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SNX-USD vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SNX-USD vs. HBAR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SynthetixNetworkToken (SNX-USD) and HederaHashgraph (HBAR-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNX-USD achieves a -34.41% return, which is significantly lower than HBAR-USD's -18.04% return.


SNX-USD

1D
-6.62%
1M
-15.16%
YTD
-34.41%
6M
-51.19%
1Y
-62.02%
3Y*
-51.50%
5Y*
-54.34%
10Y*

HBAR-USD

1D
-5.65%
1M
-0.78%
YTD
-18.04%
6M
-39.86%
1Y
-49.25%
3Y*
20.10%
5Y*
-19.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNX-USD vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNX-USD
SynthetixNetworkToken
-34.41%-78.57%-50.43%168.73%-73.89%-24.18%493.90%149.52%
HBAR-USD
HederaHashgraph
-18.04%-60.44%212.23%135.51%-87.44%812.76%211.49%-88.67%

Correlation

The correlation between SNX-USD and HBAR-USD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.69

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

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2019

0.56

The correlation between SNX-USD and HBAR-USD shifts across timeframes, from 0.56 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SNX-USD vs. HBAR-USD — Risk / Return Rank

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

SNX-USD
SNX-USD Risk / Return Rank: 7070
Overall Rank
SNX-USD Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SNX-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
SNX-USD Omega Ratio Rank: 7070
Omega Ratio Rank
SNX-USD Calmar Ratio Rank: 6969
Calmar Ratio Rank
SNX-USD Martin Ratio Rank: 7373
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 4646
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5353
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 4040
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 3131
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.

SNX-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SynthetixNetworkToken (SNX-USD) 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.


SNX-USDHBAR-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.44

-0.63

+0.18

Sortino ratio

Return per unit of downside risk

-0.18

-0.73

+0.55

Omega ratio

Gain probability vs. loss probability

0.98

0.93

+0.05

Calmar ratio

Return relative to maximum drawdown

-0.82

-1.12

+0.29

Martin ratio

Return relative to average drawdown

-0.95

-1.48

+0.53

SNX-USD vs. HBAR-USD - Sharpe Ratio Comparison

The current SNX-USD Sharpe Ratio is -0.44, which is comparable to the HBAR-USD Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of SNX-USD and HBAR-USD, 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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Sharpe Ratios by Period


SNX-USDHBAR-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.63

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

-0.19

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.00

-0.04

Drawdowns

SNX-USD vs. HBAR-USD - Drawdown Comparison

The maximum SNX-USD drawdown since its inception was -99.01%, which is greater than HBAR-USD's maximum drawdown of -92.79%. Use the drawdown chart below to compare losses from any high point for SNX-USD and HBAR-USD.


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Drawdown Indicators


SNX-USDHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.01%

-92.79%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-88.27%

-73.25%

-15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-94.73%

-79.18%

-15.55%

Max Drawdown (5Y)

Largest decline over 5 years

-98.21%

-92.79%

-5.42%

Current Drawdown

Current decline from peak

-99.01%

-82.80%

-16.21%

Average Drawdown

Average peak-to-trough decline

-72.90%

-67.00%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

76.81%

49.99%

+26.82%

Volatility

SNX-USD vs. HBAR-USD - Volatility Comparison

SynthetixNetworkToken (SNX-USD) and HederaHashgraph (HBAR-USD) have volatilities of 17.15% and 16.86%, 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


SNX-USDHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.15%

16.86%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

58.72%

43.90%

+14.82%

Volatility (1Y)

Calculated over the trailing 1-year period

116.18%

65.45%

+50.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.21%

85.46%

+15.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.60%

105.86%

+11.74%

Frequently Asked Questions


SNX-USD and HBAR-USD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNX-USD has higher volatility (17.15%) compared to HBAR-USD (16.86%). In terms of maximum drawdown, SNX-USD dropped -99.01% vs HBAR-USD's -92.79%.

SNX-USD currently has the higher Sharpe Ratio (-0.44 vs -0.63), 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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