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CGAU vs. LUG.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CGAU and LUG.TO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CGAU vs. LUG.TO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-10.69%
39.93%
CGAU
LUG.TO

Key characteristics

Sharpe Ratio

CGAU:

1.20

LUG.TO:

4.28

Sortino Ratio

CGAU:

1.72

LUG.TO:

4.31

Omega Ratio

CGAU:

1.21

LUG.TO:

1.57

Calmar Ratio

CGAU:

0.91

LUG.TO:

2.75

Martin Ratio

CGAU:

3.47

LUG.TO:

30.47

Ulcer Index

CGAU:

13.00%

LUG.TO:

5.18%

Daily Std Dev

CGAU:

36.87%

LUG.TO:

36.88%

Max Drawdown

CGAU:

-62.79%

LUG.TO:

-97.73%

Current Drawdown

CGAU:

-32.69%

LUG.TO:

-8.73%

Fundamentals

Market Cap

CGAU:

$1.35B

LUG.TO:

CA$8.96B

EPS

CGAU:

$0.48

LUG.TO:

CA$1.82

PE Ratio

CGAU:

13.27

LUG.TO:

20.50

Total Revenue (TTM)

CGAU:

$902.49M

LUG.TO:

CA$851.26M

Gross Profit (TTM)

CGAU:

$281.35M

LUG.TO:

CA$488.18M

EBITDA (TTM)

CGAU:

$287.50M

LUG.TO:

CA$548.84M

Returns By Period

In the year-to-date period, CGAU achieves a 11.95% return, which is significantly lower than LUG.TO's 21.69% return.


CGAU

YTD

11.95%

1M

9.64%

6M

-10.68%

1Y

29.44%

5Y*

N/A

10Y*

N/A

LUG.TO

YTD

21.69%

1M

10.09%

6M

45.13%

1Y

146.96%

5Y*

28.89%

10Y*

25.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CGAU vs. LUG.TO — Risk-Adjusted Performance Rank

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

CGAU
The Risk-Adjusted Performance Rank of CGAU is 7676
Overall Rank
The Sharpe Ratio Rank of CGAU is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CGAU is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CGAU is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CGAU is 7777
Calmar Ratio Rank
The Martin Ratio Rank of CGAU is 7474
Martin Ratio Rank

LUG.TO
The Risk-Adjusted Performance Rank of LUG.TO is 9797
Overall Rank
The Sharpe Ratio Rank of LUG.TO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of LUG.TO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LUG.TO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of LUG.TO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of LUG.TO is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGAU vs. LUG.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc (CGAU) and Lundin Gold Inc. (LUG.TO). 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.


Sharpe ratio
The chart of Sharpe ratio for CGAU, currently valued at 0.76, compared to the broader market-2.000.002.004.000.763.70
The chart of Sortino ratio for CGAU, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.006.001.213.87
The chart of Omega ratio for CGAU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.51
The chart of Calmar ratio for CGAU, currently valued at 0.57, compared to the broader market0.002.004.006.000.577.34
The chart of Martin ratio for CGAU, currently valued at 2.08, compared to the broader market-10.000.0010.0020.0030.002.0823.65
CGAU
LUG.TO

The current CGAU Sharpe Ratio is 1.20, which is lower than the LUG.TO Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of CGAU and LUG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.76
3.70
CGAU
LUG.TO

Dividends

CGAU vs. LUG.TO - Dividend Comparison

CGAU's dividend yield for the trailing twelve months is around 3.20%, more than LUG.TO's 1.46% yield.


TTM2024202320222021
CGAU
Centerra Gold Inc
3.20%3.59%3.44%4.17%1.98%
LUG.TO
Lundin Gold Inc.
1.46%1.77%3.27%1.97%0.00%

Drawdowns

CGAU vs. LUG.TO - Drawdown Comparison

The maximum CGAU drawdown since its inception was -62.79%, smaller than the maximum LUG.TO drawdown of -97.73%. Use the drawdown chart below to compare losses from any high point for CGAU and LUG.TO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.69%
-7.92%
CGAU
LUG.TO

Volatility

CGAU vs. LUG.TO - Volatility Comparison

The current volatility for Centerra Gold Inc (CGAU) is 10.06%, while Lundin Gold Inc. (LUG.TO) has a volatility of 11.02%. This indicates that CGAU experiences smaller price fluctuations and is considered to be less risky than LUG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
10.06%
11.02%
CGAU
LUG.TO

Financials

CGAU vs. LUG.TO - Financials Comparison

This section allows you to compare key financial metrics between Centerra Gold Inc and Lundin Gold Inc.. 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


Please note, different currencies. CGAU values in USD, LUG.TO values in CAD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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