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MHH vs. SKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MHH vs. SKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastech Digital, Inc. (MHH) and Skeena Resources Ltd (SKE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MHH having a 10.17% return and SKE slightly lower at 9.90%.


MHH

1D
-3.03%
1M
18.67%
YTD
10.17%
6M
5.34%
1Y
15.64%
3Y*
-8.47%
5Y*
-12.59%
10Y*
8.52%

SKE

1D
-7.02%
1M
-7.78%
YTD
9.90%
6M
5.63%
1Y
67.07%
3Y*
76.91%
5Y*
18.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MHH vs. SKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHH
Mastech Digital, Inc.
10.17%-53.15%76.79%-23.45%-35.50%7.36%43.63%75.71%25.25%-10.97%
SKE
Skeena Resources Ltd
9.90%172.13%78.69%-8.27%-48.99%-4.14%428.16%134.09%-59.87%878.93%

Correlation

The correlation between MHH and SKE is 0.03, 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

0.03

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

0.04

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

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.07

Fundamentals

Market Cap

MHH:

$91.46M

SKE:

$3.17B

EPS

MHH:

$0.19

SKE:

-CA$2.12

PB Ratio

MHH:

1.00

SKE:

24.93

Total Revenue (TTM)

MHH:

$184.14M

SKE:

CA$0.00

Gross Profit (TTM)

MHH:

$50.54M

SKE:

-CA$1.29M

EBITDA (TTM)

MHH:

$4.01M

SKE:

-CA$109.58M

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Return for Risk

MHH vs. SKE — Risk / Return Rank

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

MHH
MHH Risk / Return Rank: 5353
Overall Rank
MHH Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MHH Sortino Ratio Rank: 5353
Sortino Ratio Rank
MHH Omega Ratio Rank: 5151
Omega Ratio Rank
MHH Calmar Ratio Rank: 5454
Calmar Ratio Rank
MHH Martin Ratio Rank: 5454
Martin Ratio Rank

SKE
SKE Risk / Return Rank: 7373
Overall Rank
SKE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SKE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SKE Omega Ratio Rank: 6969
Omega Ratio Rank
SKE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SKE Martin Ratio Rank: 7676
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.

MHH vs. SKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastech Digital, Inc. (MHH) and Skeena Resources Ltd (SKE). 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.


MHHSKEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.48

1.94

-1.46

Martin ratioReturn relative to average drawdown

1.02

4.85

-3.82

MHH vs. SKE - Sharpe Ratio Comparison

The current MHH Sharpe Ratio is 0.26, which is lower than the SKE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MHH and SKE, 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

MHH vs. SKE - Drawdown Comparison

The maximum MHH drawdown since its inception was -89.23%, which is greater than SKE's maximum drawdown of -75.69%. Use the drawdown chart below to compare losses from any high point for MHH and SKE.


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Drawdown Indicators


MHHSKEDifference

Max Drawdown

Largest peak-to-trough decline

-89.23%

-75.69%

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-32.76%

-34.71%

+1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-65.58%

-38.40%

-27.18%

Max Drawdown (5Y)

Largest decline over 5 years

-74.14%

-75.69%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

Current Drawdown

Current decline from peak

-73.18%

-31.58%

-41.60%

Average Drawdown

Average peak-to-trough decline

-48.95%

-34.35%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.37%

13.89%

+1.48%

Volatility

MHH vs. SKE - Volatility Comparison

Mastech Digital, Inc. (MHH) and Skeena Resources Ltd (SKE) have volatilities of 22.84% and 22.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHHSKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.84%

22.75%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

45.88%

46.54%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

59.39%

60.40%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.25%

58.15%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.43%

386.30%

-326.87%

Dividends

MHH vs. SKE - Dividend Comparison

Neither MHH nor SKE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MHH vs. SKE - Financials Comparison

This section allows you to compare key financial metrics between Mastech Digital, Inc. and Skeena Resources Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M40.00M50.00M60.00M20222023202420252026
41.08M
0
(MHH) Total Revenue
(SKE) Total Revenue
Please note, different currencies. MHH values in USD, SKE values in CAD

Frequently Asked Questions


MHH and SKE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MHH has higher volatility (22.84%) compared to SKE (22.75%). In terms of maximum drawdown, MHH dropped -89.23% vs SKE's -75.69%.

SKE currently has the higher Sharpe Ratio (1.12 vs 0.26), 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.

Portfolio Optimizer

Find the right allocation for MHH and SKE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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