HG=F vs. FCX

In the year-to-date period, HG=F achieves a 6.89% return, which is significantly higher than FCX's 6.23% return. Over the past 10 years, HG=F has underperformed FCX with an annualized return of 5.52%, while FCX has yielded a comparatively higher 8.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and Freeport-McMoRan Inc. (FCX). 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 0.46, which is higher than the FCX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HG=F and FCX, 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%, smaller than the maximum FCX drawdown of -92.44%. Use the drawdown chart below to compare losses from any high point for HG=F and FCX. For additional features, visit the drawdowns tool.

Copper (HG=F) and Freeport-McMoRan Inc. (FCX) have volatilities of 4.84% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.