PortfoliosLab logo
OPGSX vs. HMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OPGSX and HMY is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

OPGSX vs. HMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Gold & Special Minerals Fund (OPGSX) and Harmony Gold Mining Company Limited (HMY). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
347.69%
148.43%
OPGSX
HMY

Key characteristics

Sharpe Ratio

OPGSX:

1.40

HMY:

1.28

Sortino Ratio

OPGSX:

1.98

HMY:

1.90

Omega Ratio

OPGSX:

1.25

HMY:

1.24

Calmar Ratio

OPGSX:

1.02

HMY:

1.44

Martin Ratio

OPGSX:

5.55

HMY:

4.73

Ulcer Index

OPGSX:

7.80%

HMY:

15.32%

Daily Std Dev

OPGSX:

30.79%

HMY:

57.98%

Max Drawdown

OPGSX:

-81.04%

HMY:

-97.05%

Current Drawdown

OPGSX:

-15.29%

HMY:

-15.40%

Returns By Period

In the year-to-date period, OPGSX achieves a 38.02% return, which is significantly lower than HMY's 86.76% return. Over the past 10 years, OPGSX has underperformed HMY with an annualized return of 11.79%, while HMY has yielded a comparatively higher 25.26% annualized return.


OPGSX

YTD

38.02%

1M

20.39%

6M

19.93%

1Y

42.80%

5Y*

10.63%

10Y*

11.79%

HMY

YTD

86.76%

1M

18.22%

6M

46.59%

1Y

73.77%

5Y*

35.49%

10Y*

25.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OPGSX vs. HMY — Risk-Adjusted Performance Rank

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

OPGSX
The Risk-Adjusted Performance Rank of OPGSX is 8787
Overall Rank
The Sharpe Ratio Rank of OPGSX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of OPGSX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of OPGSX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of OPGSX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of OPGSX is 8888
Martin Ratio Rank

HMY
The Risk-Adjusted Performance Rank of HMY is 8686
Overall Rank
The Sharpe Ratio Rank of HMY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HMY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HMY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of HMY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of HMY is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OPGSX vs. HMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Gold & Special Minerals Fund (OPGSX) and Harmony Gold Mining Company Limited (HMY). 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.


The current OPGSX Sharpe Ratio is 1.40, which is comparable to the HMY Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of OPGSX and HMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
1.40
1.28
OPGSX
HMY

Dividends

OPGSX vs. HMY - Dividend Comparison

OPGSX's dividend yield for the trailing twelve months is around 0.63%, less than HMY's 1.13% yield.


TTM20242023202220212020201920182017201620152014
OPGSX
Invesco Gold & Special Minerals Fund
0.63%0.86%0.81%0.45%3.56%1.55%0.29%0.00%2.78%7.21%0.00%2.26%
HMY
Harmony Gold Mining Company Limited
1.13%1.58%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%0.00%0.00%

Drawdowns

OPGSX vs. HMY - Drawdown Comparison

The maximum OPGSX drawdown since its inception was -81.04%, smaller than the maximum HMY drawdown of -97.05%. Use the drawdown chart below to compare losses from any high point for OPGSX and HMY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-15.29%
-15.40%
OPGSX
HMY

Volatility

OPGSX vs. HMY - Volatility Comparison

The current volatility for Invesco Gold & Special Minerals Fund (OPGSX) is 13.20%, while Harmony Gold Mining Company Limited (HMY) has a volatility of 23.20%. This indicates that OPGSX experiences smaller price fluctuations and is considered to be less risky than HMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
13.20%
23.20%
OPGSX
HMY