HG=F vs. ^GSPC

In the year-to-date period, HG=F achieves a 15.27% return, which is significantly higher than ^GSPC's 0.19% return. Over the past 10 years, HG=F has underperformed ^GSPC with an annualized return of 4.58%, while ^GSPC has yielded a comparatively higher 10.78% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and S&P 500 (^GSPC). 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 HG=F Sharpe Ratio is -0.19, which is lower than the ^GSPC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HG=F and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum HG=F drawdown since its inception was -99.27%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HG=F and ^GSPC. For additional features, visit the drawdowns tool.

Copper (HG=F) has a higher volatility of 8.57% compared to S&P 500 (^GSPC) at 6.15%. This indicates that HG=F's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.