HG=F vs. SCCO

In the year-to-date period, HG=F achieves a 4.14% return, which is significantly lower than SCCO's 11.80% return. Over the past 10 years, HG=F has underperformed SCCO with an annualized return of 3.47%, while SCCO has yielded a comparatively higher 17.00% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and Southern Copper Corporation (SCCO). 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 0.30, which is comparable to the SCCO Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of HG=F and SCCO, 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 SCCO drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for HG=F and SCCO. For additional features, visit the drawdowns tool.

The current volatility for Copper (HG=F) is 4.19%, while Southern Copper Corporation (SCCO) has a volatility of 9.70%. This indicates that HG=F experiences smaller price fluctuations and is considered to be less risky than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.