HUT vs. VLUE
HUT (Hut 8 Corp. Common Stock) is a stock, while VLUE (iShares Edge MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index. Over the past 5 years, HUT returned 46.13%/yr vs 16.36%/yr for VLUE. At a 0.33 correlation, their price movements are largely independent.
Performance
HUT vs. VLUE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HUT achieves a 185.79% return, which is significantly higher than VLUE's 49.00% return.
HUT
- 1D
- -1.30%
- 1M
- 68.15%
- YTD
- 185.79%
- 6M
- 228.06%
- 1Y
- 717.50%
- 3Y*
- 129.93%
- 5Y*
- 46.13%
- 10Y*
- —
VLUE
- 1D
- -0.42%
- 1M
- 20.77%
- YTD
- 49.00%
- 6M
- 51.40%
- 1Y
- 91.45%
- 3Y*
- 34.26%
- 5Y*
- 16.36%
- 10Y*
- 15.43%
HUT vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HUT Hut 8 Corp. Common Stock | 185.79% | 124.21% | 53.60% | 213.88% | -89.17% | 185.45% | 250.63% | -25.02% | -70.92% |
VLUE iShares Edge MSCI USA Value Factor ETF | 49.00% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -12.36% |
Correlation
The correlation between HUT and VLUE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.33 |
The correlation between HUT and VLUE shifts across timeframes, from 0.33 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.
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 vs. VLUE — Risk / Return Rank
HUT
VLUE
HUT vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hut 8 Corp. Common Stock (HUT) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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 | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.91 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 18.76 | 10.17 | +8.58 |
| Martin ratioReturn relative to average drawdown | 51.68 | 45.62 | +6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HUT | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.07 | 5.32 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.92 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.76 | -0.52 |
Drawdowns
HUT vs. VLUE - Drawdown Comparison
The maximum HUT drawdown since its inception was -95.04%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for HUT and VLUE.
Loading charts...
Drawdown Indicators
| HUT | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.04% | -39.47% | -55.57% |
Max Drawdown (1Y)Largest decline over 1 year | -38.62% | -9.04% | -29.58% |
Max Drawdown (3Y)Largest decline over 3 years | -71.68% | -17.89% | -53.79% |
Max Drawdown (5Y)Largest decline over 5 years | -95.04% | -27.12% | -67.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -1.30% | -0.42% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -63.75% | -6.01% | -57.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.99% | 2.01% | +11.98% |
Volatility
HUT vs. VLUE - Volatility Comparison
Hut 8 Corp. Common Stock (HUT) has a higher volatility of 35.48% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 8.03%. This indicates that HUT's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HUT | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.48% | 8.03% | +27.45% |
Volatility (6M)Calculated over the trailing 6-month period | 76.12% | 13.96% | +62.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.50% | 17.30% | +85.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.22% | 17.78% | +88.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 114.77% | 19.82% | +94.95% |
Dividends
HUT vs. VLUE - Dividend Comparison
HUT has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUT Hut 8 Corp. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares Edge MSCI USA Value Factor ETF | 1.40% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
HUT and VLUE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HUT has higher volatility (35.48%) compared to VLUE (8.03%). In terms of maximum drawdown, HUT dropped -95.04% vs VLUE's -39.47%.
HUT currently has the higher Sharpe Ratio (7.07 vs 5.32), 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.
Find the right allocation for HUT and VLUE
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