HG=F vs. SPY

In the year-to-date period, HG=F achieves a 14.08% return, which is significantly higher than SPY's 1.69% return. Over the past 10 years, HG=F has underperformed SPY with an annualized return of 4.79%, while SPY has yielded a comparatively higher 12.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and SPDR S&P 500 ETF (SPY). 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 lower than the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of HG=F and SPY, 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 SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HG=F and SPY. For additional features, visit the drawdowns tool.

Copper (HG=F) has a higher volatility of 8.59% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that HG=F's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.