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HBM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HBM and VOO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HBM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hudbay Minerals Inc. (HBM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%December2025FebruaryMarchAprilMay
-42.01%
573.36%
HBM
VOO

Key characteristics

Sharpe Ratio

HBM:

-0.22

VOO:

0.52

Sortino Ratio

HBM:

0.15

VOO:

0.89

Omega Ratio

HBM:

1.02

VOO:

1.13

Calmar Ratio

HBM:

-0.14

VOO:

0.57

Martin Ratio

HBM:

-0.43

VOO:

2.18

Ulcer Index

HBM:

20.74%

VOO:

4.85%

Daily Std Dev

HBM:

54.95%

VOO:

19.11%

Max Drawdown

HBM:

-92.24%

VOO:

-33.99%

Current Drawdown

HBM:

-55.42%

VOO:

-7.67%

Returns By Period

In the year-to-date period, HBM achieves a -4.72% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, HBM has underperformed VOO with an annualized return of -2.22%, while VOO has yielded a comparatively higher 12.42% annualized return.


HBM

YTD

-4.72%

1M

10.94%

6M

-17.46%

1Y

-11.81%

5Y*

25.68%

10Y*

-2.22%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

HBM vs. VOO — Risk-Adjusted Performance Rank

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

HBM
The Risk-Adjusted Performance Rank of HBM is 4242
Overall Rank
The Sharpe Ratio Rank of HBM is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of HBM is 4141
Sortino Ratio Rank
The Omega Ratio Rank of HBM is 4040
Omega Ratio Rank
The Calmar Ratio Rank of HBM is 4343
Calmar Ratio Rank
The Martin Ratio Rank of HBM is 4343
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HBM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hudbay Minerals Inc. (HBM) and Vanguard S&P 500 ETF (VOO). 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 HBM Sharpe Ratio is -0.22, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HBM and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
-0.22
0.52
HBM
VOO

Dividends

HBM vs. VOO - Dividend Comparison

HBM's dividend yield for the trailing twelve months is around 0.18%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
HBM
Hudbay Minerals Inc.
0.18%0.17%0.25%0.32%0.22%0.21%0.37%0.34%0.17%0.26%0.42%0.21%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HBM vs. VOO - Drawdown Comparison

The maximum HBM drawdown since its inception was -92.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HBM and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-55.42%
-7.67%
HBM
VOO

Volatility

HBM vs. VOO - Volatility Comparison

Hudbay Minerals Inc. (HBM) has a higher volatility of 12.19% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that HBM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
12.19%
6.83%
HBM
VOO