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HYMC vs. CAD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0-0.0

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.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-18.22%
-0.05%
HYMC
CAD=X

Key characteristics

Sharpe Ratio

HYMC:

-0.07

CAD=X:

1.45

Sortino Ratio

HYMC:

0.54

CAD=X:

2.30

Omega Ratio

HYMC:

1.06

CAD=X:

1.29

Calmar Ratio

HYMC:

-0.06

CAD=X:

0.37

Martin Ratio

HYMC:

-0.18

CAD=X:

5.01

Ulcer Index

HYMC:

34.18%

CAD=X:

1.25%

Daily Std Dev

HYMC:

82.25%

CAD=X:

4.36%

Max Drawdown

HYMC:

-98.89%

CAD=X:

-42.91%

Current Drawdown

HYMC:

-98.72%

CAD=X:

-10.64%

Returns By Period

In the year-to-date period, HYMC achieves a -17.55% return, which is significantly lower than CAD=X's 8.90% return.


HYMC

YTD

-17.55%

1M

-17.55%

6M

-18.22%

1Y

-7.34%

5Y*

-54.61%

10Y*

N/A

CAD=X

YTD

8.90%

1M

2.94%

6M

5.25%

1Y

8.21%

5Y*

1.71%

10Y*

2.06%

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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.


Sharpe ratio
The chart of Sharpe ratio for HYMC, currently valued at 0.10, compared to the broader market-4.00-2.000.002.000.10-0.15
The chart of Sortino ratio for HYMC, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.80-0.21
The chart of Omega ratio for HYMC, currently valued at 1.09, compared to the broader market0.501.001.502.001.100.97
The chart of Calmar ratio for HYMC, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.32
The chart of Martin ratio for HYMC, currently valued at 0.21, compared to the broader market0.0010.0020.000.21-1.83
HYMC
CAD=X

The current HYMC Sharpe Ratio is -0.07, which is lower than the CAD=X Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of HYMC and CAD=X, 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-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
0.10
-0.15
HYMC
CAD=X

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.72%
-0.09%
HYMC
CAD=X

Volatility

HYMC vs. CAD=X - Volatility Comparison

Hycroft Mining Holding Corporation (HYMC) has a higher volatility of 12.80% compared to USD/CAD (CAD=X) at 0.07%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
0.07%
HYMC
CAD=X
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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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