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AUMN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AUMN and VOO 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.


Performance

AUMN vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AUMN:

-0.52

VOO:

0.58

Sortino Ratio

AUMN:

-0.29

VOO:

0.96

Omega Ratio

AUMN:

0.97

VOO:

1.14

Calmar Ratio

AUMN:

-0.64

VOO:

0.62

Martin Ratio

AUMN:

-1.12

VOO:

2.36

Ulcer Index

AUMN:

56.98%

VOO:

4.90%

Daily Std Dev

AUMN:

126.35%

VOO:

19.45%

Max Drawdown

AUMN:

-99.99%

VOO:

-33.99%

Current Drawdown

AUMN:

-99.98%

VOO:

-4.62%

Returns By Period

In the year-to-date period, AUMN achieves a 82.01% return, which is significantly higher than VOO's -0.22% return. Over the past 10 years, AUMN has underperformed VOO with an annualized return of -33.63%, while VOO has yielded a comparatively higher 12.59% annualized return.


AUMN

YTD

82.01%

1M

-5.56%

6M

-38.69%

1Y

-65.48%

3Y*

-73.49%

5Y*

-54.24%

10Y*

-33.63%

VOO

YTD

-0.22%

1M

13.42%

6M

-0.65%

1Y

11.15%

3Y*

16.14%

5Y*

16.32%

10Y*

12.59%

*Annualized

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Golden Minerals Company

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AUMN vs. VOO — 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 2323
Overall Rank
The Sharpe Ratio Rank of AUMN is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of AUMN is 2828
Sortino Ratio Rank
The Omega Ratio Rank of AUMN is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AUMN is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AUMN is 2222
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5959
Overall Rank
The Sharpe Ratio Rank of VOO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
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. VOO - Risk-Adjusted Performance Comparison

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


The current AUMN Sharpe Ratio is -0.52, which is lower than the VOO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of AUMN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AUMN vs. VOO - Dividend Comparison

AUMN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
AUMN
Golden Minerals Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AUMN vs. VOO - Drawdown Comparison

The maximum AUMN drawdown since its inception was -99.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AUMN and VOO. For additional features, visit the drawdowns tool.


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Volatility

AUMN vs. VOO - Volatility Comparison

Golden Minerals Company (AUMN) has a higher volatility of 42.10% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. This indicates that AUMN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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