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SGDM vs. HAGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGDM vs. HAGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Gold Miners ETF (SGDM) and Hensoldt AG (HAGHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGDM achieves a -4.58% return, which is significantly lower than HAGHY's 1.44% return.


SGDM

1D
3.49%
1M
-14.98%
YTD
-4.58%
6M
-4.02%
1Y
43.72%
3Y*
37.20%
5Y*
17.23%
10Y*
11.84%

HAGHY

1D
-5.73%
1M
0.28%
YTD
1.44%
6M
2.37%
1Y
-19.16%
3Y*
41.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGDM vs. HAGHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
SGDM
Sprott Gold Miners ETF
-4.58%153.46%12.14%2.34%-19.27%
HAGHY
Hensoldt AG
1.44%144.40%31.10%15.83%-17.04%

Correlation

The correlation between SGDM and HAGHY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2022

0.08

The correlation between SGDM and HAGHY shifts across timeframes, from 0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGDM vs. HAGHY — Risk / Return Rank

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

SGDM
SGDM Risk / Return Rank: 3131
Overall Rank
SGDM Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SGDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGDM Omega Ratio Rank: 3333
Omega Ratio Rank
SGDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
SGDM Martin Ratio Rank: 2929
Martin Ratio Rank

HAGHY
HAGHY Risk / Return Rank: 2828
Overall Rank
HAGHY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HAGHY Sortino Ratio Rank: 2828
Sortino Ratio Rank
HAGHY Omega Ratio Rank: 2828
Omega Ratio Rank
HAGHY Calmar Ratio Rank: 2727
Calmar Ratio Rank
HAGHY Martin Ratio Rank: 2929
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.

SGDM vs. HAGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Hensoldt AG (HAGHY). 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.


SGDMHAGHYDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.20

0.98

+0.22

Calmar ratioReturn relative to maximum drawdown

1.30

-0.45

+1.75

Martin ratioReturn relative to average drawdown

3.60

-0.74

+4.34

SGDM vs. HAGHY - Sharpe Ratio Comparison

The current SGDM Sharpe Ratio is 1.01, which is higher than the HAGHY Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of SGDM and HAGHY, 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

SGDM vs. HAGHY - Drawdown Comparison

The maximum SGDM drawdown since its inception was -54.95%, which is greater than HAGHY's maximum drawdown of -42.91%. Use the drawdown chart below to compare losses from any high point for SGDM and HAGHY.


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Drawdown Indicators


SGDMHAGHYDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-42.91%

-12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-35.96%

-42.91%

+6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-35.96%

-42.91%

+6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-45.06%

Max Drawdown (10Y)

Largest decline over 10 years

-49.69%

Current Drawdown

Current decline from peak

-30.31%

-34.77%

+4.46%

Average Drawdown

Average peak-to-trough decline

-25.46%

-20.42%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.93%

26.00%

-13.07%

Volatility

SGDM vs. HAGHY - Volatility Comparison

Sprott Gold Miners ETF (SGDM) and Hensoldt AG (HAGHY) have volatilities of 16.53% and 17.33%, 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


SGDMHAGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.53%

17.33%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

38.64%

40.88%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

46.24%

55.56%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.11%

56.61%

-20.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.97%

56.61%

-19.64%

Dividends

SGDM vs. HAGHY - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 1.09%, more than HAGHY's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
HAGHY
Hensoldt AG
0.74%0.63%1.20%1.19%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGDM
Sprott Gold Miners ETF
1.09%1.04%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.58%0.02%1.47%

Frequently Asked Questions


SGDM and HAGHY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAGHY has higher volatility (17.33%) compared to SGDM (16.53%). In terms of maximum drawdown, SGDM dropped -54.95% vs HAGHY's -42.91%.

SGDM currently has the higher Sharpe Ratio (1.01 vs -0.35), 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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