HG=F vs. VOO

In the year-to-date period, HG=F achieves a 20.20% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, HG=F has underperformed VOO with an annualized return of 5.61%, while VOO has yielded a comparatively higher 12.07% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and Vanguard S&P 500 ETF (VOO). 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 0.13, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of HG=F and VOO, 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%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HG=F and VOO. For additional features, visit the drawdowns tool.

Copper (HG=F) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.73% and 13.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.