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HYMC vs. SBT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYMC vs. SBT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hycroft Mining Holding Corporation (HYMC) and Purpose Silver Bullion Fund (SBT.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HYMC achieves a -1.56% return, which is significantly higher than SBT.TO's -21.60% return.


HYMC

1D
0.09%
1M
-29.20%
YTD
-1.56%
6M
-0.34%
1Y
647.60%
3Y*
99.37%
5Y*
-4.20%
10Y*

SBT.TO

1D
2.00%
1M
-24.94%
YTD
-21.60%
6M
-26.77%
1Y
51.35%
3Y*
31.34%
5Y*
12.23%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYMC vs. SBT.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYMC
Hycroft Mining Holding Corporation
-1.56%975.57%-9.80%-53.96%-13.30%-92.18%-24.03%4.59%3.35%
SBT.TO
Purpose Silver Bullion Fund
-21.60%148.41%9.30%1.56%-4.09%-13.14%51.61%18.18%-17.38%

Correlation

The correlation between HYMC and SBT.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.35

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

0.29

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

0.22

Over the past year, HYMC and SBT.TO have become more correlated (0.49) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

HYMC vs. SBT.TO — Risk / Return Rank

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

HYMC
HYMC Risk / Return Rank: 9797
Overall Rank
HYMC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HYMC Sortino Ratio Rank: 9696
Sortino Ratio Rank
HYMC Omega Ratio Rank: 9494
Omega Ratio Rank
HYMC Calmar Ratio Rank: 9898
Calmar Ratio Rank
HYMC Martin Ratio Rank: 9797
Martin Ratio Rank

SBT.TO
SBT.TO Risk / Return Rank: 2828
Overall Rank
SBT.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SBT.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
SBT.TO Omega Ratio Rank: 3636
Omega Ratio Rank
SBT.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
SBT.TO Martin Ratio Rank: 2222
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. SBT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hycroft Mining Holding Corporation (HYMC) and Purpose Silver Bullion Fund (SBT.TO). 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.


HYMCSBT.TODifference
Sharpe ratioReturn per unit of total volatility

+4.68

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.50

1.20

+0.29

Calmar ratioReturn relative to maximum drawdown

10.70

0.94

+9.76

Martin ratioReturn relative to average drawdown

26.26

2.13

+24.12

HYMC vs. SBT.TO - Sharpe Ratio Comparison

The current HYMC Sharpe Ratio is 5.52, which is higher than the SBT.TO Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of HYMC and SBT.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYMC vs. SBT.TO - Drawdown Comparison

The maximum HYMC drawdown since its inception was -98.89%, which is greater than SBT.TO's maximum drawdown of -54.64%. Use the drawdown chart below to compare losses from any high point for HYMC and SBT.TO.


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Drawdown Indicators


HYMCSBT.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.89%

-54.64%

-44.25%

Max Drawdown (1Y)

Largest decline over 1 year

-61.07%

-54.64%

-6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-63.45%

-54.64%

-8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-93.90%

-54.64%

-39.26%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

Current Drawdown

Current decline from peak

-85.21%

-52.60%

-32.61%

Average Drawdown

Average peak-to-trough decline

-63.47%

-18.57%

-44.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.84%

24.14%

+0.70%

Volatility

HYMC vs. SBT.TO - Volatility Comparison

Hycroft Mining Holding Corporation (HYMC) has a higher volatility of 26.56% compared to Purpose Silver Bullion Fund (SBT.TO) at 17.05%. This indicates that HYMC's price experiences larger fluctuations and is considered to be riskier than SBT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYMCSBT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.56%

17.05%

+9.51%

Volatility (6M)

Calculated over the trailing 6-month period

86.12%

59.85%

+26.27%

Volatility (1Y)

Calculated over the trailing 1-year period

118.45%

61.81%

+56.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

152.82%

39.19%

+113.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.79%

68.11%

+54.68%

Dividends

HYMC vs. SBT.TO - Dividend Comparison

Neither HYMC nor SBT.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HYMC and SBT.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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