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AU vs. ECHO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AU vs. ECHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and EchoStar Corporation (ECHO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AU

1D
-1.10%
1M
-16.47%
YTD
-2.38%
6M
-3.62%
1Y
87.31%
3Y*
61.61%
5Y*
37.72%
10Y*
17.68%

ECHO

1D
0.65%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AU vs. ECHO - Yearly Performance Comparison


Correlation

The correlation between AU and ECHO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 23, 2026

0.14

Fundamentals

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Return for Risk

AU vs. ECHO — Risk / Return Rank

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

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8080
Martin Ratio Rank

ECHO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AU vs. ECHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and EchoStar Corporation (ECHO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AUECHODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

5.71

AU vs. ECHO - Sharpe Ratio Comparison


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Drawdowns

AU vs. ECHO - Drawdown Comparison

The maximum AU drawdown since its inception was -90.12%, which is greater than ECHO's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for AU and ECHO.


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Drawdown Indicators


AUECHODifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-6.48%

-83.64%

Max Drawdown (1Y)

Largest decline over 1 year

-37.03%

Max Drawdown (3Y)

Largest decline over 3 years

-37.03%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

Current Drawdown

Current decline from peak

-35.09%

-2.33%

-32.76%

Average Drawdown

Average peak-to-trough decline

-46.05%

-3.67%

-42.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.35%

Volatility

AU vs. ECHO - Volatility Comparison


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Volatility by Period


AUECHODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.22%

Volatility (6M)

Calculated over the trailing 6-month period

47.52%

Volatility (1Y)

Calculated over the trailing 1-year period

58.71%

42.51%

+16.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.35%

42.51%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.81%

42.51%

+7.30%

Dividends

AU vs. ECHO - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 5.69%, while ECHO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
5.69%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%
ECHO
EchoStar Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AU vs. ECHO - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and EchoStar Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.24B
(AU) Total Revenue
(ECHO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AU and ECHO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AU and ECHO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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