HCC vs. EPOL
HCC (Warrior Met Coal, Inc.) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past 5 years, HCC returned 39.37%/yr vs 15.18%/yr for EPOL. At a 0.29 correlation, their price movements are largely independent.
Performance
HCC vs. EPOL - Performance Comparison
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Returns By Period
In the year-to-date period, HCC achieves a -4.38% return, which is significantly lower than EPOL's 8.76% return.
HCC
- 1D
- -2.28%
- 1M
- 0.26%
- YTD
- -4.38%
- 6M
- -5.45%
- 1Y
- 98.31%
- 3Y*
- 32.96%
- 5Y*
- 39.37%
- 10Y*
- —
EPOL
- 1D
- -1.91%
- 1M
- -4.20%
- YTD
- 8.76%
- 6M
- 8.88%
- 1Y
- 29.45%
- 3Y*
- 32.34%
- 5Y*
- 15.18%
- 10Y*
- 11.74%
HCC vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCC Warrior Met Coal, Inc. | -4.38% | 63.49% | -9.79% | 81.59% | 41.03% | 21.82% | 2.30% | 1.98% | 23.20% | 131.47% |
EPOL iShares MSCI Poland ETF | 8.76% | 77.34% | -2.61% | 50.70% | -24.62% | 12.21% | -8.38% | -6.13% | -13.76% | 27.63% |
Correlation
The correlation between HCC and EPOL 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2017 | 0.29 |
The correlation between HCC and EPOL shifts across timeframes, from 0.17 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HCC vs. EPOL — Risk / Return Rank
HCC
EPOL
HCC vs. EPOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warrior Met Coal, Inc. (HCC) and iShares MSCI Poland ETF (EPOL). 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.
| HCC | EPOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.68 | +1.37 |
| Martin ratioReturn relative to average drawdown | 9.71 | 7.25 | +2.46 |
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Drawdowns
HCC vs. EPOL - Drawdown Comparison
The maximum HCC drawdown since its inception was -64.81%, roughly equal to the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for HCC and EPOL.
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Drawdown Indicators
| HCC | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.81% | -63.72% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -24.41% | -11.04% | -13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -45.53% | -21.81% | -23.72% |
Max Drawdown (5Y)Largest decline over 5 years | -45.53% | -54.21% | +8.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.41% | — |
Current DrawdownCurrent decline from peak | -23.69% | -6.64% | -17.05% |
Average DrawdownAverage peak-to-trough decline | -18.09% | -26.80% | +8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.16% | 4.07% | +6.09% |
Volatility
HCC vs. EPOL - Volatility Comparison
Warrior Met Coal, Inc. (HCC) has a higher volatility of 24.69% compared to iShares MSCI Poland ETF (EPOL) at 7.73%. This indicates that HCC's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCC | EPOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.69% | 7.73% | +16.96% |
Volatility (6M)Calculated over the trailing 6-month period | 36.84% | 18.48% | +18.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.96% | 23.78% | +33.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.66% | 29.18% | +20.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.50% | 27.43% | +25.07% |
Dividends
HCC vs. EPOL - Dividend Comparison
HCC's dividend yield for the trailing twelve months is around 0.38%, less than EPOL's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 3.87% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
HCC Warrior Met Coal, Inc. | 0.38% | 0.36% | 1.51% | 1.90% | 4.45% | 0.78% | 0.94% | 21.85% | 27.91% | 45.17% | 0.00% | 0.00% |
Frequently Asked Questions
HCC and EPOL 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.
HCC has higher volatility (24.69%) compared to EPOL (7.73%). In terms of maximum drawdown, HCC dropped -64.81% vs EPOL's -63.72%.
HCC currently has the higher Sharpe Ratio (1.74 vs 1.26), 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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