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CG.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

CG.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Centerra Gold Inc. (CG.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CG.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CG.TO achieves a 18.45% return, which is significantly higher than ^TNX's 9.25% return. Over the past 10 years, CG.TO has outperformed ^TNX with an annualized return of 21.14%, while ^TNX has yielded a comparatively lower 10.97% annualized return.


CG.TO

1D
-3.36%
1M
2.69%
YTD
18.45%
6M
27.69%
1Y
127.98%
3Y*
56.65%
5Y*
34.38%
10Y*
21.14%

^TNX

1D
1.22%
1M
3.03%
YTD
9.25%
6M
10.27%
1Y
1.99%
3Y*
8.00%
5Y*
27.08%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CG.TO
Centerra Gold Inc.
18.45%148.18%26.83%33.01%-18.21%-25.14%56.55%76.28%-9.01%2.38%
^TNX
Treasury Yield 10 Years
9.25%-13.14%28.45%-2.53%174.83%63.40%-53.02%-32.07%21.16%-7.94%

Correlation

The correlation between CG.TO and ^TNX is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.24

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

-0.22

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

-0.22

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

-0.16

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Return for Risk

CG.TO vs. ^TNX — Risk / Return Rank

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

CG.TO
CG.TO Risk / Return Rank: 9090
Overall Rank
CG.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CG.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
CG.TO Omega Ratio Rank: 8787
Omega Ratio Rank
CG.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CG.TO Martin Ratio Rank: 9292
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1212
Overall Rank
^TNX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1111
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1111
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1212
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1212
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.

CG.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc. (CG.TO) and Treasury Yield 10 Years (^TNX). 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.


CG.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.39

1.03

+0.36

Calmar ratioReturn relative to maximum drawdown

5.34

0.16

+5.18

Martin ratioReturn relative to average drawdown

14.70

0.32

+14.38

CG.TO vs. ^TNX - Sharpe Ratio Comparison

The current CG.TO Sharpe Ratio is 2.67, which is higher than the ^TNX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CG.TO and ^TNX, 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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Sharpe Ratios by Period


CG.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

0.12

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.82

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.23

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.05

+0.14

Drawdowns

CG.TO vs. ^TNX - Drawdown Comparison

The maximum CG.TO drawdown since its inception was -93.96%, which is greater than ^TNX's maximum drawdown of -83.97%. Use the drawdown chart below to compare losses from any high point for CG.TO and ^TNX.


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Drawdown Indicators


CG.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-93.96%

-83.97%

-9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-24.10%

-12.47%

-11.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-28.10%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-57.12%

-28.10%

-29.02%

Max Drawdown (10Y)

Largest decline over 10 years

-63.87%

-83.93%

+20.06%

Current Drawdown

Current decline from peak

-18.36%

-9.63%

-8.73%

Average Drawdown

Average peak-to-trough decline

-42.10%

-32.52%

-9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

6.24%

+2.51%

Volatility

CG.TO vs. ^TNX - Volatility Comparison

Centerra Gold Inc. (CG.TO) has a higher volatility of 15.28% compared to Treasury Yield 10 Years (^TNX) at 5.28%. This indicates that CG.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CG.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.28%

5.28%

+10.00%

Volatility (6M)

Calculated over the trailing 6-month period

38.15%

11.60%

+26.55%

Volatility (1Y)

Calculated over the trailing 1-year period

48.22%

17.01%

+31.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.08%

33.42%

+10.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.64%

48.26%

-1.62%

Frequently Asked Questions


CG.TO and ^TNX have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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