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CGAU vs. GROY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CGAU vs. GROY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centerra Gold Inc (CGAU) and Gold Royalty Corp. (GROY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGAU achieves a 22.00% return, which is significantly higher than GROY's -20.30% return.


CGAU

1D
1.81%
1M
1.24%
YTD
22.00%
6M
34.14%
1Y
135.40%
3Y*
45.63%
5Y*
19.43%
10Y*

GROY

1D
2.22%
1M
-6.40%
YTD
-20.30%
6M
-22.97%
1Y
68.59%
3Y*
18.01%
5Y*
-7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGAU vs. GROY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CGAU
Centerra Gold Inc
22.00%159.49%-1.45%19.37%-32.55%-18.30%
GROY
Gold Royalty Corp.
-20.30%233.88%-17.69%-36.27%-51.98%5.81%

Correlation

The correlation between CGAU and GROY is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.58

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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.49

The correlation between CGAU and GROY shifts across timeframes, from 0.49 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CGAU:

$3.51B

GROY:

$775.86M

EPS

CGAU:

$3.07

GROY:

-$0.01

PS Ratio

CGAU:

2.34

GROY:

33.06

PB Ratio

CGAU:

1.67

GROY:

1.07

Total Revenue (TTM)

CGAU:

$1.54B

GROY:

$19.65M

Gross Profit (TTM)

CGAU:

$524.70M

GROY:

$14.42M

EBITDA (TTM)

CGAU:

$962.67M

GROY:

$9.22M

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Return for Risk

CGAU vs. GROY — Risk / Return Rank

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

CGAU
CGAU Risk / Return Rank: 9090
Overall Rank
CGAU Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CGAU Sortino Ratio Rank: 8686
Sortino Ratio Rank
CGAU Omega Ratio Rank: 8787
Omega Ratio Rank
CGAU Calmar Ratio Rank: 9393
Calmar Ratio Rank
CGAU Martin Ratio Rank: 9393
Martin Ratio Rank

GROY
GROY Risk / Return Rank: 7272
Overall Rank
GROY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GROY Sortino Ratio Rank: 7171
Sortino Ratio Rank
GROY Omega Ratio Rank: 6868
Omega Ratio Rank
GROY Calmar Ratio Rank: 7272
Calmar Ratio Rank
GROY Martin Ratio Rank: 7171
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.

CGAU vs. GROY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc (CGAU) and Gold Royalty Corp. (GROY). 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.


CGAUGROYDifference

Sharpe ratio

Return per unit of total volatility

2.71

1.23

+1.48

Sortino ratio

Return per unit of downside risk

2.82

1.79

+1.03

Omega ratio

Gain probability vs. loss probability

1.40

1.22

+0.18

Calmar ratio

Return relative to maximum drawdown

6.04

1.85

+4.19

Martin ratio

Return relative to average drawdown

16.46

4.21

+12.24

CGAU vs. GROY - Sharpe Ratio Comparison

The current CGAU Sharpe Ratio is 2.71, which is higher than the GROY Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CGAU and GROY, 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


CGAUGROYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

1.23

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

-0.12

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.03

+0.34

Drawdowns

CGAU vs. GROY - Drawdown Comparison

The maximum CGAU drawdown since its inception was -63.47%, smaller than the maximum GROY drawdown of -82.01%. Use the drawdown chart below to compare losses from any high point for CGAU and GROY.


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Drawdown Indicators


CGAUGROYDifference

Max Drawdown

Largest peak-to-trough decline

-63.47%

-82.01%

+18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-24.61%

-40.12%

+15.51%

Max Drawdown (3Y)

Largest decline over 3 years

-30.24%

-45.58%

+15.34%

Max Drawdown (5Y)

Largest decline over 5 years

-63.47%

-82.01%

+18.54%

Current Drawdown

Current decline from peak

-16.64%

-50.48%

+33.84%

Average Drawdown

Average peak-to-trough decline

-29.65%

-55.83%

+26.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.03%

17.57%

-8.54%

Volatility

CGAU vs. GROY - Volatility Comparison

Centerra Gold Inc (CGAU) has a higher volatility of 15.62% compared to Gold Royalty Corp. (GROY) at 13.50%. This indicates that CGAU's price experiences larger fluctuations and is considered to be riskier than GROY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGAUGROYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.62%

13.50%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

40.22%

37.75%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

50.47%

56.07%

-5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.62%

58.53%

-11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.58%

59.55%

-10.97%

Dividends

CGAU vs. GROY - Dividend Comparison

CGAU's dividend yield for the trailing twelve months is around 1.17%, while GROY has not paid dividends to shareholders.


PositionTTM2025202420232022
CGAU
Centerra Gold Inc
1.17%1.39%3.59%3.45%0.00%
GROY
Gold Royalty Corp.
0.00%0.00%0.00%1.36%1.72%

Financials

CGAU vs. GROY - Financials Comparison

This section allows you to compare key financial metrics between Centerra Gold Inc and Gold Royalty Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
478.59M
7.18M
(CGAU) Total Revenue
(GROY) Total Revenue
Values in USD except per share items

CGAU vs. GROY - Profitability Comparison

The chart below illustrates the profitability comparison between Centerra Gold Inc and Gold Royalty Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
38.2%
76.3%
Portfolio components
CGAU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Centerra Gold Inc reported a gross profit of 182.83M and revenue of 478.59M. Therefore, the gross margin over that period was 38.2%.

GROY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gold Royalty Corp. reported a gross profit of 5.48M and revenue of 7.18M. Therefore, the gross margin over that period was 76.3%.

CGAU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Centerra Gold Inc reported an operating income of 152.54M and revenue of 478.59M, resulting in an operating margin of 31.9%.

GROY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gold Royalty Corp. reported an operating income of 2.64M and revenue of 7.18M, resulting in an operating margin of 36.7%.

CGAU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Centerra Gold Inc reported a net income of 78.33M and revenue of 478.59M, resulting in a net margin of 16.4%.

GROY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gold Royalty Corp. reported a net income of 1.77M and revenue of 7.18M, resulting in a net margin of 24.7%.


Frequently Asked Questions


CGAU and GROY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGAU has higher volatility (15.62%) compared to GROY (13.50%). In terms of maximum drawdown, CGAU dropped -63.47% vs GROY's -82.01%.

CGAU currently has the higher Sharpe Ratio (2.71 vs 1.23), 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.

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