AUGO vs. IWM
AUGO (Aura Minerals Inc. Common Shares) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past year, AUGO returned 133.89% vs 34.11% for IWM. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
AUGO vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, AUGO achieves a 10.23% return, which is significantly lower than IWM's 18.79% return.
AUGO
- 1D
- -4.18%
- 1M
- -9.80%
- 6M
- -12.75%
- YTD
- 10.23%
- 1Y
- 133.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 125.15%
IWM
- 1D
- -0.48%
- 1M
- -2.71%
- 6M
- 12.62%
- YTD
- 18.79%
- 1Y
- 34.11%
- 3Y*
- 15.11%
- 5Y*
- 6.99%
- 10Y*
- 10.70%
- ALL TIME*
- 8.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $35.08M | $50.97M | $65.65M | |
| $6.67B | $6.32B | $7.45B |
AUGO vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AUGO Aura Minerals Inc. Common Shares | 10.23% | 111.07% |
IWM iShares Russell 2000 ETF | 18.79% | 13.19% |
Correlation
The correlation between AUGO and IWM is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025 | 0.42 |
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Return for Risk
AUGO vs. IWM — Risk / Return Rank
AUGO
IWM
AUGO vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aura Minerals Inc. Common Shares (AUGO) and iShares Russell 2000 ETF (IWM). 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 | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.11 | -0.60 |
| Martin ratioReturn relative to average drawdown | 6.15 | 11.02 | -4.87 |
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Drawdowns
AUGO vs. IWM - Drawdown Comparison
The maximum AUGO drawdown since its inception was -53.65%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for AUGO and IWM.
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Drawdown Indicators
| AUGO | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.65% | -59.05% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -53.65% | -11.03% | -42.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -49.48% | -3.08% | -46.40% |
Average DrawdownAverage peak-to-trough decline | -13.88% | -10.71% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.85% | 3.11% | +18.74% |
Volatility
AUGO vs. IWM - Volatility Comparison
Aura Minerals Inc. Common Shares (AUGO) has a higher volatility of 25.65% compared to iShares Russell 2000 ETF (IWM) at 3.82%. This indicates that AUGO's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUGO | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.65% | 3.82% | +21.83% |
Volatility (6M)Calculated over the trailing 6-month period | 59.99% | 14.12% | +45.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.43% | 19.41% | +51.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.38% | 22.48% | +46.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.38% | 23.01% | +46.37% |
Dividends
AUGO vs. IWM - Dividend Comparison
AUGO's dividend yield for the trailing twelve months is around 4.12%, more than IWM's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUGO Aura Minerals Inc. Common Shares | 4.12% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 0.91% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
AUGO and IWM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUGO has higher volatility (25.65%) compared to IWM (3.82%). In terms of maximum drawdown, AUGO dropped -53.65% vs IWM's -59.05%.
AUGO currently has the higher Sharpe Ratio (1.91 vs 1.77), 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.
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