PortfoliosLab logoPortfoliosLab logo
HYMC vs. CAD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

HYMC vs. CAD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hycroft Mining Holding Corporation (HYMC) and USD/CAD (CAD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HYMC is traded in USD, while CAD=X is traded in CAD. To make them comparable, the CAD=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYMC achieves a -7.91% return, which is significantly lower than CAD=X's -0.01% return.


HYMC

1D
0.88%
1M
-34.11%
YTD
-7.91%
6M
-12.30%
1Y
567.38%
3Y*
91.75%
5Y*
-7.14%
10Y*

CAD=X

1D
-0.01%
1M
-0.01%
YTD
-0.01%
6M
-0.01%
1Y
-0.01%
3Y*
-0.00%
5Y*
-0.00%
10Y*
-0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYMC vs. CAD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYMC
Hycroft Mining Holding Corporation
-7.91%975.57%-9.80%-53.96%-13.30%-92.18%-24.03%4.59%3.35%
CAD=X
USD/CAD
-0.01%-0.00%0.00%0.00%-0.00%-0.00%-0.00%0.00%-0.00%

Correlation

The correlation between HYMC and CAD=X is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2018

-0.04

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

HYMC vs. CAD=X — Risk / Return Rank

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

HYMC
HYMC Risk / Return Rank: 9696
Overall Rank
HYMC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HYMC Sortino Ratio Rank: 9696
Sortino Ratio Rank
HYMC Omega Ratio Rank: 9393
Omega Ratio Rank
HYMC Calmar Ratio Rank: 9797
Calmar Ratio Rank
HYMC Martin Ratio Rank: 9797
Martin Ratio Rank

CAD=X
CAD=X Risk / Return Rank: 8080
Overall Rank
CAD=X Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CAD=X Sortino Ratio Rank: 8181
Sortino Ratio Rank
CAD=X Omega Ratio Rank: 8080
Omega Ratio Rank
CAD=X Calmar Ratio Rank: 7878
Calmar Ratio Rank
CAD=X Martin Ratio Rank: 7777
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.

HYMC vs. CAD=X - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYMCCAD=XDifference
Sharpe ratioReturn per unit of total volatility

+5.83

Sortino ratioReturn per unit of downside risk

+4.97

Omega ratioGain probability vs. loss probability

1.47

0.04

+1.44

Calmar ratioReturn relative to maximum drawdown

9.37

-0.97

+10.35

Martin ratioReturn relative to average drawdown

23.77

-15.65

+39.42

HYMC vs. CAD=X - Sharpe Ratio Comparison

The current HYMC Sharpe Ratio is 4.84, which is higher than the CAD=X Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of HYMC and CAD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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 -0.01%. Use the drawdown chart below to compare losses from any high point for HYMC and CAD=X.


Loading charts...

Drawdown Indicators


HYMCCAD=XDifference

Max Drawdown

Largest peak-to-trough decline

-98.89%

-0.01%

-98.88%

Max Drawdown (1Y)

Largest decline over 1 year

-61.07%

-0.01%

-61.06%

Max Drawdown (3Y)

Largest decline over 3 years

-63.45%

-0.01%

-63.44%

Max Drawdown (5Y)

Largest decline over 5 years

-94.45%

-0.01%

-94.44%

Max Drawdown (10Y)

Largest decline over 10 years

-0.01%

Current Drawdown

Current decline from peak

-86.16%

-0.01%

-86.15%

Average Drawdown

Average peak-to-trough decline

-63.44%

-0.00%

-63.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.04%

0.00%

+24.04%

Volatility

HYMC vs. CAD=X - Volatility Comparison

Hycroft Mining Holding Corporation (HYMC) has a higher volatility of 25.22% compared to USD/CAD (CAD=X) at 0.01%. 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.


Loading charts...

Volatility by Period


HYMCCAD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.22%

0.01%

+25.21%

Volatility (6M)

Calculated over the trailing 6-month period

86.73%

0.01%

+86.72%

Volatility (1Y)

Calculated over the trailing 1-year period

118.34%

0.01%

+118.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

152.79%

0.00%

+152.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.84%

0.00%

+122.84%

Frequently Asked Questions


HYMC and CAD=X have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMC has higher volatility (25.22%) compared to CAD=X (0.01%). In terms of maximum drawdown, HYMC dropped -98.89% vs CAD=X's -0.01%.

HYMC currently has the higher Sharpe Ratio (4.84 vs -0.99), 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.

Portfolio Optimizer

Find the right allocation for HYMC and CAD=X

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