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HL vs. ION
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HL vs. ION - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hecla Mining Company (HL) and Proshares S&P Global Core Battery Metals ETF (ION). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HL achieves a -19.56% return, which is significantly lower than ION's -1.19% return.


HL

1D
0.19%
1M
-13.17%
YTD
-19.56%
6M
-20.80%
1Y
157.90%
3Y*
44.78%
5Y*
16.35%
10Y*
11.45%

ION

1D
1.88%
1M
-15.33%
YTD
-1.19%
6M
-1.36%
1Y
78.17%
3Y*
13.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HL vs. ION - Yearly Performance Comparison


2026 (YTD)2025202420232022
HL
Hecla Mining Company
-19.56%291.70%2.82%-12.93%2.02%
ION
Proshares S&P Global Core Battery Metals ETF
-1.19%108.37%-20.02%-14.10%-8.45%

Correlation

The correlation between HL and ION is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2022

0.47

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Return for Risk

HL vs. ION — Risk / Return Rank

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

HL
HL Risk / Return Rank: 8585
Overall Rank
HL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HL Sortino Ratio Rank: 8787
Sortino Ratio Rank
HL Omega Ratio Rank: 8484
Omega Ratio Rank
HL Calmar Ratio Rank: 8484
Calmar Ratio Rank
HL Martin Ratio Rank: 8080
Martin Ratio Rank

ION
ION Risk / Return Rank: 6464
Overall Rank
ION Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ION Sortino Ratio Rank: 6060
Sortino Ratio Rank
ION Omega Ratio Rank: 5858
Omega Ratio Rank
ION Calmar Ratio Rank: 6969
Calmar Ratio Rank
ION Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HL vs. ION - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and Proshares S&P Global Core Battery Metals ETF (ION). 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.


HLIONDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.85

2.93

-0.08

Martin ratioReturn relative to average drawdown

5.91

9.15

-3.25

HL vs. ION - Sharpe Ratio Comparison

The current HL Sharpe Ratio is 2.16, which is comparable to the ION Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of HL and ION, 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

HL vs. ION - Drawdown Comparison

The maximum HL drawdown since its inception was -97.92%, which is greater than ION's maximum drawdown of -52.08%. Use the drawdown chart below to compare losses from any high point for HL and ION.


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Drawdown Indicators


HLIONDifference

Max Drawdown

Largest peak-to-trough decline

-97.92%

-52.08%

-45.84%

Max Drawdown (1Y)

Largest decline over 1 year

-55.81%

-26.85%

-28.96%

Max Drawdown (3Y)

Largest decline over 3 years

-55.81%

-46.47%

-9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-55.81%

Max Drawdown (10Y)

Largest decline over 10 years

-82.45%

Current Drawdown

Current decline from peak

-51.47%

-25.47%

-26.00%

Average Drawdown

Average peak-to-trough decline

-69.91%

-23.60%

-46.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.84%

8.57%

+18.27%

Volatility

HL vs. ION - Volatility Comparison

Hecla Mining Company (HL) has a higher volatility of 21.36% compared to Proshares S&P Global Core Battery Metals ETF (ION) at 13.79%. This indicates that HL's price experiences larger fluctuations and is considered to be riskier than ION based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLIONDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.36%

13.79%

+7.57%

Volatility (6M)

Calculated over the trailing 6-month period

54.58%

32.01%

+22.57%

Volatility (1Y)

Calculated over the trailing 1-year period

73.45%

39.57%

+33.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.39%

31.57%

+27.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.83%

31.57%

+31.26%

Dividends

HL vs. ION - Dividend Comparison

HL's dividend yield for the trailing twelve months is around 0.10%, less than ION's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
HL
Hecla Mining Company
0.10%0.08%0.81%0.65%0.40%0.72%0.25%0.29%0.42%0.25%0.19%0.53%
ION
Proshares S&P Global Core Battery Metals ETF
1.50%1.63%1.74%2.23%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HL and ION have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HL has higher volatility (21.36%) compared to ION (13.79%). In terms of maximum drawdown, HL dropped -97.92% vs ION's -52.08%.

HL currently has the higher Sharpe Ratio (2.16 vs 1.99), 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 HL and ION

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