HG=F vs. FCX

In the year-to-date period, HG=F achieves a 14.08% return, which is significantly higher than FCX's 0.67% return. Over the past 10 years, HG=F has underperformed FCX with an annualized return of 4.79%, while FCX has yielded a comparatively higher 7.10% 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 -0.21, which is higher than the FCX Sharpe Ratio of -0.58. 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 -99.27%, which is greater than FCX's maximum 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.

The current volatility for Copper (HG=F) is 8.59%, while Freeport-McMoRan Inc. (FCX) has a volatility of 10.70%. This indicates that HG=F experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.