HYMC vs. SCZM

Last updated Apr 4, 2026

Compare and contrast key facts about Hycroft Mining Holding Corporation (HYMC) and Santacruz Silver Mining Ltd (SCZM).

Performance

HYMC vs. SCZM - Performance Comparison

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

HYMC vs. SCZM - Yearly Performance Comparison

	2026 (YTD)
HYMC Hycroft Mining Holding Corporation	-9.00%
SCZM Santacruz Silver Mining Ltd	-36.65%

Fundamentals

Market Cap HYMC : $1.56B SCZM : $730.38M
EPS HYMC : -$1.24 SCZM : $0.81
PB Ratio HYMC : 7.29 SCZM : 3.99
Total Revenue (TTM) HYMC : $0.00 SCZM : $303.07M
Gross Profit (TTM) HYMC : $0.00 SCZM : $97.49M
EBITDA (TTM) HYMC : -$27.62M SCZM : $124.14M

Returns By Period

HYMC

• 1D: 2.74%
• 1M: -24.45%
• YTD: 51.49%
• 6M: 477.08%
• 1Y: 1,248.69%
• 3Y*: 108.81%
• 5Y*: -1.83%
• 10Y*: —

SCZM

• 1D: -3.69%
• 1M: -24.42%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

HYMC vs. SCZM — 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

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. SCZM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hycroft Mining Holding Corporation (HYMC) and Santacruz Silver Mining Ltd (SCZM). 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	SCZM	Difference
Sharpe ratio Return per unit of total volatility	9.57	—	—
Sortino ratio Return per unit of downside risk	4.97	—	—
Omega ratio Gain probability vs. loss probability	1.63	—	—
Calmar ratio Return relative to maximum drawdown	23.83	—	—
Martin ratio Return relative to average drawdown	62.11	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HYMC	SCZM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.57	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	-0.79	+0.69

Correlation

The correlation between HYMC and SCZM is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

HYMC vs. SCZM - Dividend Comparison

Neither HYMC nor SCZM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HYMC vs. SCZM - Drawdown Comparison

The maximum HYMC drawdown since its inception was -98.89%, which is greater than SCZM's maximum drawdown of -55.82%. Use the drawdown chart below to compare losses from any high point for HYMC and SCZM.

Drawdown Indicators

	HYMC	SCZM	Difference
Max Drawdown Largest peak-to-trough decline	-98.89%	-55.82%	-43.07%
Max Drawdown (1Y) Largest decline over 1 year	-46.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-95.83%	—	—
Current Drawdown Current decline from peak	-77.24%	-51.55%	-25.69%
Average Drawdown Average peak-to-trough decline	-63.05%	-33.86%	-29.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.72%	—	—

Volatility

Volatility by Period

	HYMC	SCZM	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	96.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	118.43%	115.64%	+2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	152.39%	115.64%	+36.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	123.69%	115.64%	+8.05%

Financials