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HUT vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUT vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hut 8 Corp. Common Stock (HUT) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUT vs. VLUE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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.

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Return for Risk

HUT vs. VLUE — Risk / Return Rank

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

HUT
HUT Risk / Return Rank: 9797
Overall Rank
HUT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HUT Sortino Ratio Rank: 9696
Sortino Ratio Rank
HUT Omega Ratio Rank: 9494
Omega Ratio Rank
HUT Calmar Ratio Rank: 9999
Calmar Ratio Rank
HUT Martin Ratio Rank: 9999
Martin Ratio Rank

VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9898
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9797
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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 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.


HUTVLUEDifference
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

HUT vs. VLUE - Sharpe Ratio Comparison

The current HUT Sharpe Ratio is 7.07, which is higher than the VLUE Sharpe Ratio of 5.32. The chart below compares the historical Sharpe Ratios of HUT and VLUE, 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


HUTVLUEDifference

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.


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Drawdown Indicators


HUTVLUEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.30%

-0.42%

-0.88%

Average Drawdown

Average peak-to-trough decline

-63.75%

-6.01%

-57.74%

Ulcer Index

Depth 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.


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Volatility by Period


HUTVLUEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

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