PortfoliosLab logoPortfoliosLab logo
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 Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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 147.73% return, which is significantly higher than ^TNX's 9.01% return.


HUT.TO

1D
-11.90%
1M
5.22%
YTD
147.73%
6M
166.48%
1Y
600.90%
3Y*
124.07%
5Y*
45.66%
10Y*

^TNX

1D
-0.22%
1M
4.85%
YTD
9.01%
6M
8.90%
1Y
3.64%
3Y*
7.84%
5Y*
27.02%
10Y*
10.92%
*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.
147.73%114.40%66.52%204.83%-88.32%184.53%226.17%-23.57%-65.00%
^TNX
Treasury Yield 10 Years
9.01%-13.14%28.45%-2.53%174.83%63.40%-53.02%-32.07%-1.05%

Correlation

The correlation between HUT.TO and ^TNX 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

-0.09

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2018

-0.02

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

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: 9797
Overall Rank
HUT.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HUT.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HUT.TO Omega Ratio Rank: 9494
Omega Ratio Rank
HUT.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
HUT.TO Martin Ratio Rank: 9999
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1919
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1818
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
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 Treasury Yield 10 Years (^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.


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

+5.67

Sortino ratioReturn per unit of downside risk

+3.53

Omega ratioGain probability vs. loss probability

1.51

1.05

+0.46

Calmar ratioReturn relative to maximum drawdown

15.75

0.35

+15.41

Martin ratioReturn relative to average drawdown

43.21

0.69

+42.52

HUT.TO vs. ^TNX - Sharpe Ratio Comparison

The current HUT.TO Sharpe Ratio is 5.93, which is higher than the ^TNX Sharpe Ratio of 0.26. 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.


Loading charts...

Sharpe Ratios by Period


HUT.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.93

0.26

+5.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.81

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.05

+0.19

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 -83.97%. Use the drawdown chart below to compare losses from any high point for HUT.TO and ^TNX.


Loading charts...

Drawdown Indicators


HUT.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-83.97%

-10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-38.49%

-12.47%

-26.02%

Max Drawdown (3Y)

Largest decline over 3 years

-70.79%

-28.10%

-42.69%

Max Drawdown (5Y)

Largest decline over 5 years

-94.44%

-28.10%

-66.34%

Max Drawdown (10Y)

Largest decline over 10 years

-83.93%

Current Drawdown

Current decline from peak

-15.05%

-9.83%

-5.22%

Average Drawdown

Average peak-to-trough decline

-62.09%

-32.53%

-29.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

6.24%

+7.76%

Volatility

HUT.TO vs. ^TNX - Volatility Comparison

Hut 8 Mining Corp. (HUT.TO) has a higher volatility of 24.96% compared to Treasury Yield 10 Years (^TNX) at 5.34%. 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.


Loading charts...

Volatility by Period


HUT.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.96%

5.34%

+19.62%

Volatility (6M)

Calculated over the trailing 6-month period

75.30%

11.64%

+63.66%

Volatility (1Y)

Calculated over the trailing 1-year period

102.44%

17.05%

+85.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.31%

33.37%

+71.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.06%

48.25%

+66.81%

Frequently Asked Questions


HUT.TO and ^TNX 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.

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.

Open Portfolio Optimizer