HYMC vs. CAD=X
Compare and contrast key facts about Hycroft Mining Holding Corporation (HYMC) and USD/CAD (CAD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYMC or CAD=X.
Key characteristics
| HYMC | CAD=X | |
|---|---|---|
| YTD Return | -4.08% | 4.14% |
| 1Y Return | -20.61% | 0.58% |
| 3Y Return (Ann) | -48.98% | 3.26% |
| 5Y Return (Ann) | -53.15% | 0.92% |
| Sharpe Ratio | -0.24 | 0.99 |
| Sortino Ratio | 0.26 | 1.54 |
| Omega Ratio | 1.03 | 1.19 |
| Calmar Ratio | -0.22 | 0.23 |
| Martin Ratio | -0.63 | 3.30 |
| Ulcer Index | 34.96% | 1.25% |
| Daily Std Dev | 90.40% | 4.35% |
| Max Drawdown | -98.89% | -42.91% |
| Current Drawdown | -98.51% | -14.55% |
Correlation
The correlation between HYMC and CAD=X is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
HYMC vs. CAD=X - Performance Comparison
In the year-to-date period, HYMC achieves a -4.08% return, which is significantly lower than CAD=X's 4.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HYMC vs. CAD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hycroft Mining Holding Corporation (HYMC) and USD/CAD (CAD=X). 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.
Drawdowns
HYMC vs. CAD=X - Drawdown Comparison
The maximum HYMC drawdown since its inception was -98.89%, which is greater than CAD=X's maximum drawdown of -42.91%. Use the drawdown chart below to compare losses from any high point for HYMC and CAD=X. For additional features, visit the drawdowns tool.
Volatility
HYMC vs. CAD=X - Volatility Comparison
Hycroft Mining Holding Corporation (HYMC) has a higher volatility of 10.68% compared to USD/CAD (CAD=X) at 0.08%. This indicates that HYMC's price experiences larger fluctuations and is considered to be riskier than CAD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.