CGAU vs. ISVL
CGAU (Centerra Gold Inc) is a stock, while ISVL (iShares International Developed Small Cap Value Factor ETF) is Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. Over the past 5 years, CGAU returned 18.60%/yr vs 10.85%/yr for ISVL. At a 0.46 correlation, their price movements are largely independent.
Performance
CGAU vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, CGAU achieves a 13.53% return, which is significantly higher than ISVL's 9.72% return.
CGAU
- 1D
- 0.06%
- 1M
- 3.84%
- 6M
- 6.21%
- YTD
- 13.53%
- 1Y
- 125.65%
- 3Y*
- 41.80%
- 5Y*
- 18.60%
- 10Y*
- —
ISVL
- 1D
- 1.09%
- 1M
- -0.22%
- 6M
- 6.52%
- YTD
- 9.72%
- 1Y
- 24.81%
- 3Y*
- 21.24%
- 5Y*
- 10.85%
- 10Y*
- —
CGAU vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 13.53% | 159.49% | -1.45% | 19.37% | -32.55% | -14.48% |
ISVL iShares International Developed Small Cap Value Factor ETF | 9.72% | 42.84% | 4.58% | 17.56% | -13.69% | 3.80% |
Correlation
The correlation between CGAU and ISVL is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.46 |
The correlation between CGAU and ISVL has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
CGAU vs. ISVL — Risk / Return Rank
CGAU
ISVL
CGAU vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc (CGAU) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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 | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 1.94 | +2.49 |
| Martin ratioReturn relative to average drawdown | 11.31 | 7.48 | +3.83 |
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Drawdowns
CGAU vs. ISVL - Drawdown Comparison
The maximum CGAU drawdown since its inception was -63.47%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for CGAU and ISVL.
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Drawdown Indicators
| CGAU | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.47% | -30.48% | -32.99% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -12.48% | -17.02% |
Max Drawdown (3Y)Largest decline over 3 years | -30.24% | -12.93% | -17.31% |
Max Drawdown (5Y)Largest decline over 5 years | -63.47% | -30.48% | -32.99% |
Current DrawdownCurrent decline from peak | -22.42% | -1.02% | -21.40% |
Average DrawdownAverage peak-to-trough decline | -29.49% | -6.56% | -22.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.52% | 3.23% | +8.29% |
Volatility
CGAU vs. ISVL - Volatility Comparison
Centerra Gold Inc (CGAU) has a higher volatility of 15.89% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.25%. This indicates that CGAU's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGAU | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.89% | 4.25% | +11.64% |
Volatility (6M)Calculated over the trailing 6-month period | 43.07% | 12.66% | +30.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.55% | 14.79% | +37.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.18% | 16.91% | +30.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.83% | 16.73% | +32.10% |
Dividends
CGAU vs. ISVL - Dividend Comparison
CGAU's dividend yield for the trailing twelve months is around 1.25%, less than ISVL's 3.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 1.25% | 1.39% | 3.59% | 3.45% | 0.00% | 0.00% |
ISVL iShares International Developed Small Cap Value Factor ETF | 3.15% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
Frequently Asked Questions
CGAU and ISVL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGAU has higher volatility (15.89%) compared to ISVL (4.25%). In terms of maximum drawdown, CGAU dropped -63.47% vs ISVL's -30.48%.
CGAU currently has the higher Sharpe Ratio (2.48 vs 1.63), 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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