HYMC vs. CAD=X
HYMC (Hycroft Mining Holding Corporation) is a stock, while CAD=X (USD/CAD) is a currency. Over the past 5 years, HYMC returned -7.14%/yr vs -0.00%/yr for CAD=X. At a correlation of -0.04, they often move in opposite directions.
Performance
HYMC vs. CAD=X - Performance Comparison
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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%
HYMC vs. CAD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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 |
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Return for Risk
HYMC vs. CAD=X — Risk / Return Rank
HYMC
CAD=X
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.
| HYMC | CAD=X | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| HYMC | CAD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -86.16% | -0.01% | -86.15% |
Average DrawdownAverage peak-to-trough decline | -63.44% | -0.00% | -63.44% |
Ulcer IndexDepth 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.
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Volatility by Period
| HYMC | CAD=X | Difference | |
|---|---|---|---|
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.
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