AUGO vs. ^GSPC

Last updated Jun 4, 2026

AUGO (Aura Minerals Inc. Common Shares) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.35 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 29.74% return, which is significantly higher than ^GSPC's 10.35% return.

AUGO

• 1D: -5.60%
• 1M: -20.56%
• YTD: 29.74%
• 6M: 56.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: -0.74%
• 1M: 4.90%
• YTD: 10.35%
• 6M: 10.28%
• 1Y: 26.52%
• 3Y*: 20.83%
• 5Y*: 12.30%
• 10Y*: 13.66%

*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	29.74%	113.25%
^GSPC S&P 500 Index	10.35%	9.29%

Correlation

The correlation between AUGO and ^GSPC is 0.35, 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 Jul 17, 2025	0.35

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: 73
^GSPC Sharpe Ratio Rank: 71
^GSPC Sortino Ratio Rank: 71
^GSPC Omega Ratio Rank: 72
^GSPC Calmar Ratio Rank: 67
^GSPC Martin Ratio Rank: 81

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	—	2.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.28	0.47	+2.81

Drawdowns

AUGO vs. ^GSPC - Drawdown Comparison

The maximum AUGO drawdown since its inception was -40.54%, 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	-40.54%	-56.78%	+16.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.10%	—
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	-40.54%	-0.74%	-39.80%
Average Drawdown Average peak-to-trough decline	-8.28%	-10.72%	+2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.97%	—

Volatility

Volatility by Period

	AUGO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	66.37%	11.89%	+54.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.37%	16.90%	+49.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.37%	18.06%	+48.31%

Frequently Asked Questions

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

AUGO and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.