PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HGEN vs. HYDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HGENHYDR

Correlation

-0.50.00.51.00.3

The correlation between HGEN and HYDR is 0.32, 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.

Performance

HGEN vs. HYDR - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-30.53%
HGEN
HYDR

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


HGEN
Sharpe ratio
The chart of Sharpe ratio for HGEN, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.48
Sortino ratio
The chart of Sortino ratio for HGEN, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.006.000.06
Omega ratio
The chart of Omega ratio for HGEN, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for HGEN, currently valued at -1.00, compared to the broader market0.002.004.006.00-1.00
Martin ratio
The chart of Martin ratio for HGEN, currently valued at -1.07, compared to the broader market0.0010.0020.0030.00-1.07
HYDR
Sharpe ratio
The chart of Sharpe ratio for HYDR, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.00-0.92
Sortino ratio
The chart of Sortino ratio for HYDR, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.006.00-1.30
Omega ratio
The chart of Omega ratio for HYDR, currently valued at 0.86, compared to the broader market0.501.001.502.000.86
Calmar ratio
The chart of Calmar ratio for HYDR, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.41
Martin ratio
The chart of Martin ratio for HYDR, currently valued at -1.47, compared to the broader market0.0010.0020.0030.00-1.47

HGEN vs. HYDR - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40JuneJulyAugustSeptemberOctoberNovember
-0.48
-0.92
HGEN
HYDR

Dividends

HGEN vs. HYDR - Dividend Comparison

Neither HGEN nor HYDR has paid dividends to shareholders.


TTM202320222021
HGEN
Humanigen, Inc.
0.00%0.00%0.00%0.00%
HYDR
Global X Hydrogen ETF
0.00%0.00%0.00%0.06%

Drawdowns

HGEN vs. HYDR - Drawdown Comparison


-100.00%-95.00%-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-85.70%
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 13.55%. 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%JuneJulyAugustSeptemberOctoberNovember0
13.55%
HGEN
HYDR