHY Hensoldt AG | 0.74% | 0.63% | 1.20% | 1.19% | 1.10% |
Frequently Asked Questions
HAGHY and AUMI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUMI has higher volatility (17.47%) compared to HAGHY (17.33%). In terms of maximum drawdown, HAGHY dropped -42.91% vs AUMI's -39.28%.
AUMI currently has the higher Sharpe Ratio (0.78 vs -0.35), 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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