HYMC vs. CAD=X

Last updated Apr 2, 2026

Compare and contrast key facts about Hycroft Mining Holding Corporation (HYMC) and USD/CAD (CAD=X).

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.

HYMC vs. CAD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
HYMC Hycroft Mining Holding Corporation	47.45%	975.57%	-9.80%	-53.96%	-13.30%	-92.18%	-24.03%	4.59%	3.02%
CAD=X USD/CAD	0.09%	-0.01%	0.01%	0.02%	-0.04%	-0.17%	0.28%	-0.17%	0.07%

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 47.45% return, which is significantly higher than CAD=X's 0.09% return.

HYMC

• 1D: -0.43%
• 1M: -37.12%
• YTD: 47.45%
• 6M: 435.11%
• 1Y: 1,068.33%
• 3Y*: 100.88%
• 5Y*: -2.36%
• 10Y*: —

CAD=X

• 1D: -0.03%
• 1M: 0.11%
• YTD: 0.09%
• 6M: 0.08%
• 1Y: 0.04%
• 3Y*: 0.00%
• 5Y*: 0.01%
• 10Y*: 0.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 99
HYMC Sharpe Ratio Rank: 100
HYMC Sortino Ratio Rank: 98
HYMC Omega Ratio Rank: 97
HYMC Calmar Ratio Rank: 100
HYMC Martin Ratio Rank: 100

CAD=X

CAD=X Risk / Return Rank: 47
CAD=X Sharpe Ratio Rank: 35
CAD=X Sortino Ratio Rank: 35
CAD=X Omega Ratio Rank: 33
CAD=X Calmar Ratio Rank: 66
CAD=X Martin Ratio Rank: 66

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.

	HYMC	CAD=X	Difference
Sharpe ratio Return per unit of total volatility	9.12	0.04	+9.08
Sortino ratio Return per unit of downside risk	4.90	0.06	+4.84
Omega ratio Gain probability vs. loss probability	1.62	1.01	+0.61
Calmar ratio Return relative to maximum drawdown	21.26	0.34	+20.92
Martin ratio Return relative to average drawdown	55.79	0.55	+55.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HYMC vs. CAD=X - Sharpe Ratio Comparison

The current HYMC Sharpe Ratio is 9.12, which is higher than the CAD=X Sharpe Ratio of 0.04. 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.

Sharpe Ratios by Period

	HYMC	CAD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.12	0.04	+9.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.01	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.00	-0.10

Correlation

The correlation between HYMC and CAD=X is -0.04. 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.

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 -11.57%. Use the drawdown chart below to compare losses from any high point for HYMC and CAD=X.

Drawdown Indicators

	HYMC	CAD=X	Difference
Max Drawdown Largest peak-to-trough decline	-98.89%	-23.90%	-74.99%
Max Drawdown (1Y) Largest decline over 1 year	-46.18%	-5.43%	-40.75%
Max Drawdown (5Y) Largest decline over 5 years	-95.83%	-8.31%	-87.52%
Max Drawdown (10Y) Largest decline over 10 years	—	-17.11%	—
Current Drawdown Current decline from peak	-77.84%	-5.55%	-72.29%
Average Drawdown Average peak-to-trough decline	-63.04%	-11.00%	-52.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.60%	1.87%	+15.73%

Volatility

HYMC vs. CAD=X - Volatility Comparison

Hycroft Mining Holding Corporation (HYMC) has a higher volatility of 36.09% compared to USD/CAD (CAD=X) at 0.19%. 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.

Volatility by Period

	HYMC	CAD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.09%	0.19%	+35.90%
Volatility (6M) Calculated over the trailing 6-month period	96.91%	0.50%	+96.41%
Volatility (1Y) Calculated over the trailing 1-year period	118.74%	0.98%	+117.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	152.45%	0.83%	+151.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	123.72%	1.80%	+121.92%