HL vs. GC=F
Compare and contrast key facts about Hecla Mining Company (HL) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HL or GC=F.
Key characteristics
| HL | GC=F | |
|---|---|---|
| YTD Return | 16.99% | 24.67% |
| 1Y Return | 32.89% | 31.18% |
| 3Y Return (Ann) | -3.31% | 10.06% |
| 5Y Return (Ann) | 19.21% | 10.51% |
| 10Y Return (Ann) | 8.71% | 7.12% |
| Sharpe Ratio | 0.61 | 2.10 |
| Sortino Ratio | 1.25 | 2.72 |
| Omega Ratio | 1.14 | 1.38 |
| Calmar Ratio | 0.39 | 3.76 |
| Martin Ratio | 2.21 | 11.44 |
| Ulcer Index | 14.87% | 2.60% |
| Daily Std Dev | 53.82% | 14.17% |
| Max Drawdown | -97.96% | -44.36% |
| Current Drawdown | -75.62% | -7.79% |
Correlation
The correlation between HL and GC=F is 0.22, 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
HL vs. GC=F - Performance Comparison
In the year-to-date period, HL achieves a 16.99% return, which is significantly lower than GC=F's 24.67% return. Over the past 10 years, HL has outperformed GC=F with an annualized return of 8.71%, while GC=F has yielded a comparatively lower 7.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HL vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and Gold (GC=F). 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.
Drawdowns
HL vs. GC=F - Drawdown Comparison
The maximum HL drawdown since its inception was -97.96%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for HL and GC=F. For additional features, visit the drawdowns tool.
Volatility
HL vs. GC=F - Volatility Comparison
Hecla Mining Company (HL) has a higher volatility of 11.16% compared to Gold (GC=F) at 5.00%. This indicates that HL's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.