HG=F vs. FCX

In the year-to-date period, HG=F achieves a 5.64% return, which is significantly higher than FCX's -9.04% return. Over the past 10 years, HG=F has underperformed FCX with an annualized return of 3.59%, while FCX has yielded a comparatively higher 6.61% 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 0.37, which is higher than the FCX Sharpe Ratio of -0.23. 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 -92.46%. 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 4.61%, while Freeport-McMoRan Inc. (FCX) has a volatility of 8.22%. 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.