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HMY vs. CDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HMY and CDE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HMY vs. CDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmony Gold Mining Company Limited (HMY) and Coeur Mining, Inc. (CDE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
28.91%
28.91%
HMY
CDE

Key characteristics

Sharpe Ratio

HMY:

1.47

CDE:

2.08

Sortino Ratio

HMY:

2.16

CDE:

2.73

Omega Ratio

HMY:

1.27

CDE:

1.31

Calmar Ratio

HMY:

1.19

CDE:

1.43

Martin Ratio

HMY:

5.29

CDE:

12.73

Ulcer Index

HMY:

15.00%

CDE:

11.15%

Daily Std Dev

HMY:

53.78%

CDE:

68.16%

Max Drawdown

HMY:

-97.05%

CDE:

-99.39%

Current Drawdown

HMY:

-27.43%

CDE:

-97.58%

Fundamentals

Market Cap

HMY:

$7.37B

CDE:

$2.76B

EPS

HMY:

$0.74

CDE:

-$0.01

PEG Ratio

HMY:

0.00

CDE:

-1.18

Total Revenue (TTM)

HMY:

$31.43B

CDE:

$732.53M

Gross Profit (TTM)

HMY:

$8.30B

CDE:

$179.61M

EBITDA (TTM)

HMY:

$7.30B

CDE:

$202.24M

Returns By Period

In the year-to-date period, HMY achieves a 44.34% return, which is significantly higher than CDE's 20.98% return. Over the past 10 years, HMY has outperformed CDE with an annualized return of 16.37%, while CDE has yielded a comparatively lower -0.13% annualized return.


HMY

YTD

44.34%

1M

42.09%

6M

28.92%

1Y

94.78%

5Y*

32.27%

10Y*

16.37%

CDE

YTD

20.98%

1M

14.38%

6M

28.62%

1Y

160.15%

5Y*

2.00%

10Y*

-0.13%

*Annualized

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Risk-Adjusted Performance

HMY vs. CDE — Risk-Adjusted Performance Rank

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

HMY
The Risk-Adjusted Performance Rank of HMY is 8383
Overall Rank
The Sharpe Ratio Rank of HMY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HMY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HMY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HMY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HMY is 8282
Martin Ratio Rank

CDE
The Risk-Adjusted Performance Rank of CDE is 8989
Overall Rank
The Sharpe Ratio Rank of CDE is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CDE is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CDE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CDE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CDE is 9494
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.

HMY vs. CDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) and Coeur Mining, Inc. (CDE). 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 HMY, currently valued at 1.47, compared to the broader market-2.000.002.004.001.472.08
The chart of Sortino ratio for HMY, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.162.73
The chart of Omega ratio for HMY, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.31
The chart of Calmar ratio for HMY, currently valued at 1.19, compared to the broader market0.002.004.006.001.191.44
The chart of Martin ratio for HMY, currently valued at 5.29, compared to the broader market-10.000.0010.0020.005.2912.73
HMY
CDE

The current HMY Sharpe Ratio is 1.47, which is comparable to the CDE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of HMY and CDE, 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.47
2.08
HMY
CDE

Dividends

HMY vs. CDE - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 1.10%, while CDE has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
HMY
Harmony Gold Mining Company Limited
1.10%1.58%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%
CDE
Coeur Mining, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HMY vs. CDE - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.05%, roughly equal to the maximum CDE drawdown of -99.39%. Use the drawdown chart below to compare losses from any high point for HMY and CDE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-27.43%
-96.17%
HMY
CDE

Volatility

HMY vs. CDE - Volatility Comparison

The current volatility for Harmony Gold Mining Company Limited (HMY) is 11.44%, while Coeur Mining, Inc. (CDE) has a volatility of 16.29%. This indicates that HMY experiences smaller price fluctuations and is considered to be less risky than CDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
11.44%
16.29%
HMY
CDE

Financials

HMY vs. CDE - Financials Comparison

This section allows you to compare key financial metrics between Harmony Gold Mining Company Limited and Coeur Mining, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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