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HL vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

HL vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hecla Mining Company (HL) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-8.61%
17.27%
HL
GC=F

Key characteristics

Sharpe Ratio

HL:

1.04

GC=F:

2.32

Sortino Ratio

HL:

1.71

GC=F:

2.88

Omega Ratio

HL:

1.20

GC=F:

1.41

Calmar Ratio

HL:

0.67

GC=F:

4.35

Martin Ratio

HL:

3.42

GC=F:

10.95

Ulcer Index

HL:

16.67%

GC=F:

3.18%

Daily Std Dev

HL:

54.78%

GC=F:

14.76%

Max Drawdown

HL:

-97.96%

GC=F:

-44.36%

Current Drawdown

HL:

-75.29%

GC=F:

0.00%

Returns By Period

In the year-to-date period, HL achieves a 14.66% return, which is significantly higher than GC=F's 11.89% return. Over the past 10 years, HL has underperformed GC=F with an annualized return of 5.88%, while GC=F has yielded a comparatively higher 8.25% annualized return.


HL

YTD

14.66%

1M

0.90%

6M

-5.88%

1Y

58.40%

5Y*

11.97%

10Y*

5.88%

GC=F

YTD

11.89%

1M

6.78%

6M

18.67%

1Y

45.46%

5Y*

10.87%

10Y*

8.25%

*Annualized

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Risk-Adjusted Performance

HL vs. GC=F — Risk-Adjusted Performance Rank

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

HL
The Risk-Adjusted Performance Rank of HL is 7474
Overall Rank
The Sharpe Ratio Rank of HL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of HL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of HL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of HL is 7575
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9393
Overall Rank
The Sharpe Ratio Rank of GC=F is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9393
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.

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.


Sharpe ratio
The chart of Sharpe ratio for HL, currently valued at 0.59, compared to the broader market-2.000.002.000.592.32
The chart of Sortino ratio for HL, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.006.001.182.88
The chart of Omega ratio for HL, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.41
The chart of Calmar ratio for HL, currently valued at 0.47, compared to the broader market0.002.004.006.000.474.35
The chart of Martin ratio for HL, currently valued at 1.74, compared to the broader market-10.000.0010.0020.0030.001.7410.95
HL
GC=F

The current HL Sharpe Ratio is 1.04, which is lower than the GC=F Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HL and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.59
2.32
HL
GC=F

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-53.54%
0
HL
GC=F

Volatility

HL vs. GC=F - Volatility Comparison

Hecla Mining Company (HL) has a higher volatility of 20.06% compared to Gold (GC=F) at 3.97%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.06%
3.97%
HL
GC=F
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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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