BTG-USD vs. CMCL
Compare and contrast key facts about Bitcoin Gold (BTG-USD) and Caledonia Mining Corporation Plc (CMCL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTG-USD or CMCL.
Key characteristics
| BTG-USD | CMCL | |
|---|---|---|
| YTD Return | 40.57% | -4.76% |
| 1Y Return | 98.14% | -4.84% |
| 3Y Return (Ann) | -23.37% | -3.55% |
| 5Y Return (Ann) | 30.85% | 11.07% |
| Sharpe Ratio | -0.70 | 0.02 |
| Sortino Ratio | -0.95 | 0.36 |
| Omega Ratio | 0.91 | 1.04 |
| Calmar Ratio | 0.01 | 0.02 |
| Martin Ratio | -1.00 | 0.06 |
| Ulcer Index | 52.67% | 16.61% |
| Daily Std Dev | 70.36% | 46.90% |
| Max Drawdown | -98.91% | -65.76% |
| Current Drawdown | -93.31% | -52.08% |
Correlation
The correlation between BTG-USD and CMCL is 0.11, 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
BTG-USD vs. CMCL - Performance Comparison
In the year-to-date period, BTG-USD achieves a 40.57% return, which is significantly higher than CMCL's -4.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BTG-USD vs. CMCL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and Caledonia Mining Corporation Plc (CMCL). 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.
Drawdowns
BTG-USD vs. CMCL - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -98.91%, which is greater than CMCL's maximum drawdown of -65.76%. Use the drawdown chart below to compare losses from any high point for BTG-USD and CMCL. For additional features, visit the drawdowns tool.
Volatility
BTG-USD vs. CMCL - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 21.48% compared to Caledonia Mining Corporation Plc (CMCL) at 18.12%. This indicates that BTG-USD's price experiences larger fluctuations and is considered to be riskier than CMCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.