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HNRG vs. EUAD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNRG vs. EUAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hallador Energy Company (HNRG) and Select STOXX Europe Aerospace & Defense ETF (EUAD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HNRG achieves a -14.23% return, which is significantly lower than EUAD's 0.81% return.


HNRG

1D
-1.27%
1M
-0.67%
6M
-16.56%
YTD
-14.23%
1Y
1.94%
3Y*
20.90%
5Y*
41.44%
10Y*
14.79%

EUAD

1D
-0.59%
1M
3.26%
6M
-11.11%
YTD
0.81%
1Y
-1.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNRG vs. EUAD - Yearly Performance Comparison


2026 (YTD)20252024
HNRG
Hallador Energy Company
-14.23%66.29%15.31%
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.81%74.51%-6.86%

Correlation

The correlation between HNRG and EUAD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2024

0.14

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Return for Risk

HNRG vs. EUAD — Risk / Return Rank

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

HNRG
HNRG Risk / Return Rank: 4747
Overall Rank
HNRG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HNRG Sortino Ratio Rank: 4747
Sortino Ratio Rank
HNRG Omega Ratio Rank: 4646
Omega Ratio Rank
HNRG Calmar Ratio Rank: 4848
Calmar Ratio Rank
HNRG Martin Ratio Rank: 4747
Martin Ratio Rank

EUAD
EUAD Risk / Return Rank: 99
Overall Rank
EUAD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 99
Sortino Ratio Rank
EUAD Omega Ratio Rank: 99
Omega Ratio Rank
EUAD Calmar Ratio Rank: 99
Calmar Ratio Rank
EUAD Martin Ratio Rank: 99
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.

HNRG vs. EUAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hallador Energy Company (HNRG) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.


HNRGEUADDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratioReturn relative to maximum drawdown

0.08

-0.04

+0.13

Martin ratioReturn relative to average drawdown

0.15

-0.09

+0.24

HNRG vs. EUAD - Sharpe Ratio Comparison

The current HNRG Sharpe Ratio is 0.05, which is higher than the EUAD Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of HNRG and EUAD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HNRG vs. EUAD - Drawdown Comparison

The maximum HNRG drawdown since its inception was -94.89%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for HNRG and EUAD.


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Drawdown Indicators


HNRGEUADDifference

Max Drawdown

Largest peak-to-trough decline

-94.89%

-22.04%

-72.85%

Max Drawdown (1Y)

Largest decline over 1 year

-36.62%

-22.04%

-14.58%

Max Drawdown (3Y)

Largest decline over 3 years

-71.13%

Max Drawdown (5Y)

Largest decline over 5 years

-71.13%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

Current Drawdown

Current decline from peak

-31.42%

-12.03%

-19.39%

Average Drawdown

Average peak-to-trough decline

-45.02%

-6.14%

-38.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.93%

9.91%

+11.02%

Volatility

HNRG vs. EUAD - Volatility Comparison

Hallador Energy Company (HNRG) has a higher volatility of 17.90% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 8.04%. This indicates that HNRG's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNRGEUADDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.90%

8.04%

+9.86%

Volatility (6M)

Calculated over the trailing 6-month period

44.24%

24.37%

+19.87%

Volatility (1Y)

Calculated over the trailing 1-year period

62.26%

29.26%

+33.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.68%

29.73%

+41.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.81%

29.73%

+40.08%

Dividends

HNRG vs. EUAD - Dividend Comparison

HNRG has not paid dividends to shareholders, while EUAD's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018201720162015
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.40%0.40%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HNRG
Hallador Energy Company
0.00%0.00%0.00%0.00%0.00%0.00%2.72%5.39%3.16%2.63%1.76%3.51%

Frequently Asked Questions


HNRG and EUAD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HNRG has higher volatility (17.90%) compared to EUAD (8.04%). In terms of maximum drawdown, HNRG dropped -94.89% vs EUAD's -22.04%.

HNRG currently has the higher Sharpe Ratio (0.05 vs -0.03), 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.

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