CMCL vs. BTG-USD
Compare and contrast key facts about Caledonia Mining Corporation Plc (CMCL) and Bitcoin Gold (BTG-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMCL or BTG-USD.
Key characteristics
| CMCL | BTG-USD | |
|---|---|---|
| YTD Return | -4.76% | 40.57% |
| 1Y Return | -4.84% | 98.14% |
| 3Y Return (Ann) | -3.55% | -23.37% |
| 5Y Return (Ann) | 11.07% | 30.85% |
| Sharpe Ratio | 0.02 | -0.70 |
| Sortino Ratio | 0.36 | -0.95 |
| Omega Ratio | 1.04 | 0.91 |
| Calmar Ratio | 0.02 | 0.01 |
| Martin Ratio | 0.06 | -1.00 |
| Ulcer Index | 16.61% | 52.67% |
| Daily Std Dev | 46.90% | 70.36% |
| Max Drawdown | -65.76% | -98.91% |
| Current Drawdown | -52.08% | -93.31% |
Correlation
The correlation between CMCL and BTG-USD is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CMCL vs. BTG-USD - Performance Comparison
In the year-to-date period, CMCL achieves a -4.76% return, which is significantly lower than BTG-USD's 40.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CMCL vs. BTG-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caledonia Mining Corporation Plc (CMCL) and Bitcoin Gold (BTG-USD). 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.
Drawdowns
CMCL vs. BTG-USD - Drawdown Comparison
The maximum CMCL drawdown since its inception was -65.76%, smaller than the maximum BTG-USD drawdown of -98.91%. Use the drawdown chart below to compare losses from any high point for CMCL and BTG-USD. For additional features, visit the drawdowns tool.
Volatility
CMCL vs. BTG-USD - Volatility Comparison
The current volatility for Caledonia Mining Corporation Plc (CMCL) is 18.12%, while Bitcoin Gold (BTG-USD) has a volatility of 21.48%. This indicates that CMCL experiences smaller price fluctuations and is considered to be less risky than BTG-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.