HMY vs. SAB.MC
HMY (Harmony Gold Mining Company Limited) and SAB.MC (Banco de Sabadell S.A) are both stocks. HMY operates in Gold (Basic Materials), while SAB.MC operates in Banks - Diversified (Financial Services). Over the past 10 years, HMY returned 17.69%/yr vs 14.65%/yr for SAB.MC. At a 0.09 correlation, their price movements are largely independent.
Performance
HMY vs. SAB.MC - Performance Comparison
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Different Trading Currencies
HMY is traded in USD, while SAB.MC is traded in EUR. To make them comparable, the SAB.MC values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HMY achieves a -18.77% return, which is significantly lower than SAB.MC's -2.29% return. Over the past 10 years, HMY has outperformed SAB.MC with an annualized return of 17.69%, while SAB.MC has yielded a comparatively lower 14.65% annualized return.
HMY
- 1D
- 4.27%
- 1M
- -8.69%
- YTD
- -18.77%
- 6M
- -20.76%
- 1Y
- 8.23%
- 3Y*
- 55.21%
- 5Y*
- 29.67%
- 10Y*
- 17.69%
SAB.MC
- 1D
- 4.13%
- 1M
- -0.18%
- YTD
- -2.29%
- 6M
- 2.56%
- 1Y
- 25.58%
- 3Y*
- 62.38%
- 5Y*
- 45.18%
- 10Y*
- 14.65%
HMY vs. SAB.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HMY Harmony Gold Mining Company Limited | -18.77% | 145.47% | 35.39% | 82.51% | -16.42% | -10.25% | 28.93% | 102.79% | -4.28% | -12.94% |
SAB.MC Banco de Sabadell S.A | -2.29% | 121.83% | 68.98% | 36.32% | 49.38% | 54.96% | -61.30% | 6.19% | -39.42% | 47.53% |
Correlation
The correlation between HMY and SAB.MC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.09 |
The correlation between HMY and SAB.MC shifts across timeframes, from 0.04 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HMY vs. SAB.MC — Risk / Return Rank
HMY
SAB.MC
HMY vs. SAB.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) and Banco de Sabadell S.A (SAB.MC). 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.
| HMY | SAB.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.15 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.52 | -1.34 |
| Martin ratioReturn relative to average drawdown | 0.40 | 3.60 | -3.20 |
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Drawdowns
HMY vs. SAB.MC - Drawdown Comparison
The maximum HMY drawdown since its inception was -97.04%, which is greater than SAB.MC's maximum drawdown of -91.30%. Use the drawdown chart below to compare losses from any high point for HMY and SAB.MC.
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Drawdown Indicators
| HMY | SAB.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -91.30% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -48.85% | -14.73% | -34.12% |
Max Drawdown (3Y)Largest decline over 3 years | -48.85% | -18.82% | -30.03% |
Max Drawdown (5Y)Largest decline over 5 years | -62.48% | -41.84% | -20.64% |
Max Drawdown (10Y)Largest decline over 10 years | -71.05% | -86.28% | +15.23% |
Current DrawdownCurrent decline from peak | -37.92% | -4.82% | -33.10% |
Average DrawdownAverage peak-to-trough decline | -52.74% | -51.15% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.98% | 6.20% | +15.78% |
Volatility
HMY vs. SAB.MC - Volatility Comparison
Harmony Gold Mining Company Limited (HMY) has a higher volatility of 21.33% compared to Banco de Sabadell S.A (SAB.MC) at 8.83%. This indicates that HMY's price experiences larger fluctuations and is considered to be riskier than SAB.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMY | SAB.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.33% | 8.83% | +12.50% |
Volatility (6M)Calculated over the trailing 6-month period | 48.63% | 22.10% | +26.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.67% | 29.62% | +35.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.53% | 38.36% | +20.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.20% | 43.04% | +18.16% |
Dividends
HMY vs. SAB.MC - Dividend Comparison
HMY's dividend yield for the trailing twelve months is around 2.67%, less than SAB.MC's 18.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMY Harmony Gold Mining Company Limited | 2.53% | 1.07% | 1.59% | 0.66% | 1.14% | 2.23% | 0.00% | 0.00% | 0.00% | 3.13% | 1.37% | 0.00% |
SAB.MC Banco de Sabadell S.A | 18.47% | 7.85% | 5.85% | 4.50% | 5.68% | 0.00% | 5.65% | 0.93% | 7.00% | 3.02% | 5.07% | 2.38% |
Financials
HMY vs. SAB.MC - Financials Comparison
This section allows you to compare key financial metrics between Harmony Gold Mining Company Limited and Banco de Sabadell S.A. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HMY and SAB.MC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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