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HUBB vs. XAUUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

HUBB vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hubbell Incorporated (HUBB) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUBB achieves a 9.84% return, which is significantly higher than XAUUSD=X's -0.01% return. Over the past 10 years, HUBB has outperformed XAUUSD=X with an annualized return of 19.22%, while XAUUSD=X has yielded a comparatively lower 13.00% annualized return.


HUBB

1D
1.72%
1M
-1.24%
YTD
9.84%
6M
10.49%
1Y
24.19%
3Y*
18.01%
5Y*
22.94%
10Y*
19.22%

XAUUSD=X

1D
0.23%
1M
-8.35%
YTD
-0.01%
6M
3.14%
1Y
30.53%
3Y*
30.15%
5Y*
18.02%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUBB vs. XAUUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HUBB
Hubbell Incorporated
9.84%7.43%28.94%42.40%15.08%35.60%8.89%52.88%-24.61%18.83%
XAUUSD=X
Gold Spot Price US Dollar
-0.01%64.75%27.24%13.14%-0.25%-3.50%24.55%18.77%-1.71%13.14%

Correlation

The correlation between HUBB and XAUUSD=X is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.08

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2015

-0.00

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Return for Risk

HUBB vs. XAUUSD=X — Risk / Return Rank

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

HUBB
HUBB Risk / Return Rank: 6767
Overall Rank
HUBB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HUBB Sortino Ratio Rank: 6363
Sortino Ratio Rank
HUBB Omega Ratio Rank: 6161
Omega Ratio Rank
HUBB Calmar Ratio Rank: 6969
Calmar Ratio Rank
HUBB Martin Ratio Rank: 7272
Martin Ratio Rank

XAUUSD=X
XAUUSD=X Risk / Return Rank: 8181
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 8383
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7575
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.

HUBB vs. XAUUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hubbell Incorporated (HUBB) and Gold Spot Price US Dollar (XAUUSD=X). 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.


HUBBXAUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

1.40

1.18

+0.22

Martin ratioReturn relative to average drawdown

3.84

2.95

+0.89

HUBB vs. XAUUSD=X - Sharpe Ratio Comparison

The current HUBB Sharpe Ratio is 0.85, which is comparable to the XAUUSD=X Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HUBB and XAUUSD=X, 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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Sharpe Ratios by Period


HUBBXAUUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.05

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.97

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.80

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.58

+0.07

Drawdowns

HUBB vs. XAUUSD=X - Drawdown Comparison

The maximum HUBB drawdown since its inception was -41.63%, smaller than the maximum XAUUSD=X drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for HUBB and XAUUSD=X.


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Drawdown Indicators


HUBBXAUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-41.63%

-44.69%

+3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-20.42%

+3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-32.65%

-20.42%

-12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.65%

-20.81%

-11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-21.35%

-20.28%

Current Drawdown

Current decline from peak

-12.79%

-20.24%

+7.45%

Average Drawdown

Average peak-to-trough decline

-7.42%

-16.43%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

8.95%

-2.64%

Volatility

HUBB vs. XAUUSD=X - Volatility Comparison

Hubbell Incorporated (HUBB) has a higher volatility of 7.33% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.62%. This indicates that HUBB's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUBBXAUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

5.62%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.27%

21.62%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

28.62%

22.86%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.19%

16.58%

+12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.79%

15.10%

+13.69%

Frequently Asked Questions


HUBB and XAUUSD=X have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUBB has higher volatility (7.33%) compared to XAUUSD=X (5.62%). In terms of maximum drawdown, HUBB dropped -41.63% vs XAUUSD=X's -44.69%.

XAUUSD=X currently has the higher Sharpe Ratio (1.05 vs 0.85), 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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