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ASM vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASM and GLDM is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ASM vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avino Silver & Gold Mines Ltd. (ASM) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-10.38%
10.03%
ASM
GLDM

Key characteristics

Sharpe Ratio

ASM:

1.15

GLDM:

1.82

Sortino Ratio

ASM:

2.02

GLDM:

2.43

Omega Ratio

ASM:

1.23

GLDM:

1.32

Calmar Ratio

ASM:

0.88

GLDM:

3.35

Martin Ratio

ASM:

5.74

GLDM:

9.65

Ulcer Index

ASM:

13.60%

GLDM:

2.80%

Daily Std Dev

ASM:

67.87%

GLDM:

14.86%

Max Drawdown

ASM:

-94.10%

GLDM:

-21.63%

Current Drawdown

ASM:

-77.00%

GLDM:

-6.86%

Returns By Period

In the year-to-date period, ASM achieves a 69.85% return, which is significantly higher than GLDM's 25.74% return.


ASM

YTD

69.85%

1M

-23.28%

6M

-10.38%

1Y

78.00%

5Y*

11.93%

10Y*

-2.95%

GLDM

YTD

25.74%

1M

-1.42%

6M

10.03%

1Y

27.77%

5Y*

11.82%

10Y*

N/A

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Risk-Adjusted Performance

ASM vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avino Silver & Gold Mines Ltd. (ASM) and SPDR Gold MiniShares Trust (GLDM). 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 ASM, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.151.82
The chart of Sortino ratio for ASM, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.022.43
The chart of Omega ratio for ASM, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.32
The chart of Calmar ratio for ASM, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.35
The chart of Martin ratio for ASM, currently valued at 5.74, compared to the broader market0.0010.0020.005.749.65
ASM
GLDM

The current ASM Sharpe Ratio is 1.15, which is lower than the GLDM Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ASM and GLDM, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.15
1.82
ASM
GLDM

Dividends

ASM vs. GLDM - Dividend Comparison

Neither ASM nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASM vs. GLDM - Drawdown Comparison

The maximum ASM drawdown since its inception was -94.10%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for ASM and GLDM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.89%
-6.86%
ASM
GLDM

Volatility

ASM vs. GLDM - Volatility Comparison

Avino Silver & Gold Mines Ltd. (ASM) has a higher volatility of 17.48% compared to SPDR Gold MiniShares Trust (GLDM) at 5.08%. This indicates that ASM's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.48%
5.08%
ASM
GLDM
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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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