AUGO vs. ^GSPC

Last updated Jul 17, 2026

AUGO (Aura Minerals Inc. Common Shares) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past year, AUGO returned 116.49% vs 20.28% for ^GSPC. At a 0.38 correlation, their price movements are largely independent.

Performance

AUGO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aura Minerals Inc. Common Shares (AUGO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AUGO achieves a 1.52% return, which is significantly lower than ^GSPC's 10.05% return.

AUGO

• 1D: -8.47%
• 1M: -24.27%
• 6M: -16.04%
• YTD: 1.52%
• 1Y: 116.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: -0.51%
• 1M: 0.30%
• 6M: 8.49%
• YTD: 10.05%
• 1Y: 20.28%
• 3Y*: 18.54%
• 5Y*: 11.73%
• 10Y*: 13.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AUGO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
AUGO Aura Minerals Inc. Common Shares	1.52%	111.07%
^GSPC S&P 500 Index	10.05%	9.64%

Correlation

The correlation between AUGO and ^GSPC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.38

Return for Risk

AUGO vs. ^GSPC — Risk / Return Rank

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

AUGO

AUGO Risk / Return Rank: 82
AUGO Sharpe Ratio Rank: 87
AUGO Sortino Ratio Rank: 81
AUGO Omega Ratio Rank: 80
AUGO Calmar Ratio Rank: 80
AUGO Martin Ratio Rank: 82

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 65
^GSPC Omega Ratio Rank: 68
^GSPC Calmar Ratio Rank: 61
^GSPC Martin Ratio Rank: 77

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.

AUGO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aura Minerals Inc. Common Shares (AUGO) and S&P 500 Index (^GSPC). 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.

	AUGO	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	1.68	1.62	+0.05
Sortino ratio: Return per unit of downside risk	2.11	2.24	-0.13
Omega ratio: Gain probability vs. loss probability	1.27	1.29	-0.03
Calmar ratio: Return relative to maximum drawdown	2.19	2.24	-0.05
Martin ratio: Return relative to average drawdown	6.08	9.71	-3.63

AUGO vs. ^GSPC - Sharpe Ratio Comparison

The current AUGO Sharpe Ratio is 1.68, which is comparable to the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of AUGO and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AUGO vs. ^GSPC - Drawdown Comparison

The maximum AUGO drawdown since its inception was -53.47%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AUGO and ^GSPC.

Drawdown Indicators

	AUGO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-53.47%	-56.78%	+3.31%
Max Drawdown (1Y) Largest decline over 1 year	-53.47%	-9.10%	-44.37%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-53.47%	-1.00%	-52.47%
Average Drawdown Average peak-to-trough decline	-12.31%	-10.70%	-1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.23%	2.09%	+17.14%

Volatility

AUGO vs. ^GSPC - Volatility Comparison

Aura Minerals Inc. Common Shares (AUGO) has a higher volatility of 25.65% compared to S&P 500 Index (^GSPC) at 3.25%. This indicates that AUGO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUGO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.65%	3.25%	+22.40%
Volatility (6M) Calculated over the trailing 6-month period	60.04%	10.00%	+50.04%
Volatility (1Y) Calculated over the trailing 1-year period	69.92%	12.56%	+57.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.92%	17.00%	+52.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.92%	18.05%	+51.87%

Frequently Asked Questions

Can I hold both AUGO and ^GSPC in my portfolio?

AUGO and ^GSPC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AUGO or ^GSPC?

AUGO has higher volatility (25.65%) compared to ^GSPC (3.25%). In terms of maximum drawdown, AUGO dropped -53.47% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

AUGO currently has the higher Sharpe Ratio (1.68 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.