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HL vs. SPUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HL and SPUS is 0.35, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Hecla Mining Company (HL) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
68.53%
108.04%
HL
SPUS

Key characteristics

Sharpe Ratio

HL:

-0.09

SPUS:

0.25

Sortino Ratio

HL:

0.51

SPUS:

0.53

Omega Ratio

HL:

1.06

SPUS:

1.07

Calmar Ratio

HL:

0.05

SPUS:

0.26

Martin Ratio

HL:

0.19

SPUS:

0.90

Ulcer Index

HL:

20.86%

SPUS:

6.70%

Daily Std Dev

HL:

58.65%

SPUS:

22.82%

Max Drawdown

HL:

-97.96%

SPUS:

-30.80%

Current Drawdown

HL:

-77.38%

SPUS:

-11.20%

Returns By Period

In the year-to-date period, HL achieves a 4.96% return, which is significantly higher than SPUS's -7.69% return.


HL

YTD

4.96%

1M

-2.46%

6M

-9.83%

1Y

-5.24%

5Y*

14.76%

10Y*

5.55%

SPUS

YTD

-7.69%

1M

3.83%

6M

-8.36%

1Y

5.72%

5Y*

16.18%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HL vs. SPUS — 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 5252
Overall Rank
The Sharpe Ratio Rank of HL is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of HL is 5252
Sortino Ratio Rank
The Omega Ratio Rank of HL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of HL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of HL is 5454
Martin Ratio Rank

SPUS
The Risk-Adjusted Performance Rank of SPUS is 3939
Overall Rank
The Sharpe Ratio Rank of SPUS is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SPUS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SPUS is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SPUS is 3939
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. 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.


The current HL Sharpe Ratio is -0.09, which is lower than the SPUS Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of HL and SPUS, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.09
0.25
HL
SPUS

Dividends

HL vs. SPUS - Dividend Comparison

HL's dividend yield for the trailing twelve months is around 0.74%, less than SPUS's 0.77% yield.


TTM20242023202220212020201920182017201620152014
HL
Hecla Mining Company
0.74%0.81%0.50%0.40%0.71%0.28%0.35%0.51%0.30%0.28%0.63%0.43%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.77%0.71%0.87%1.21%0.93%1.04%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-43.55%
-11.20%
HL
SPUS

Volatility

HL vs. SPUS - Volatility Comparison

Hecla Mining Company (HL) has a higher volatility of 23.52% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 7.92%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
23.52%
7.92%
HL
SPUS