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HUT.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

HUT.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hut 8 Mining Corp. (HUT.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HUT.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUT.TO achieves a 124.84% return, which is significantly higher than ^TNX's 13.07% return.


HUT.TO

1D
10.70%
1M
-18.26%
6M
76.98%
YTD
124.84%
1Y
378.33%
3Y*
81.08%
5Y*
39.99%
10Y*
ALL TIME*
23.96%

^TNX

1D
1.13%
1M
2.71%
6M
9.70%
YTD
13.07%
1Y
5.88%
3Y*
8.44%
5Y*
31.77%
10Y*
12.12%
ALL TIME*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUT.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HUT.TO
Hut 8 Mining Corp.
124.84%114.40%66.52%204.83%-88.32%184.53%226.17%-23.57%-70.21%
^TNX
Cboe 10-Year Treasury Note Yield Index
13.07%-13.12%28.30%-2.71%172.80%64.80%-53.35%-31.50%-1.46%

Correlation

The correlation between HUT.TO and ^TNX is -0.07, 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

-0.07

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

-0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.01

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Return for Risk

HUT.TO vs. ^TNX — Risk / Return Rank

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

HUT.TO
HUT.TO Risk / Return Rank: 9696
Overall Rank
HUT.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HUT.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
HUT.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HUT.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
HUT.TO Martin Ratio Rank: 9898
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1515
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
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.

HUT.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hut 8 Mining Corp. (HUT.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.


HUT.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

+3.29

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.41

1.07

+0.34

Calmar ratioReturn relative to maximum drawdown

9.91

0.56

+9.35

Martin ratioReturn relative to average drawdown

25.25

1.23

+24.02

HUT.TO vs. ^TNX - Sharpe Ratio Comparison

The current HUT.TO Sharpe Ratio is 3.67, which is higher than the ^TNX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of HUT.TO and ^TNX, 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

HUT.TO vs. ^TNX - Drawdown Comparison

The maximum HUT.TO drawdown since its inception was -94.44%, which is greater than ^TNX's maximum drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for HUT.TO and ^TNX.


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Drawdown Indicators


HUT.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-89.94%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-38.49%

-10.53%

-27.96%

Max Drawdown (3Y)

Largest decline over 3 years

-65.64%

-28.13%

-37.51%

Max Drawdown (5Y)

Largest decline over 5 years

-94.44%

-28.13%

-66.31%

Max Drawdown (10Y)

Largest decline over 10 years

-83.97%

Current Drawdown

Current decline from peak

-22.90%

-6.90%

-16.00%

Average Drawdown

Average peak-to-trough decline

-61.41%

-44.63%

-16.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.09%

5.15%

+9.94%

Volatility

HUT.TO vs. ^TNX - Volatility Comparison

Hut 8 Mining Corp. (HUT.TO) has a higher volatility of 28.60% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 4.38%. This indicates that HUT.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUT.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.60%

4.38%

+24.22%

Volatility (6M)

Calculated over the trailing 6-month period

73.22%

11.80%

+61.42%

Volatility (1Y)

Calculated over the trailing 1-year period

104.14%

15.46%

+88.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.58%

32.06%

+72.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.85%

48.34%

+66.51%

Frequently Asked Questions


HUT.TO and ^TNX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HUT.TO and ^TNX

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

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