HYMC vs. CAD=X

Last updated Jun 5, 2026

HYMC (Hycroft Mining Holding Corporation) is a stock, while CAD=X (USD/CAD) is a currency. Over the past 5 years, HYMC returned -4.36%/yr vs 0.03%/yr for CAD=X. At a correlation of -0.05, they often move in opposite directions.

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.

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 27.56% return, which is significantly higher than CAD=X's 0.08% return.

HYMC

• 1D: -5.69%
• 1M: -14.28%
• YTD: 27.56%
• 6M: 153.30%
• 1Y: 710.70%
• 3Y*: 107.66%
• 5Y*: -4.36%
• 10Y*: —

CAD=X

• 1D: 0.02%
• 1M: 0.02%
• YTD: 0.08%
• 6M: 0.06%
• 1Y: -0.01%
• 3Y*: 0.01%
• 5Y*: 0.03%
• 10Y*: 0.01%

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

HYMC vs. CAD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
HYMC Hycroft Mining Holding Corporation	27.56%	975.57%	-9.80%	-53.96%	-13.30%	-92.18%	-24.03%	4.59%	3.02%
CAD=X USD/CAD	0.08%	-0.01%	0.01%	0.02%	-0.04%	-0.17%	0.28%	-0.17%	0.07%

Correlation

The correlation between HYMC and CAD=X is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	-0.07
Correlation (5Y) Calculated over the trailing 5-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Mar 13, 2018	-0.05

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: 97
HYMC Sharpe Ratio Rank: 99
HYMC Sortino Ratio Rank: 95
HYMC Omega Ratio Rank: 93
HYMC Calmar Ratio Rank: 99
HYMC Martin Ratio Rank: 98

CAD=X

CAD=X Risk / Return Rank: 63
CAD=X Sharpe Ratio Rank: 65
CAD=X Sortino Ratio Rank: 64
CAD=X Omega Ratio Rank: 64
CAD=X Calmar Ratio Rank: 62
CAD=X Martin Ratio Rank: 59

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	6.03	-0.01	+6.04
Sortino ratio: Return per unit of downside risk	4.23	-0.01	+4.24
Omega ratio: Gain probability vs. loss probability	1.52	1.00	+0.52
Calmar ratio: Return relative to maximum drawdown	15.54	-0.03	+15.56
Martin ratio: Return relative to average drawdown	32.53	-0.04	+32.57
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 6.03, which is higher than the CAD=X Sharpe Ratio of -0.01. 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.

Sharpe Ratios by Period

	HYMC	CAD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.03	-0.01	+6.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.03	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.00	-0.11

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%	-11.57%	-87.32%
Max Drawdown (1Y) Largest decline over 1 year	-46.18%	-0.27%	-45.91%
Max Drawdown (3Y) Largest decline over 3 years	-63.45%	-0.40%	-63.05%
Max Drawdown (5Y) Largest decline over 5 years	-95.39%	-0.40%	-94.99%
Max Drawdown (10Y) Largest decline over 10 years	—	-3.43%	—
Current Drawdown Current decline from peak	-80.83%	-1.06%	-79.77%
Average Drawdown Average peak-to-trough decline	-63.33%	-1.11%	-62.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.02%	0.19%	+21.83%

Volatility

HYMC vs. CAD=X - Volatility Comparison

Hycroft Mining Holding Corporation (HYMC) has a higher volatility of 26.33% compared to USD/CAD (CAD=X) at 0.25%. 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	26.33%	0.25%	+26.08%
Volatility (6M) Calculated over the trailing 6-month period	93.82%	0.52%	+93.30%
Volatility (1Y) Calculated over the trailing 1-year period	118.91%	0.83%	+118.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	152.44%	0.82%	+151.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	123.01%	1.80%	+121.21%

Frequently Asked Questions

Can I hold both HYMC and CAD=X in my portfolio?

HYMC and CAD=X have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HYMC or CAD=X?

HYMC has higher volatility (26.33%) compared to CAD=X (0.25%). In terms of maximum drawdown, HYMC dropped -98.89% vs CAD=X's -11.57%.

Which has better risk-adjusted returns?

HYMC currently has the higher Sharpe Ratio (6.03 vs -0.01), 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.