AUGO vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Aura Minerals Inc. Common Shares (AUGO) and S&P 500 Index (^GSPC).

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.

AUGO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
AUGO Aura Minerals Inc. Common Shares	63.12%	113.25%
^GSPC S&P 500 Index	-4.63%	9.29%

Returns By Period

In the year-to-date period, AUGO achieves a 63.12% return, which is significantly higher than ^GSPC's -4.63% return.

AUGO

• 1D: 15.09%
• 1M: -2.62%
• YTD: 63.12%
• 6M: 124.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

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

Return for Risk

AUGO vs. ^GSPC — Risk / Return Rank

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

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

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

Sharpe Ratios by Period

	AUGO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.90	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	7.50	0.46	+7.04

Correlation

The correlation between AUGO and ^GSPC is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

AUGO vs. ^GSPC - Drawdown Comparison

The maximum AUGO drawdown since its inception was -31.42%, 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	-31.42%	-56.78%	+25.36%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.14%	—
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	-8.36%	-6.45%	-1.91%
Average Drawdown Average peak-to-trough decline	-5.68%	-10.75%	+5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.57%	—

Volatility

Volatility by Period

	AUGO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	64.71%	18.33%	+46.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.71%	16.91%	+47.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.71%	18.05%	+46.66%