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

Correlation

The correlation between ASM and GLDM is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

ASM:

61.49%

GLDM:

35.28%

Max Drawdown

ASM:

-2.02%

GLDM:

-3.44%

Current Drawdown

ASM:

0.00%

GLDM:

-2.77%

Returns By Period


ASM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GLDM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

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 9797
Overall Rank
The Sharpe Ratio Rank of ASM is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ASM is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ASM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ASM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ASM is 9797
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 9696
Overall Rank
The Sharpe Ratio Rank of GLDM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 9696
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.



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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 -2.02%, smaller than the maximum GLDM drawdown of -3.44%. Use the drawdown chart below to compare losses from any high point for ASM and GLDM. For additional features, visit the drawdowns tool.


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Volatility

ASM vs. GLDM - Volatility Comparison


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