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V vs. HGER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) and Harbor Commodity All-Weather Strategy ETF (HGER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V achieves a -0.08% return, which is significantly lower than HGER's 23.17% return.


V

1D
0.22%
1M
8.05%
6M
0.18%
YTD
-0.08%
1Y
-1.17%
3Y*
14.07%
5Y*
8.72%
10Y*
17.06%

HGER

1D
-0.84%
1M
0.99%
6M
20.50%
YTD
23.17%
1Y
33.35%
3Y*
18.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. HGER - Yearly Performance Comparison


2026 (YTD)2025202420232022
V
Visa Inc.
-0.08%11.76%22.32%26.31%-9.33%
HGER
Harbor Commodity All-Weather Strategy ETF
23.17%20.08%9.25%1.93%9.66%

Correlation

The correlation between V and HGER is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.01

The correlation between V and HGER shifts across timeframes, from -0.17 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

V vs. HGER — Risk / Return Rank

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

V
V Risk / Return Rank: 4040
Overall Rank
V Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
V Sortino Ratio Rank: 3636
Sortino Ratio Rank
V Omega Ratio Rank: 3535
Omega Ratio Rank
V Calmar Ratio Rank: 4343
Calmar Ratio Rank
V Martin Ratio Rank: 4242
Martin Ratio Rank

HGER
HGER Risk / Return Rank: 6969
Overall Rank
HGER Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 7272
Sortino Ratio Rank
HGER Omega Ratio Rank: 7575
Omega Ratio Rank
HGER Calmar Ratio Rank: 6060
Calmar Ratio Rank
HGER Martin Ratio Rank: 6262
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.

V vs. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


VHGERDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.07

2.39

-2.45

Martin ratioReturn relative to average drawdown

-0.15

8.73

-8.88

V vs. HGER - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.05, which is lower than the HGER Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of V and HGER, 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

V vs. HGER - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for V and HGER.


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Drawdown Indicators


VHGERDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-23.31%

-28.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-14.04%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

-14.04%

-6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

-5.78%

-8.66%

+2.88%

Average Drawdown

Average peak-to-trough decline

-8.26%

-7.71%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.99%

3.83%

+4.16%

Volatility

V vs. HGER - Volatility Comparison

Visa Inc. (V) has a higher volatility of 6.37% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 5.75%. This indicates that V's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

5.75%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

15.35%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.68%

17.37%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

17.67%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

17.67%

+6.74%

Dividends

V vs. HGER - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.75%, less than HGER's 5.75% yield.


PositionTTM20252024202320222021202020192018201720162015
HGER
Harbor Commodity All-Weather Strategy ETF
5.75%7.09%3.28%7.24%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.75%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions


V and HGER have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

V has higher volatility (6.37%) compared to HGER (5.75%). In terms of maximum drawdown, V dropped -51.90% vs HGER's -23.31%.

HGER currently has the higher Sharpe Ratio (1.93 vs -0.05), 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.

Portfolio Optimizer

Find the right allocation for V and HGER

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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