HG=F vs. CPER

The year-to-date returns for both investments are quite close, with HG=F having a 20.20% return and CPER slightly higher at 20.75%. Over the past 10 years, HG=F has outperformed CPER with an annualized return of 5.61%, while CPER has yielded a comparatively lower 5.15% 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 0.13, which is lower than the CPER Sharpe Ratio of 0.35. 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 -62.54%, 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.

The current volatility for Copper (HG=F) is 13.73%, while United States Copper Index Fund (CPER) has a volatility of 14.97%. This indicates that HG=F experiences smaller price fluctuations and is considered to be less risky than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.