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CMCL vs. BTG-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CMCL vs. BTG-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, CMCL achieves a -21.88% return, which is significantly higher than BTG-USD's -75.30% return.


CMCL

1D
-1.99%
1M
-11.40%
YTD
-21.88%
6M
-24.75%
1Y
4.85%
3Y*
21.54%
5Y*
14.83%
10Y*

BTG-USD

1D
-43.20%
1M
-53.17%
YTD
-75.30%
6M
-67.85%
1Y
-72.49%
3Y*
-75.76%
5Y*
-66.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMCL vs. BTG-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMCL
Caledonia Mining Corporation Plc
-21.88%186.75%-18.90%2.65%11.39%-23.84%93.29%67.37%-26.33%31.96%
BTG-USD
Bitcoin Gold
-75.30%-92.37%-56.73%85.84%-70.99%382.62%56.48%-57.33%-94.85%55.62%

Correlation

The correlation between CMCL and BTG-USD is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2017

0.04

The correlation between CMCL and BTG-USD shifts across timeframes, from -0.10 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMCL vs. BTG-USD — Risk / Return Rank

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

CMCL
CMCL Risk / Return Rank: 4545
Overall Rank
CMCL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CMCL Sortino Ratio Rank: 4545
Sortino Ratio Rank
CMCL Omega Ratio Rank: 4444
Omega Ratio Rank
CMCL Calmar Ratio Rank: 4545
Calmar Ratio Rank
CMCL Martin Ratio Rank: 4444
Martin Ratio Rank

BTG-USD
BTG-USD Risk / Return Rank: 7878
Overall Rank
BTG-USD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BTG-USD Sortino Ratio Rank: 9999
Sortino Ratio Rank
BTG-USD Omega Ratio Rank: 9999
Omega Ratio Rank
BTG-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 6060
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.

CMCL vs. BTG-USD - Risk-Adjusted Trends 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.

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.


CMCLBTG-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

-7.17

Omega ratioGain probability vs. loss probability

1.07

1.82

-0.75

Calmar ratioReturn relative to maximum drawdown

0.10

-0.77

+0.87

Martin ratioReturn relative to average drawdown

0.19

-0.97

+1.16

CMCL vs. BTG-USD - Sharpe Ratio Comparison

The current CMCL Sharpe Ratio is 0.08, which is higher than the BTG-USD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CMCL and BTG-USD, 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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Drawdowns

CMCL vs. BTG-USD - Drawdown Comparison

The maximum CMCL drawdown since its inception was -65.77%, smaller than the maximum BTG-USD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for CMCL and BTG-USD.


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Drawdown Indicators


CMCLBTG-USDDifference

Max Drawdown

Largest peak-to-trough decline

-65.77%

-99.96%

+34.19%

Max Drawdown (1Y)

Largest decline over 1 year

-49.43%

-94.50%

+45.07%

Max Drawdown (3Y)

Largest decline over 3 years

-49.43%

-99.71%

+50.28%

Max Drawdown (5Y)

Largest decline over 5 years

-50.00%

-99.79%

+49.79%

Current Drawdown

Current decline from peak

-45.52%

-99.96%

+54.44%

Average Drawdown

Average peak-to-trough decline

-35.81%

-93.34%

+57.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.02%

64.99%

-38.97%

Volatility

CMCL vs. BTG-USD - Volatility Comparison

The current volatility for Caledonia Mining Corporation Plc (CMCL) is 15.10%, while Bitcoin Gold (BTG-USD) has a volatility of 156.97%. 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.


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Volatility by Period


CMCLBTG-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.10%

156.97%

-141.87%

Volatility (6M)

Calculated over the trailing 6-month period

47.03%

591.57%

-544.54%

Volatility (1Y)

Calculated over the trailing 1-year period

65.02%

777.65%

-712.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.65%

378.68%

-326.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.54%

301.14%

-246.60%

Frequently Asked Questions


CMCL and BTG-USD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTG-USD has higher volatility (156.97%) compared to CMCL (15.10%). In terms of maximum drawdown, CMCL dropped -65.77% vs BTG-USD's -99.96%.

CMCL currently has the higher Sharpe Ratio (0.08 vs -0.08), 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.

Portfolio Optimizer

Find the right allocation for CMCL and BTG-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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