HG=F vs. BZ=F

In the year-to-date period, HG=F achieves a 20.15% return, which is significantly higher than BZ=F's -14.09% return. Over the past 10 years, HG=F has outperformed BZ=F with an annualized return of 5.88%, while BZ=F has yielded a comparatively lower -0.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and Crude Oil Brent (BZ=F). 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 0.06, which is higher than the BZ=F Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of HG=F and BZ=F, 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 BZ=F's maximum drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for HG=F and BZ=F.

The current volatility for Copper (HG=F) is 6.61%, while Crude Oil Brent (BZ=F) has a volatility of 7.44%. This indicates that HG=F experiences smaller price fluctuations and is considered to be less risky than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.