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AUMN vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUMN achieves a -42.00% return, which is significantly lower than ^GSPC's 8.94% return. Over the past 10 years, AUMN has underperformed ^GSPC with an annualized return of -38.98%, while ^GSPC has yielded a comparatively higher 13.17% annualized return.


AUMN

1D
-0.16%
1M
-1.85%
6M
-24.74%
YTD
-42.00%
1Y
-21.91%
3Y*
-50.31%
5Y*
-57.15%
10Y*
-38.98%

^GSPC

1D
-1.01%
1M
0.51%
6M
7.46%
YTD
8.94%
1Y
18.43%
3Y*
17.86%
5Y*
11.50%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUMN vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUMN
Golden Minerals Company
-42.00%253.13%-82.03%-92.42%-21.44%-54.04%145.16%41.62%-49.09%-25.87%
^GSPC
S&P 500 Index
8.94%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between AUMN and ^GSPC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 7, 2009

0.14

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Return for Risk

AUMN vs. ^GSPC — Risk / Return Rank

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

AUMN
AUMN Risk / Return Rank: 3939
Overall Rank
AUMN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AUMN Sortino Ratio Rank: 4545
Sortino Ratio Rank
AUMN Omega Ratio Rank: 4343
Omega Ratio Rank
AUMN Calmar Ratio Rank: 3535
Calmar Ratio Rank
AUMN Martin Ratio Rank: 3636
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5454
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5656
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
Martin Ratio Rank
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.

AUMN vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Minerals Company (AUMN) 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.


AUMN^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.05

1.27

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.30

2.03

-2.34

Martin ratioReturn relative to average drawdown

-0.47

8.80

-9.27

AUMN vs. ^GSPC - Sharpe Ratio Comparison

The current AUMN Sharpe Ratio is -0.21, which is lower than the ^GSPC Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AUMN 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.


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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.


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Drawdown Indicators


AUMN^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-56.78%

-43.21%

Max Drawdown (1Y)

Largest decline over 1 year

-72.68%

-9.10%

-63.58%

Max Drawdown (3Y)

Largest decline over 3 years

-96.57%

-18.90%

-77.67%

Max Drawdown (5Y)

Largest decline over 5 years

-99.48%

-25.43%

-74.05%

Max Drawdown (10Y)

Largest decline over 10 years

-99.69%

-33.92%

-65.77%

Current Drawdown

Current decline from peak

-99.97%

-2.00%

-97.97%

Average Drawdown

Average peak-to-trough decline

-86.68%

-10.70%

-75.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.96%

2.10%

+44.86%

Volatility

AUMN vs. ^GSPC - Volatility Comparison

Golden Minerals Company (AUMN) has a higher volatility of 24.71% compared to S&P 500 Index (^GSPC) at 3.36%. 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.


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Volatility by Period


AUMN^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.71%

3.36%

+21.35%

Volatility (6M)

Calculated over the trailing 6-month period

64.16%

10.04%

+54.12%

Volatility (1Y)

Calculated over the trailing 1-year period

104.49%

12.60%

+91.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.43%

17.00%

+91.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.81%

18.05%

+78.76%

Frequently Asked Questions


AUMN and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUMN has higher volatility (24.71%) compared to ^GSPC (3.36%). In terms of maximum drawdown, AUMN dropped -99.99% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.47 vs -0.21), 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.

Portfolio Optimizer

Find the right allocation for AUMN and ^GSPC

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