PDS vs. HUT

Last updated Apr 1, 2026

Compare and contrast key facts about Precision Drilling Corporation (PDS) and Hut 8 Corp. Common Stock (HUT).

Performance

PDS vs. HUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Precision Drilling Corporation (PDS) and Hut 8 Corp. Common Stock (HUT). The values are adjusted to include any dividend payments, if applicable.

PDS vs. HUT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PDS Precision Drilling Corporation	36.89%	17.70%	12.49%	-29.22%	116.48%	114.86%	-41.11%	-19.54%	-39.16%
HUT Hut 8 Corp. Common Stock	2.11%	124.21%	53.60%	213.88%	-89.17%	185.45%	250.63%	-25.02%	-70.92%

Fundamentals

Market Cap PDS : $1.28B HUT : $4.94B
EPS PDS : $0.14 HUT : -$1.96
PS Ratio PDS : 0.73 HUT : 23.02
PB Ratio PDS : 0.81 HUT : 3.47
Total Revenue (TTM) PDS : $1.84B HUT : $235.12M
Gross Profit (TTM) PDS : $968.40M HUT : $214.61M
EBITDA (TTM) PDS : $501.04M HUT : $101.90M

Returns By Period

In the year-to-date period, PDS achieves a 36.89% return, which is significantly higher than HUT's 2.11% return.

PDS

• 1D: 0.10%
• 1M: 13.18%
• YTD: 36.89%
• 6M: 74.59%
• 1Y: 111.07%
• 3Y*: 24.15%
• 5Y*: 33.51%
• 10Y*: 1.77%

HUT

• 1D: 9.81%
• 1M: -11.87%
• YTD: 2.11%
• 6M: 34.76%
• 1Y: 303.70%
• 3Y*: 71.81%
• 5Y*: 3.58%
• 10Y*: —

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

Return for Risk

PDS vs. HUT — Risk / Return Rank

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

PDS

PDS Risk / Return Rank: 95
PDS Sharpe Ratio Rank: 95
PDS Sortino Ratio Rank: 93
PDS Omega Ratio Rank: 93
PDS Calmar Ratio Rank: 95
PDS Martin Ratio Rank: 97

HUT

HUT Risk / Return Rank: 94
HUT Sharpe Ratio Rank: 97
HUT Sortino Ratio Rank: 92
HUT Omega Ratio Rank: 89
HUT Calmar Ratio Rank: 97
HUT Martin Ratio Rank: 97

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.

PDS vs. HUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Precision Drilling Corporation (PDS) and Hut 8 Corp. Common Stock (HUT). 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.

	PDS	HUT	Difference
Sharpe ratio Return per unit of total volatility	2.78	3.06	-0.28
Sortino ratio Return per unit of downside risk	3.23	3.02	+0.22
Omega ratio Gain probability vs. loss probability	1.44	1.37	+0.08
Calmar ratio Return relative to maximum drawdown	5.59	7.78	-2.18
Martin ratio Return relative to average drawdown	20.39	21.45	-1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDS vs. HUT - Sharpe Ratio Comparison

The current PDS Sharpe Ratio is 2.78, which is comparable to the HUT Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of PDS and HUT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PDS	HUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.78	3.06	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.03	+0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.11	-0.16

Correlation

The correlation between PDS and HUT is 0.20, 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.

Dividends

PDS vs. HUT - Dividend Comparison

Neither PDS nor HUT has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PDS Precision Drilling Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7.11%
HUT Hut 8 Corp. Common Stock	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PDS vs. HUT - Drawdown Comparison

The maximum PDS drawdown since its inception was -99.16%, roughly equal to the maximum HUT drawdown of -95.04%. Use the drawdown chart below to compare losses from any high point for PDS and HUT.

Drawdown Indicators

	PDS	HUT	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	-95.04%	-4.12%
Max Drawdown (1Y) Largest decline over 1 year	-20.91%	-38.62%	+17.71%
Max Drawdown (5Y) Largest decline over 5 years	-55.51%	-95.04%	+39.53%
Max Drawdown (10Y) Largest decline over 10 years	-95.33%	—	—
Current Drawdown Current decline from peak	-85.30%	-40.99%	-44.31%
Average Drawdown Average peak-to-trough decline	-69.43%	-64.96%	-4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.73%	14.00%	-8.27%

Volatility

PDS vs. HUT - Volatility Comparison

The current volatility for Precision Drilling Corporation (PDS) is 6.17%, while Hut 8 Corp. Common Stock (HUT) has a volatility of 32.15%. This indicates that PDS experiences smaller price fluctuations and is considered to be less risky than HUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDS	HUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.17%	32.15%	-25.98%
Volatility (6M) Calculated over the trailing 6-month period	22.29%	79.63%	-57.34%
Volatility (1Y) Calculated over the trailing 1-year period	40.27%	99.93%	-59.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.85%	105.84%	-56.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.49%	114.83%	-55.34%

Financials