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HGER vs. AMSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGER vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Commodity All-Weather Strategy ETF (HGER) and American Superconductor Corporation (AMSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HGER achieves a 29.53% return, which is significantly higher than AMSC's 2.05% return.


HGER

1D
0.00%
1M
8.95%
6M
20.19%
YTD
29.53%
1Y
40.17%
3Y*
18.61%
5Y*
10Y*
ALL TIME*
15.44%

AMSC

1D
-0.27%
1M
-26.43%
6M
-1.84%
YTD
2.05%
1Y
-48.34%
3Y*
22.11%
5Y*
15.89%
10Y*
12.68%
ALL TIME*
-3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.27M$25.36M$48.11M
$46.51M$66.72M$45.77M

HGER vs. AMSC - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGER
Harbor Commodity All-Weather Strategy ETF
29.53%20.08%9.25%1.93%9.66%
AMSC
American Superconductor Corporation
2.05%16.85%121.10%202.72%-55.98%

Correlation

The correlation between HGER and AMSC is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.09

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Return for Risk

HGER vs. AMSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HGER
HGER Risk / Return Rank: 8686
Overall Rank
HGER Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 8989
Sortino Ratio Rank
HGER Omega Ratio Rank: 8989
Omega Ratio Rank
HGER Calmar Ratio Rank: 8080
Calmar Ratio Rank
HGER Martin Ratio Rank: 8080
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 1818
Overall Rank
AMSC Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 2222
Sortino Ratio Rank
AMSC Omega Ratio Rank: 2222
Omega Ratio Rank
AMSC Calmar Ratio Rank: 1313
Calmar Ratio Rank
AMSC Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HGER vs. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) and American Superconductor Corporation (AMSC). 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.


HGERAMSCDifference
Sharpe ratioReturn per unit of total volatility

+2.87

Sortino ratioReturn per unit of downside risk

+3.50

Omega ratioGain probability vs. loss probability

1.41

0.94

+0.47

Calmar ratioReturn relative to maximum drawdown

2.87

-0.79

+3.67

Martin ratioReturn relative to average drawdown

10.23

-1.21

+11.44

HGER vs. AMSC - Sharpe Ratio Comparison

The current HGER Sharpe Ratio is 2.28, which is higher than the AMSC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of HGER and AMSC, 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

HGER vs. AMSC - Drawdown Comparison

The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for HGER and AMSC.


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Drawdown Indicators


HGERAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-99.57%

+76.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-61.08%

+47.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.04%

-61.08%

+47.04%

Max Drawdown (5Y)

Largest decline over 5 years

-82.94%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

Current Drawdown

Current decline from peak

-3.94%

-95.76%

+91.82%

Average Drawdown

Average peak-to-trough decline

-7.66%

-75.83%

+68.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

40.10%

-36.16%

Volatility

HGER vs. AMSC - Volatility Comparison

The current volatility for Harbor Commodity All-Weather Strategy ETF (HGER) is 5.64%, while American Superconductor Corporation (AMSC) has a volatility of 22.38%. This indicates that HGER experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGERAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

22.38%

-16.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

57.61%

-42.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

87.44%

-69.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

87.66%

-69.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

79.49%

-61.82%

Dividends

HGER vs. AMSC - Dividend Comparison

HGER's dividend yield for the trailing twelve months is around 5.47%, while AMSC has not paid dividends to shareholders.


PositionTTM2025202420232022
AMSC
American Superconductor Corporation
0.00%0.00%0.00%0.00%0.00%
HGER
Harbor Commodity All-Weather Strategy ETF
5.47%7.09%3.28%7.24%0.64%

Frequently Asked Questions


HGER and AMSC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.38%) compared to HGER (5.64%). In terms of maximum drawdown, HGER dropped -23.31% vs AMSC's -99.57%.

HGER currently has the higher Sharpe Ratio (2.28 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HGER and AMSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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