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HDX1.DE vs. AOMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDX1.DE vs. AOMR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and Angel Oak Mortgage, Inc. (AOMR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HDX1.DE is traded in EUR, while AOMR is traded in USD. To make them comparable, the AOMR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HDX1.DE achieves a -27.98% return, which is significantly lower than AOMR's 25.69% return.


HDX1.DE

1D
0.00%
1M
0.70%
6M
-34.42%
YTD
-27.98%
1Y
-47.81%
3Y*
19.29%
5Y*
10Y*

AOMR

1D
-1.16%
1M
16.23%
6M
15.53%
YTD
25.69%
1Y
21.55%
3Y*
15.02%
5Y*
1.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDX1.DE vs. AOMR - Yearly Performance Comparison


2026 (YTD)2025202420232022
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
-27.98%-21.32%108.60%133.00%-26.82%
AOMR
Angel Oak Mortgage, Inc.
25.69%-6.41%4.59%152.07%-67.75%

Correlation

The correlation between HDX1.DE and AOMR is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.07

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Return for Risk

HDX1.DE vs. AOMR — Risk / Return Rank

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

HDX1.DE
HDX1.DE Risk / Return Rank: 22
Overall Rank
HDX1.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HDX1.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
HDX1.DE Omega Ratio Rank: 22
Omega Ratio Rank
HDX1.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
HDX1.DE Martin Ratio Rank: 22
Martin Ratio Rank

AOMR
AOMR Risk / Return Rank: 6767
Overall Rank
AOMR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AOMR Sortino Ratio Rank: 6565
Sortino Ratio Rank
AOMR Omega Ratio Rank: 6464
Omega Ratio Rank
AOMR Calmar Ratio Rank: 7070
Calmar Ratio Rank
AOMR Martin Ratio Rank: 6868
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.

HDX1.DE vs. AOMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and Angel Oak Mortgage, Inc. (AOMR). 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.


HDX1.DEAOMRDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

0.82

1.17

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.85

1.53

-2.37

Martin ratioReturn relative to average drawdown

-1.33

2.95

-4.28

HDX1.DE vs. AOMR - Sharpe Ratio Comparison

The current HDX1.DE Sharpe Ratio is -1.09, which is lower than the AOMR Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of HDX1.DE and AOMR, 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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Drawdowns

HDX1.DE vs. AOMR - Drawdown Comparison

The maximum HDX1.DE drawdown since its inception was -56.57%, smaller than the maximum AOMR drawdown of -69.51%. Use the drawdown chart below to compare losses from any high point for HDX1.DE and AOMR.


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Drawdown Indicators


HDX1.DEAOMRDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-69.51%

+12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-56.57%

-14.18%

-42.39%

Max Drawdown (3Y)

Largest decline over 3 years

-56.57%

-40.81%

-15.76%

Max Drawdown (5Y)

Largest decline over 5 years

-69.51%

Current Drawdown

Current decline from peak

-51.70%

-8.40%

-43.30%

Average Drawdown

Average peak-to-trough decline

-17.04%

-22.28%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.94%

7.32%

+28.62%

Volatility

HDX1.DE vs. AOMR - Volatility Comparison

Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) has a higher volatility of 10.36% compared to Angel Oak Mortgage, Inc. (AOMR) at 9.67%. This indicates that HDX1.DE's price experiences larger fluctuations and is considered to be riskier than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDX1.DEAOMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

9.67%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

31.54%

18.47%

+13.07%

Volatility (1Y)

Calculated over the trailing 1-year period

44.13%

25.25%

+18.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.37%

38.09%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.37%

38.03%

+12.34%

Dividends

HDX1.DE vs. AOMR - Dividend Comparison

HDX1.DE has not paid dividends to shareholders, while AOMR's dividend yield for the trailing twelve months is around 20.52%.


PositionTTM20252024202320222021
AOMR
Angel Oak Mortgage, Inc.
20.52%14.87%13.79%12.08%35.31%2.93%
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDX1.DE and AOMR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HDX1.DE and AOMR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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