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HYDR vs. HGEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYDR and HGEN is 0.31, 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.


-0.50.00.51.00.3

Performance

HYDR vs. HGEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Hydrogen ETF (HYDR) and Humanigen, Inc. (HGEN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-20.58%
-100.00%
HYDR
HGEN

Key characteristics

Returns By Period


HYDR

YTD

0.09%

1M

-6.32%

6M

-20.59%

1Y

-20.34%

5Y*

N/A

10Y*

N/A

HGEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HYDR vs. HGEN — Risk-Adjusted Performance Rank

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

HYDR
The Risk-Adjusted Performance Rank of HYDR is 33
Overall Rank
The Sharpe Ratio Rank of HYDR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDR is 33
Sortino Ratio Rank
The Omega Ratio Rank of HYDR is 33
Omega Ratio Rank
The Calmar Ratio Rank of HYDR is 33
Calmar Ratio Rank
The Martin Ratio Rank of HYDR is 44
Martin Ratio Rank

HGEN
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYDR vs. HGEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen ETF (HYDR) and Humanigen, Inc. (HGEN). 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.


Sharpe ratio
The chart of Sharpe ratio for HYDR, currently valued at -0.58, compared to the broader market0.002.004.00-0.58
The chart of Sortino ratio for HYDR, currently valued at -0.65, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.651.67
The chart of Omega ratio for HYDR, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.932.67
The chart of Calmar ratio for HYDR, currently valued at -0.28, compared to the broader market0.005.0010.0015.00-0.28
The chart of Martin ratio for HYDR, currently valued at -1.05, compared to the broader market0.0020.0040.0060.0080.00100.00-1.05
HYDR
HGEN


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00AugustSeptemberOctoberNovemberDecember2025
-0.58
0
HYDR
HGEN

Dividends

HYDR vs. HGEN - Dividend Comparison

HYDR's dividend yield for the trailing twelve months is around 0.40%, while HGEN has not paid dividends to shareholders.


TTM2024202320222021
HYDR
Global X Hydrogen ETF
0.40%0.40%0.00%0.00%0.06%
HGEN
Humanigen, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYDR vs. HGEN - Drawdown Comparison


-100.00%-95.00%-90.00%-85.00%-80.00%AugustSeptemberOctoberNovemberDecember2025
-84.01%
-100.00%
HYDR
HGEN

Volatility

HYDR vs. HGEN - Volatility Comparison

Global X Hydrogen ETF (HYDR) has a higher volatility of 14.77% compared to Humanigen, Inc. (HGEN) at 0.00%. This indicates that HYDR's price experiences larger fluctuations and is considered to be riskier than HGEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
14.77%
0
HYDR
HGEN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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