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HYMC vs. AGQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYMC and AGQ 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

HYMC vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hycroft Mining Holding Corporation (HYMC) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-15.35%
-6.93%
HYMC
AGQ

Key characteristics

Sharpe Ratio

HYMC:

-0.02

AGQ:

0.44

Sortino Ratio

HYMC:

0.64

AGQ:

1.03

Omega Ratio

HYMC:

1.07

AGQ:

1.12

Calmar Ratio

HYMC:

-0.01

AGQ:

0.28

Martin Ratio

HYMC:

-0.04

AGQ:

1.69

Ulcer Index

HYMC:

34.48%

AGQ:

16.22%

Daily Std Dev

HYMC:

82.14%

AGQ:

62.74%

Max Drawdown

HYMC:

-98.89%

AGQ:

-98.16%

Current Drawdown

HYMC:

-98.70%

AGQ:

-95.12%

Returns By Period

In the year-to-date period, HYMC achieves a -15.92% return, which is significantly lower than AGQ's 31.10% return.


HYMC

YTD

-15.92%

1M

-15.92%

6M

-15.57%

1Y

3.52%

5Y*

-54.37%

10Y*

N/A

AGQ

YTD

31.10%

1M

-8.20%

6M

-6.92%

1Y

24.37%

5Y*

3.99%

10Y*

-0.65%

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

HYMC vs. AGQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hycroft Mining Holding Corporation (HYMC) and ProShares Ultra Silver (AGQ). 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 HYMC, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.020.44
The chart of Sortino ratio for HYMC, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.641.03
The chart of Omega ratio for HYMC, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.12
The chart of Calmar ratio for HYMC, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.010.41
The chart of Martin ratio for HYMC, currently valued at -0.04, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.041.69
HYMC
AGQ

The current HYMC Sharpe Ratio is -0.02, which is lower than the AGQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of HYMC and AGQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.02
0.44
HYMC
AGQ

Dividends

HYMC vs. AGQ - Dividend Comparison

Neither HYMC nor AGQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HYMC vs. AGQ - Drawdown Comparison

The maximum HYMC drawdown since its inception was -98.89%, roughly equal to the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for HYMC and AGQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-98.70%
-48.90%
HYMC
AGQ

Volatility

HYMC vs. AGQ - Volatility Comparison

The current volatility for Hycroft Mining Holding Corporation (HYMC) is 13.56%, while ProShares Ultra Silver (AGQ) has a volatility of 16.50%. This indicates that HYMC experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.56%
16.50%
HYMC
AGQ
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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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