CGAU vs. DXJ
CGAU (Centerra Gold Inc) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 5 years, CGAU returned 16.69%/yr vs 26.33%/yr for DXJ. At a 0.17 correlation, their price movements are largely independent.
Performance
CGAU vs. DXJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CGAU achieves a 8.63% return, which is significantly lower than DXJ's 20.40% return.
CGAU
- 1D
- -3.12%
- 1M
- -5.77%
- YTD
- 8.63%
- 6M
- 4.70%
- 1Y
- 123.87%
- 3Y*
- 42.55%
- 5Y*
- 16.69%
- 10Y*
- —
DXJ
- 1D
- 0.14%
- 1M
- 2.35%
- YTD
- 20.40%
- 6M
- 21.04%
- 1Y
- 56.13%
- 3Y*
- 31.72%
- 5Y*
- 26.33%
- 10Y*
- 19.26%
CGAU vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 8.63% | 159.49% | -1.45% | 19.37% | -32.55% | -14.48% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.40% | 32.78% | 29.83% | 42.04% | 5.96% | 5.52% |
Correlation
The correlation between CGAU and DXJ is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.17 |
The correlation between CGAU and DXJ shifts across timeframes, from 0.17 (5 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CGAU vs. DXJ — Risk / Return Rank
CGAU
DXJ
CGAU vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc (CGAU) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
| CGAU | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.56 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.22 | 5.14 | -0.91 |
| Martin ratioReturn relative to average drawdown | 11.85 | 19.81 | -7.96 |
Loading charts...
Drawdowns
CGAU vs. DXJ - Drawdown Comparison
The maximum CGAU drawdown since its inception was -63.47%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for CGAU and DXJ.
Loading charts...
Drawdown Indicators
| CGAU | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.47% | -49.63% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -10.98% | -18.52% |
Max Drawdown (3Y)Largest decline over 3 years | -30.24% | -22.19% | -8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -63.47% | -22.19% | -41.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.14% | — |
Current DrawdownCurrent decline from peak | -25.77% | -3.44% | -22.33% |
Average DrawdownAverage peak-to-trough decline | -29.55% | -14.30% | -15.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.49% | 2.84% | +7.65% |
Volatility
CGAU vs. DXJ - Volatility Comparison
Centerra Gold Inc (CGAU) has a higher volatility of 19.02% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.28%. This indicates that CGAU's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CGAU | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.02% | 6.28% | +12.74% |
Volatility (6M)Calculated over the trailing 6-month period | 42.99% | 13.94% | +29.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.29% | 18.14% | +34.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.12% | 19.07% | +28.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.86% | 20.00% | +28.86% |
Dividends
CGAU vs. DXJ - Dividend Comparison
CGAU's dividend yield for the trailing twelve months is around 1.31%, more than DXJ's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 1.31% | 1.39% | 3.59% | 3.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.07% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
Frequently Asked Questions
CGAU and DXJ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGAU has higher volatility (19.02%) compared to DXJ (6.28%). In terms of maximum drawdown, CGAU dropped -63.47% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.11 vs 2.39), 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.
Find the right allocation for CGAU and DXJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer