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HGEN vs. HYDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HGEN and HYDR is 0.31, 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

HGEN vs. HYDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Humanigen, Inc. (HGEN) and Global X Hydrogen ETF (HYDR). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
-80.65%
HGEN
HYDR

Key characteristics

Returns By Period


HGEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HYDR

YTD

0.22%

1M

0.52%

6M

-13.32%

1Y

-17.54%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HGEN vs. HYDR — Risk-Adjusted Performance Rank

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

HGEN

HYDR
The Risk-Adjusted Performance Rank of HYDR is 44
Overall Rank
The Sharpe Ratio Rank of HYDR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDR is 44
Sortino Ratio Rank
The Omega Ratio Rank of HYDR is 44
Omega Ratio Rank
The Calmar Ratio Rank of HYDR is 33
Calmar Ratio Rank
The Martin Ratio Rank of HYDR is 44
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.

HGEN vs. HYDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Humanigen, Inc. (HGEN) and Global X Hydrogen ETF (HYDR). 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 HGEN, currently valued at 0.00, compared to the broader market-2.000.002.004.000.00-0.40
The chart of Sortino ratio for HGEN, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.67-0.33
The chart of Omega ratio for HGEN, currently valued at 2.67, compared to the broader market0.501.001.502.002.670.96
The chart of Calmar ratio for HGEN, currently valued at 0.00, compared to the broader market0.002.004.006.000.00-0.19
The chart of Martin ratio for HGEN, currently valued at 0.00, compared to the broader market-10.000.0010.0020.000.00-0.71
HGEN
HYDR


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00AugustSeptemberOctoberNovemberDecember20250
-0.40
HGEN
HYDR

Dividends

HGEN vs. HYDR - Dividend Comparison

HGEN has not paid dividends to shareholders, while HYDR's dividend yield for the trailing twelve months is around 0.40%.


TTM2024202320222021
HGEN
Humanigen, Inc.
0.00%0.00%0.00%0.00%0.00%
HYDR
Global X Hydrogen ETF
0.40%0.40%0.00%0.00%0.06%

Drawdowns

HGEN vs. HYDR - Drawdown Comparison


-100.00%-95.00%-90.00%-85.00%-80.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
-83.99%
HGEN
HYDR

Volatility

HGEN vs. HYDR - Volatility Comparison

The current volatility for Humanigen, Inc. (HGEN) is 0.00%, while Global X Hydrogen ETF (HYDR) has a volatility of 14.94%. This indicates that HGEN experiences smaller price fluctuations and is considered to be less risky than HYDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember20250
14.94%
HGEN
HYDR
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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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