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HG=F vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HG=F and ^GSPC is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

HG=F vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copper (HG=F) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.63%
12.15%
HG=F
^GSPC

Key characteristics

Sharpe Ratio

HG=F:

0.42

^GSPC:

2.01

Sortino Ratio

HG=F:

0.72

^GSPC:

2.67

Omega Ratio

HG=F:

1.09

^GSPC:

1.37

Calmar Ratio

HG=F:

0.41

^GSPC:

3.04

Martin Ratio

HG=F:

0.66

^GSPC:

12.46

Ulcer Index

HG=F:

14.24%

^GSPC:

2.07%

Daily Std Dev

HG=F:

22.02%

^GSPC:

12.86%

Max Drawdown

HG=F:

-62.54%

^GSPC:

-56.78%

Current Drawdown

HG=F:

-17.02%

^GSPC:

-0.06%

Returns By Period

In the year-to-date period, HG=F achieves a 5.50% return, which is significantly higher than ^GSPC's 3.48% return. Over the past 10 years, HG=F has underperformed ^GSPC with an annualized return of 5.38%, while ^GSPC has yielded a comparatively higher 11.52% annualized return.


HG=F

YTD

5.50%

1M

4.54%

6M

3.64%

1Y

12.07%

5Y*

9.42%

10Y*

5.38%

^GSPC

YTD

3.48%

1M

1.88%

6M

12.15%

1Y

25.12%

5Y*

13.11%

10Y*

11.52%

*Annualized

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Risk-Adjusted Performance

HG=F vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HG=F
The Risk-Adjusted Performance Rank of HG=F is 4646
Overall Rank
The Sharpe Ratio Rank of HG=F is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of HG=F is 4646
Sortino Ratio Rank
The Omega Ratio Rank of HG=F is 4646
Omega Ratio Rank
The Calmar Ratio Rank of HG=F is 4949
Calmar Ratio Rank
The Martin Ratio Rank of HG=F is 4141
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HG=F vs. ^GSPC - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for HG=F, currently valued at 0.42, compared to the broader market0.000.501.001.502.000.421.60
The chart of Sortino ratio for HG=F, currently valued at 0.72, compared to the broader market0.000.501.001.502.002.500.722.17
The chart of Omega ratio for HG=F, currently valued at 1.09, compared to the broader market1.001.101.201.301.401.091.31
The chart of Calmar ratio for HG=F, currently valued at 0.41, compared to the broader market0.001.002.003.004.000.412.31
The chart of Martin ratio for HG=F, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.000.669.16
HG=F
^GSPC

The current HG=F Sharpe Ratio is 0.42, which is lower than the ^GSPC Sharpe Ratio of 2.01. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.42
1.60
HG=F
^GSPC

Drawdowns

HG=F vs. ^GSPC - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.02%
-0.06%
HG=F
^GSPC

Volatility

HG=F vs. ^GSPC - Volatility Comparison

Copper (HG=F) has a higher volatility of 4.93% compared to S&P 500 (^GSPC) at 3.79%. This indicates that HG=F's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.93%
3.79%
HG=F
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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