HUT.TO vs. SWDA.L
Compare and contrast key facts about Hut 8 Mining Corp. (HUT.TO) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUT.TO or SWDA.L.
Key characteristics
| HUT.TO | SWDA.L | |
|---|---|---|
| YTD Return | 96.38% | 20.46% |
| 1Y Return | 180.00% | 26.45% |
| 3Y Return (Ann) | -28.77% | 9.05% |
| 5Y Return (Ann) | 33.84% | 12.70% |
| Sharpe Ratio | 1.31 | 2.54 |
| Sortino Ratio | 2.21 | 3.56 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 1.63 | 4.21 |
| Martin Ratio | 3.62 | 18.59 |
| Ulcer Index | 41.15% | 1.38% |
| Daily Std Dev | 113.49% | 10.05% |
| Max Drawdown | -94.44% | -25.58% |
| Current Drawdown | -64.93% | 0.00% |
Correlation
The correlation between HUT.TO and SWDA.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HUT.TO vs. SWDA.L - Performance Comparison
In the year-to-date period, HUT.TO achieves a 96.38% return, which is significantly higher than SWDA.L's 20.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
HUT.TO vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hut 8 Mining Corp. (HUT.TO) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). 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.
Dividends
HUT.TO vs. SWDA.L - Dividend Comparison
Neither HUT.TO nor SWDA.L has paid dividends to shareholders.
Drawdowns
HUT.TO vs. SWDA.L - Drawdown Comparison
The maximum HUT.TO drawdown since its inception was -94.44%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for HUT.TO and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
HUT.TO vs. SWDA.L - Volatility Comparison
Hut 8 Mining Corp. (HUT.TO) has a higher volatility of 35.85% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.94%. This indicates that HUT.TO's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.