HG=F vs. GC=F

In the year-to-date period, HG=F achieves a 17.06% return, which is significantly lower than GC=F's 23.59% return. Over the past 10 years, HG=F has underperformed GC=F with an annualized return of 4.74%, while GC=F has yielded a comparatively higher 10.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and Gold (GC=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 -0.04, which is lower than the GC=F Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HG=F and GC=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 GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for HG=F and GC=F. For additional features, visit the drawdowns tool.

The current volatility for Copper (HG=F) is 8.32%, while Gold (GC=F) has a volatility of 9.21%. This indicates that HG=F experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.