PortfoliosLab logoPortfoliosLab logo
HMY vs. VOXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HMY vs. VOXR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HMY achieves a -18.77% return, which is significantly lower than VOXR's 9.63% return.


HMY

1D
4.27%
1M
-9.63%
YTD
-18.77%
6M
-20.76%
1Y
8.74%
3Y*
55.21%
5Y*
29.67%
10Y*
17.69%

VOXR

1D
3.39%
1M
-17.52%
YTD
9.63%
6M
-0.95%
1Y
43.72%
3Y*
32.03%
5Y*
21.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMY vs. VOXR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HMY
Harmony Gold Mining Company Limited
-18.77%145.47%35.39%82.51%-16.42%-10.25%-34.08%
VOXR
Vox Royalty Corp
9.63%105.38%15.84%-9.91%-15.03%17.52%12.39%

Correlation

The correlation between HMY and VOXR is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2020

0.30

Over the past year, HMY and VOXR have become more correlated (0.60) than their long-term average of 0.30, meaning their price movements have been converging.

Fundamentals

Market Cap

HMY:

$9.49B

VOXR:

$369.60M

EPS

HMY:

ZAR 41.64

VOXR:

$0.53

PE Ratio

HMY:

0.36

VOXR:

9.75

PEG Ratio

HMY:

0.00

VOXR:

0.01

PS Ratio

HMY:

0.06

VOXR:

10.00

PB Ratio

HMY:

0.18

VOXR:

2.77

Total Revenue (TTM)

HMY:

ZAR 150.28B

VOXR:

$29.98M

Gross Profit (TTM)

HMY:

ZAR 57.55B

VOXR:

$19.72M

EBITDA (TTM)

HMY:

ZAR 55.56B

VOXR:

$25.00M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HMY vs. VOXR — Risk / Return Rank

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

HMY
HMY Risk / Return Rank: 4444
Overall Rank
HMY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HMY Sortino Ratio Rank: 4545
Sortino Ratio Rank
HMY Omega Ratio Rank: 4444
Omega Ratio Rank
HMY Calmar Ratio Rank: 4545
Calmar Ratio Rank
HMY Martin Ratio Rank: 4444
Martin Ratio Rank

VOXR
VOXR Risk / Return Rank: 6868
Overall Rank
VOXR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VOXR Sortino Ratio Rank: 6464
Sortino Ratio Rank
VOXR Omega Ratio Rank: 6363
Omega Ratio Rank
VOXR Calmar Ratio Rank: 7171
Calmar Ratio Rank
VOXR Martin Ratio Rank: 7373
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.

HMY vs. VOXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) and Vox Royalty Corp (VOXR). 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.


HMYVOXRDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratioReturn relative to maximum drawdown

0.18

1.60

-1.42

Martin ratioReturn relative to average drawdown

0.40

4.08

-3.68

HMY vs. VOXR - Sharpe Ratio Comparison

The current HMY Sharpe Ratio is 0.14, which is lower than the VOXR Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of HMY and VOXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HMY vs. VOXR - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.04%, which is greater than VOXR's maximum drawdown of -46.36%. Use the drawdown chart below to compare losses from any high point for HMY and VOXR.


Loading charts...

Drawdown Indicators


HMYVOXRDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-46.36%

-50.68%

Max Drawdown (1Y)

Largest decline over 1 year

-48.85%

-27.53%

-21.32%

Max Drawdown (3Y)

Largest decline over 3 years

-48.85%

-31.56%

-17.29%

Max Drawdown (5Y)

Largest decline over 5 years

-62.48%

-46.36%

-16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-71.05%

Current Drawdown

Current decline from peak

-37.92%

-19.19%

-18.73%

Average Drawdown

Average peak-to-trough decline

-52.74%

-18.87%

-33.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.98%

10.76%

+11.22%

Volatility

HMY vs. VOXR - Volatility Comparison

Harmony Gold Mining Company Limited (HMY) has a higher volatility of 21.33% compared to Vox Royalty Corp (VOXR) at 19.27%. This indicates that HMY's price experiences larger fluctuations and is considered to be riskier than VOXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HMYVOXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.33%

19.27%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

48.63%

41.40%

+7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

64.67%

53.88%

+10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.53%

50.16%

+8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.20%

51.08%

+10.12%

Dividends

HMY vs. VOXR - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 2.67%, more than VOXR's 1.01% yield.


PositionTTM2025202420232022202120202019201820172016
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%
VOXR
Vox Royalty Corp
1.01%1.05%2.05%2.14%0.58%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

HMY vs. VOXR - Financials Comparison

This section allows you to compare key financial metrics between Harmony Gold Mining Company Limited and Vox Royalty Corp. 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


0.0010.00B20.00B30.00B40.00B50.00B202120222023202420252026
46.57B
16.04M
(HMY) Total Revenue
(VOXR) Total Revenue
Please note, different currencies. HMY values in ZAR, VOXR values in USD

Frequently Asked Questions


HMY and VOXR have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HMY has higher volatility (21.33%) compared to VOXR (19.27%). In terms of maximum drawdown, HMY dropped -97.04% vs VOXR's -46.36%.

VOXR currently has the higher Sharpe Ratio (0.82 vs 0.14), 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 HMY and VOXR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer