HG=F vs. ^RTSI

Last updated Jun 9, 2026

HG=F (Copper) is an asset, while ^RTSI (RTS Index) is an index. At a 0.01 correlation, their price movements are largely independent.

Performance

HG=F vs. ^RTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copper (HG=F) and RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HG=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^RTSI

• 1D: -1.70%
• 1M: 1.53%
• YTD: 0.37%
• 6M: -0.37%
• 1Y: 0.87%
• 3Y*: 2.07%
• 5Y*: -7.45%
• 10Y*: 2.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HG=F vs. ^RTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HG=F Copper	0.00%	0.00%	0.00%	0.00%	1.29%
^RTSI RTS Index	0.37%	24.73%	-17.56%	11.63%	-31.02%

Correlation

The correlation between HG=F and ^RTSI is 0.01, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	0.01

Return for Risk

HG=F vs. ^RTSI — Risk / Return Rank

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

^RTSI

^RTSI Risk / Return Rank: 11
^RTSI Sharpe Ratio Rank: 11
^RTSI Sortino Ratio Rank: 11
^RTSI Omega Ratio Rank: 11
^RTSI Calmar Ratio Rank: 11
^RTSI Martin Ratio Rank: 11

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.

HG=F vs. ^RTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and RTS Index (^RTSI). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	HG=F	^RTSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.21	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.21	—

Drawdowns

Drawdown Indicators

	HG=F	^RTSI	Difference
Max Drawdown Largest peak-to-trough decline	—	-93.26%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-17.79%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-40.03%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-62.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-62.14%	—
Current Drawdown Current decline from peak	—	-55.05%	—
Average Drawdown Average peak-to-trough decline	—	-43.30%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.17%	—

Volatility

Volatility by Period

	HG=F	^RTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.07%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	36.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	31.01%	—

Frequently Asked Questions

Can I hold both HG=F and ^RTSI in my portfolio?

HG=F and ^RTSI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.