PG vs. HBAR-USD
PG (The Procter & Gamble Company) is a stock, while HBAR-USD (HederaHashgraph) is a cryptocurrency. Over the past 5 years, PG returned 4.73%/yr vs -16.92%/yr for HBAR-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
PG vs. HBAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than HBAR-USD's -26.14% return.
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
HBAR-USD
- 1D
- 0.30%
- 1M
- -17.44%
- YTD
- -26.14%
- 6M
- -36.26%
- 1Y
- -50.71%
- 3Y*
- 20.01%
- 5Y*
- -16.92%
- 10Y*
- —
PG vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 4.97% |
HBAR-USD HederaHashgraph | -26.14% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
Correlation
The correlation between PG and HBAR-USD is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.05 |
The correlation between PG and HBAR-USD shifts across timeframes, from -0.07 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. HBAR-USD — Risk / Return Rank
PG
HBAR-USD
PG vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and HederaHashgraph (HBAR-USD). 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.
| PG | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.93 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.69 | +0.32 |
| Martin ratioReturn relative to average drawdown | -0.68 | -0.98 | +0.30 |
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Drawdowns
PG vs. HBAR-USD - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for PG and HBAR-USD.
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Drawdown Indicators
| PG | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -97.58% | +43.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -73.39% | +57.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -79.29% | +58.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -92.79% | +69.02% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | — | — |
Current DrawdownCurrent decline from peak | -13.29% | -84.50% | +71.21% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -74.51% | +62.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 51.80% | -43.00% |
Volatility
PG vs. HBAR-USD - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while HederaHashgraph (HBAR-USD) has a volatility of 16.33%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 16.33% | -9.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 43.30% | -28.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 65.06% | -46.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 85.17% | -67.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 108.57% | -89.52% |
Frequently Asked Questions
PG and HBAR-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (16.33%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs HBAR-USD's -97.58%.
PG currently has the higher Sharpe Ratio (-0.30 vs -0.65), 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.
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