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AAZ.L vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAZ.L and YALL is 0.09, 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.


-0.50.00.51.00.1

Performance

AAZ.L vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo Asian Mining plc (AAZ.L) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember
36.79%
10.78%
AAZ.L
YALL

Key characteristics

Sharpe Ratio

AAZ.L:

1.33

YALL:

1.95

Sortino Ratio

AAZ.L:

2.08

YALL:

2.69

Omega Ratio

AAZ.L:

1.26

YALL:

1.34

Calmar Ratio

AAZ.L:

1.20

YALL:

3.51

Martin Ratio

AAZ.L:

8.13

YALL:

12.20

Ulcer Index

AAZ.L:

9.47%

YALL:

2.51%

Daily Std Dev

AAZ.L:

57.73%

YALL:

15.70%

Max Drawdown

AAZ.L:

-97.86%

YALL:

-12.03%

Current Drawdown

AAZ.L:

-26.02%

YALL:

-5.72%

Returns By Period


AAZ.L

YTD

0.00%

1M

4.93%

6M

38.67%

1Y

83.62%

5Y*

-1.31%

10Y*

37.06%

YALL

YTD

31.07%

1M

-4.34%

6M

11.79%

1Y

31.07%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AAZ.L vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo Asian Mining plc (AAZ.L) and God Bless America ETF (YALL). 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.


Sharpe ratio
The chart of Sharpe ratio for AAZ.L, currently valued at 1.58, compared to the broader market-4.00-2.000.002.001.582.10
The chart of Sortino ratio for AAZ.L, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.312.87
The chart of Omega ratio for AAZ.L, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.37
The chart of Calmar ratio for AAZ.L, currently valued at 1.67, compared to the broader market0.002.004.006.001.673.75
The chart of Martin ratio for AAZ.L, currently valued at 9.37, compared to the broader market0.005.0010.0015.0020.0025.009.3713.02
AAZ.L
YALL

The current AAZ.L Sharpe Ratio is 1.33, which is lower than the YALL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AAZ.L and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
1.58
2.10
AAZ.L
YALL

Dividends

AAZ.L vs. YALL - Dividend Comparison

AAZ.L has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.49%.


TTM202320222021202020192018
AAZ.L
Anglo Asian Mining plc
0.00%5.42%6.64%7.21%5.35%3.96%2.61%
YALL
God Bless America ETF
0.49%3.51%0.19%0.00%0.00%0.00%0.00%

Drawdowns

AAZ.L vs. YALL - Drawdown Comparison

The maximum AAZ.L drawdown since its inception was -97.86%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for AAZ.L and YALL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-12.94%
-5.72%
AAZ.L
YALL

Volatility

AAZ.L vs. YALL - Volatility Comparison

Anglo Asian Mining plc (AAZ.L) has a higher volatility of 8.22% compared to God Bless America ETF (YALL) at 5.82%. This indicates that AAZ.L's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember
8.22%
5.82%
AAZ.L
YALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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