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CMCL vs. BTG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMCL and BTG is 0.41, 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.


-0.50.00.51.00.4

Performance

CMCL vs. BTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caledonia Mining Corporation Plc (CMCL) and B2Gold Corp. (BTG). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
97.44%
6.18%
CMCL
BTG

Key characteristics

Sharpe Ratio

CMCL:

-0.50

BTG:

-0.52

Sortino Ratio

CMCL:

-0.45

BTG:

-0.53

Omega Ratio

CMCL:

0.95

BTG:

0.94

Calmar Ratio

CMCL:

-0.38

BTG:

-0.35

Martin Ratio

CMCL:

-1.14

BTG:

-1.47

Ulcer Index

CMCL:

20.38%

BTG:

15.09%

Daily Std Dev

CMCL:

46.72%

BTG:

42.25%

Max Drawdown

CMCL:

-65.76%

BTG:

-85.98%

Current Drawdown

CMCL:

-60.26%

BTG:

-60.02%

Fundamentals

Market Cap

CMCL:

$192.53M

BTG:

$3.39B

EPS

CMCL:

$0.48

BTG:

-$0.56

PEG Ratio

CMCL:

0.00

BTG:

4.71

Total Revenue (TTM)

CMCL:

$178.73M

BTG:

$1.89B

Gross Profit (TTM)

CMCL:

$76.32M

BTG:

$745.33M

EBITDA (TTM)

CMCL:

$64.08M

BTG:

$161.48M

Returns By Period

In the year-to-date period, CMCL achieves a -21.02% return, which is significantly lower than BTG's -19.21% return.


CMCL

YTD

-21.02%

1M

-17.88%

6M

-8.49%

1Y

-23.53%

5Y*

7.43%

10Y*

N/A

BTG

YTD

-19.21%

1M

-12.86%

6M

-6.89%

1Y

-19.97%

5Y*

-3.49%

10Y*

6.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CMCL vs. BTG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caledonia Mining Corporation Plc (CMCL) and B2Gold Corp. (BTG). 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 CMCL, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.50-0.52
The chart of Sortino ratio for CMCL, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.45-0.53
The chart of Omega ratio for CMCL, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.94
The chart of Calmar ratio for CMCL, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.35
The chart of Martin ratio for CMCL, currently valued at -1.14, compared to the broader market0.0010.0020.00-1.14-1.47
CMCL
BTG

The current CMCL Sharpe Ratio is -0.50, which is comparable to the BTG Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of CMCL and BTG, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.50
-0.52
CMCL
BTG

Dividends

CMCL vs. BTG - Dividend Comparison

CMCL's dividend yield for the trailing twelve months is around 4.53%, less than BTG's 4.92% yield.


TTM2023202220212020201920182017
CMCL
Caledonia Mining Corporation Plc
4.53%4.59%4.52%4.29%2.11%3.28%5.24%1.85%
BTG
B2Gold Corp.
4.92%5.06%4.48%4.07%1.96%0.25%0.00%0.00%

Drawdowns

CMCL vs. BTG - Drawdown Comparison

The maximum CMCL drawdown since its inception was -65.76%, smaller than the maximum BTG drawdown of -85.98%. Use the drawdown chart below to compare losses from any high point for CMCL and BTG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-60.26%
-60.02%
CMCL
BTG

Volatility

CMCL vs. BTG - Volatility Comparison

Caledonia Mining Corporation Plc (CMCL) has a higher volatility of 12.92% compared to B2Gold Corp. (BTG) at 11.02%. This indicates that CMCL's price experiences larger fluctuations and is considered to be riskier than BTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.92%
11.02%
CMCL
BTG

Financials

CMCL vs. BTG - Financials Comparison

This section allows you to compare key financial metrics between Caledonia Mining Corporation Plc and B2Gold 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


Values in USD except per share items
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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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