HG=F vs. CPER

The year-to-date returns for both stocks are quite close, with HG=F having a 16.59% return and CPER slightly lower at 16.34%. Over the past 10 years, HG=F has outperformed CPER with an annualized return of 4.76%, while CPER has yielded a comparatively lower 4.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and United States Copper Index Fund (CPER). 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 -0.17, which is lower than the CPER Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of HG=F and CPER, 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 CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for HG=F and CPER. For additional features, visit the drawdowns tool.

Copper (HG=F) has a higher volatility of 8.49% compared to United States Copper Index Fund (CPER) at 8.01%. This indicates that HG=F's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.