HL vs. SPUS
Compare and contrast key facts about Hecla Mining Company (HL) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HL or SPUS.
Key characteristics
| HL | SPUS | |
|---|---|---|
| YTD Return | 16.99% | 25.93% |
| 1Y Return | 32.89% | 32.38% |
| 3Y Return (Ann) | -3.31% | 10.62% |
| Sharpe Ratio | 0.61 | 2.14 |
| Sortino Ratio | 1.25 | 2.85 |
| Omega Ratio | 1.14 | 1.40 |
| Calmar Ratio | 0.39 | 2.84 |
| Martin Ratio | 2.21 | 11.40 |
| Ulcer Index | 14.87% | 2.85% |
| Daily Std Dev | 53.82% | 15.16% |
| Max Drawdown | -97.96% | -30.80% |
| Current Drawdown | -75.62% | -1.18% |
Correlation
The correlation between HL and SPUS 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
HL vs. SPUS - Performance Comparison
In the year-to-date period, HL achieves a 16.99% return, which is significantly lower than SPUS's 25.93% 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. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.
Dividends
HL vs. SPUS - Dividend Comparison
HL's dividend yield for the trailing twelve months is around 0.57%, less than SPUS's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HL Hecla Mining Company | 0.57% | 0.50% | 0.40% | 0.71% | 0.28% | 0.35% | 0.51% | 0.30% | 0.28% | 0.63% | 0.43% | 0.71% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.70% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HL vs. SPUS - Drawdown Comparison
The maximum HL drawdown since its inception was -97.96%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for HL and SPUS. For additional features, visit the drawdowns tool.
Volatility
HL vs. SPUS - Volatility Comparison
Hecla Mining Company (HL) has a higher volatility of 15.04% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 4.66%. This indicates that HL's price experiences larger fluctuations and is considered to be riskier than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.