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HGEN.AX vs. OOO.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGEN.AX vs. OOO.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Global X Hydrogen ETF (HGEN.AX) and Betashares Crude Oil Index Currency Hedged Complex ETF (OOO.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HGEN.AX achieves a 43.83% return, which is significantly lower than OOO.AX's 63.70% return.


HGEN.AX

1D
-3.10%
1M
-14.66%
6M
13.86%
YTD
43.83%
1Y
92.59%
3Y*
12.54%
5Y*
10Y*

OOO.AX

1D
0.00%
1M
-0.10%
6M
56.08%
YTD
63.70%
1Y
50.75%
3Y*
19.00%
5Y*
11.34%
10Y*
0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGEN.AX vs. OOO.AX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HGEN.AX
Global X Hydrogen ETF
43.83%43.64%-10.40%-20.10%-36.18%7.90%
OOO.AX
Betashares Crude Oil Index Currency Hedged Complex ETF
63.70%-7.58%10.33%-4.20%-1.77%0.00%

Correlation

The correlation between HGEN.AX and OOO.AX is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2021

0.06

The correlation between HGEN.AX and OOO.AX shifts across timeframes, from -0.10 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Global X Hydrogen ETF

Return for Risk

HGEN.AX vs. OOO.AX — Risk / Return Rank

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

HGEN.AX
HGEN.AX Risk / Return Rank: 7171
Overall Rank
HGEN.AX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HGEN.AX Sortino Ratio Rank: 6767
Sortino Ratio Rank
HGEN.AX Omega Ratio Rank: 6363
Omega Ratio Rank
HGEN.AX Calmar Ratio Rank: 8383
Calmar Ratio Rank
HGEN.AX Martin Ratio Rank: 6767
Martin Ratio Rank

OOO.AX
OOO.AX Risk / Return Rank: 3434
Overall Rank
OOO.AX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OOO.AX Sortino Ratio Rank: 3535
Sortino Ratio Rank
OOO.AX Omega Ratio Rank: 4747
Omega Ratio Rank
OOO.AX Calmar Ratio Rank: 3434
Calmar Ratio Rank
OOO.AX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HGEN.AX vs. OOO.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen ETF (HGEN.AX) and Betashares Crude Oil Index Currency Hedged Complex ETF (OOO.AX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HGEN.AXOOO.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

3.61

1.44

+2.17

Martin ratioReturn relative to average drawdown

9.67

3.62

+6.05

HGEN.AX vs. OOO.AX - Sharpe Ratio Comparison

The current HGEN.AX Sharpe Ratio is 1.94, which is higher than the OOO.AX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HGEN.AX and OOO.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HGEN.AX vs. OOO.AX - Drawdown Comparison

The maximum HGEN.AX drawdown since its inception was -72.54%, smaller than the maximum OOO.AX drawdown of -95.09%. Use the drawdown chart below to compare losses from any high point for HGEN.AX and OOO.AX.


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Drawdown Indicators


HGEN.AXOOO.AXDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-95.09%

+22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-33.79%

+8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-49.84%

-33.79%

-16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-51.22%

Max Drawdown (10Y)

Largest decline over 10 years

-86.96%

Current Drawdown

Current decline from peak

-25.22%

-74.02%

+48.80%

Average Drawdown

Average peak-to-trough decline

-47.63%

-64.58%

+16.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.50%

13.72%

-4.22%

Volatility

HGEN.AX vs. OOO.AX - Volatility Comparison

Global X Hydrogen ETF (HGEN.AX) and Betashares Crude Oil Index Currency Hedged Complex ETF (OOO.AX) have volatilities of 13.18% and 12.86%, 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.


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Volatility by Period


HGEN.AXOOO.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.18%

12.86%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

32.95%

61.15%

-28.20%

Volatility (1Y)

Calculated over the trailing 1-year period

46.74%

64.88%

-18.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.64%

45.17%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.64%

44.75%

-8.11%

Dividends

HGEN.AX vs. OOO.AX - Dividend Comparison

HGEN.AX's dividend yield for the trailing twelve months is around 0.78%, less than OOO.AX's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
HGEN.AX
Global X Hydrogen ETF
0.78%0.34%0.60%0.17%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OOO.AX
Betashares Crude Oil Index Currency Hedged Complex ETF
4.10%0.00%4.68%0.00%19.05%28.49%16.20%5.92%3.11%0.00%0.00%1.06%

Frequently Asked Questions


HGEN.AX and OOO.AX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Global X and BetaShares.

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