HG=F vs. ^GSPC

In the year-to-date period, HG=F achieves a 20.20% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, HG=F has underperformed ^GSPC with an annualized return of 5.56%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) and S&P 500 (^GSPC). 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 ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HG=F and ^GSPC, 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 ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HG=F and ^GSPC. For additional features, visit the drawdowns tool.

Copper (HG=F) and S&P 500 (^GSPC) have volatilities of 13.73% and 14.07%, 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.