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AUMN vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AUMN and ^GSPC is 0.16, 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.


-0.50.00.51.00.2

Performance

AUMN vs. ^GSPC - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-77.82%
7.77%
AUMN
^GSPC

Key characteristics

Sharpe Ratio

AUMN:

-0.69

^GSPC:

2.06

Sortino Ratio

AUMN:

-1.07

^GSPC:

2.74

Omega Ratio

AUMN:

0.86

^GSPC:

1.38

Calmar Ratio

AUMN:

-0.78

^GSPC:

3.13

Martin Ratio

AUMN:

-1.51

^GSPC:

12.84

Ulcer Index

AUMN:

51.83%

^GSPC:

2.07%

Daily Std Dev

AUMN:

113.50%

^GSPC:

12.87%

Max Drawdown

AUMN:

-99.99%

^GSPC:

-56.78%

Current Drawdown

AUMN:

-99.99%

^GSPC:

-1.54%

Returns By Period

In the year-to-date period, AUMN achieves a 4.50% return, which is significantly higher than ^GSPC's 1.96% return. Over the past 10 years, AUMN has underperformed ^GSPC with an annualized return of -39.68%, while ^GSPC has yielded a comparatively higher 11.46% annualized return.


AUMN

YTD

4.50%

1M

21.85%

6M

-76.58%

1Y

-78.31%

5Y*

-58.00%

10Y*

-39.68%

^GSPC

YTD

1.96%

1M

2.21%

6M

8.93%

1Y

23.90%

5Y*

12.52%

10Y*

11.46%

*Annualized

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Risk-Adjusted Performance

AUMN vs. ^GSPC — Risk-Adjusted Performance Rank

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

AUMN
The Risk-Adjusted Performance Rank of AUMN is 88
Overall Rank
The Sharpe Ratio Rank of AUMN is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of AUMN is 99
Sortino Ratio Rank
The Omega Ratio Rank of AUMN is 1010
Omega Ratio Rank
The Calmar Ratio Rank of AUMN is 55
Calmar Ratio Rank
The Martin Ratio Rank of AUMN is 55
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9292
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AUMN vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Minerals Company (AUMN) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for AUMN, currently valued at -0.69, compared to the broader market-2.000.002.004.00-0.692.06
The chart of Sortino ratio for AUMN, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.00-1.072.74
The chart of Omega ratio for AUMN, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.38
The chart of Calmar ratio for AUMN, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.783.13
The chart of Martin ratio for AUMN, currently valued at -1.51, compared to the broader market-10.000.0010.0020.0030.00-1.5112.84
AUMN
^GSPC

The current AUMN Sharpe Ratio is -0.69, which is lower than the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AUMN and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.69
2.06
AUMN
^GSPC

Drawdowns

AUMN vs. ^GSPC - Drawdown Comparison

The maximum AUMN drawdown since its inception was -99.99%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AUMN and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.99%
-1.54%
AUMN
^GSPC

Volatility

AUMN vs. ^GSPC - Volatility Comparison

Golden Minerals Company (AUMN) has a higher volatility of 39.76% compared to S&P 500 (^GSPC) at 5.07%. This indicates that AUMN'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.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
39.76%
5.07%
AUMN
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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