PortfoliosLab logo
ACSO.L vs. GDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACSO.L and GDX is 0.15, 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.


Performance

ACSO.L vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accesso Technology Group plc (ACSO.L) and VanEck Vectors Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ACSO.L:

-0.77

GDX:

1.32

Sortino Ratio

ACSO.L:

-0.87

GDX:

2.00

Omega Ratio

ACSO.L:

0.85

GDX:

1.25

Calmar Ratio

ACSO.L:

-0.39

GDX:

1.11

Martin Ratio

ACSO.L:

-1.15

GDX:

5.28

Ulcer Index

ACSO.L:

28.82%

GDX:

9.32%

Daily Std Dev

ACSO.L:

41.78%

GDX:

33.82%

Max Drawdown

ACSO.L:

-97.41%

GDX:

-80.57%

Current Drawdown

ACSO.L:

-83.68%

GDX:

-14.07%

Returns By Period

In the year-to-date period, ACSO.L achieves a -9.93% return, which is significantly lower than GDX's 48.54% return. Over the past 10 years, ACSO.L has underperformed GDX with an annualized return of -2.01%, while GDX has yielded a comparatively higher 10.38% annualized return.


ACSO.L

YTD

-9.93%

1M

15.35%

6M

-7.50%

1Y

-33.19%

5Y*

6.61%

10Y*

-2.01%

GDX

YTD

48.54%

1M

6.78%

6M

30.60%

1Y

44.57%

5Y*

9.75%

10Y*

10.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACSO.L vs. GDX — Risk-Adjusted Performance Rank

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

ACSO.L
The Risk-Adjusted Performance Rank of ACSO.L is 1717
Overall Rank
The Sharpe Ratio Rank of ACSO.L is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ACSO.L is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ACSO.L is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ACSO.L is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ACSO.L is 2121
Martin Ratio Rank

GDX
The Risk-Adjusted Performance Rank of GDX is 8787
Overall Rank
The Sharpe Ratio Rank of GDX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GDX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GDX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of GDX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GDX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACSO.L vs. GDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Accesso Technology Group plc (ACSO.L) and VanEck Vectors Gold Miners ETF (GDX). 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.


The current ACSO.L Sharpe Ratio is -0.77, which is lower than the GDX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ACSO.L and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

ACSO.L vs. GDX - Dividend Comparison

ACSO.L has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.80%.


TTM20242023202220212020201920182017201620152014
ACSO.L
Accesso Technology Group plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDX
VanEck Vectors Gold Miners ETF
0.80%1.19%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%

Drawdowns

ACSO.L vs. GDX - Drawdown Comparison

The maximum ACSO.L drawdown since its inception was -97.41%, which is greater than GDX's maximum drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for ACSO.L and GDX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ACSO.L vs. GDX - Volatility Comparison

The current volatility for Accesso Technology Group plc (ACSO.L) is 7.88%, while VanEck Vectors Gold Miners ETF (GDX) has a volatility of 12.53%. This indicates that ACSO.L experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...