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

Correlation

The correlation between ASM and GLDM is 0.50, 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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
0.97%
9.69%
ASM
GLDM

Key characteristics

Sharpe Ratio

ASM:

1.70

GLDM:

2.09

Sortino Ratio

ASM:

2.55

GLDM:

2.73

Omega Ratio

ASM:

1.29

GLDM:

1.36

Calmar Ratio

ASM:

1.33

GLDM:

3.90

Martin Ratio

ASM:

7.30

GLDM:

10.67

Ulcer Index

ASM:

16.16%

GLDM:

2.96%

Daily Std Dev

ASM:

69.46%

GLDM:

15.12%

Max Drawdown

ASM:

-94.10%

GLDM:

-21.63%

Current Drawdown

ASM:

-73.13%

GLDM:

-3.26%

Returns By Period

In the year-to-date period, ASM achieves a 18.05% return, which is significantly higher than GLDM's 2.77% return.


ASM

YTD

18.05%

1M

1.96%

6M

0.97%

1Y

123.32%

5Y*

14.70%

10Y*

-4.75%

GLDM

YTD

2.77%

1M

1.66%

6M

9.69%

1Y

32.84%

5Y*

11.53%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ASM vs. GLDM — Risk-Adjusted Performance Rank

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

ASM
The Risk-Adjusted Performance Rank of ASM is 8888
Overall Rank
The Sharpe Ratio Rank of ASM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ASM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ASM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ASM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ASM is 8888
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 8484
Overall Rank
The Sharpe Ratio Rank of GLDM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 8080
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.

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 1.70, compared to the broader market-2.000.002.001.702.09
The chart of Sortino ratio for ASM, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.552.73
The chart of Omega ratio for ASM, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.36
The chart of Calmar ratio for ASM, currently valued at 1.55, compared to the broader market0.002.004.006.001.553.90
The chart of Martin ratio for ASM, currently valued at 7.30, compared to the broader market-30.00-20.00-10.000.0010.0020.007.3010.67
ASM
GLDM

The current ASM Sharpe Ratio is 1.70, which is comparable to the GLDM Sharpe Ratio of 2.09. 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.70
2.09
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%AugustSeptemberOctoberNovemberDecember2025
-43.78%
-3.26%
ASM
GLDM

Volatility

ASM vs. GLDM - Volatility Comparison

Avino Silver & Gold Mines Ltd. (ASM) has a higher volatility of 19.98% compared to SPDR Gold MiniShares Trust (GLDM) at 4.41%. 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%AugustSeptemberOctoberNovemberDecember2025
19.98%
4.41%
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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