PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
CMCL vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CMCL vs. GC=F

Last updated May 22, 2025

Compare and contrast key facts about Caledonia Mining Corporation Plc (CMCL) and Gold (GC=F).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMCL or GC=F.

Correlation

The correlation between CMCL and GC=F is 0.03, 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. GC=F - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

CMCL:

1.39

GC=F:

2.04

Sortino Ratio

CMCL:

1.89

GC=F:

2.64

Omega Ratio

CMCL:

1.23

GC=F:

1.35

Calmar Ratio

CMCL:

1.02

GC=F:

4.67

Martin Ratio

CMCL:

2.48

GC=F:

12.61

Ulcer Index

CMCL:

25.03%

GC=F:

2.96%

Daily Std Dev

CMCL:

50.61%

GC=F:

18.25%

Max Drawdown

CMCL:

-65.76%

GC=F:

-44.36%

Current Drawdown

CMCL:

-24.02%

GC=F:

-2.51%

Returns By Period

In the year-to-date period, CMCL achieves a 86.17% return, which is significantly higher than GC=F's 26.50% return.

CMCL

YTD

86.17%

1M

21.80%

6M

61.43%

1Y

69.50%

3Y*

16.61%

5Y*

6.18%

10Y*

N/A

GC=F

YTD

26.50%

1M

-2.36%

6M

25.59%

1Y

37.34%

3Y*

21.77%

5Y*

13.90%

10Y*

10.69%

*Annualized

Compare stocks, funds, or ETFs

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

Caledonia Mining Corporation Plc

Gold

Risk-Adjusted Performance

CMCL vs. GC=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMCL
The Risk-Adjusted Performance Rank of CMCL is 8383
Overall Rank
The Sharpe Ratio Rank of CMCL is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCL is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CMCL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CMCL is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CMCL is 7676
Martin Ratio Rank
GC=F
The Risk-Adjusted Performance Rank of GC=F is 100100
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
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.

CMCL vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caledonia Mining Corporation Plc (CMCL) and Gold (GC=F). 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.

The current CMCL Sharpe Ratio is 1.39, which is lower than the GC=F Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CMCL and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Drawdowns

CMCL vs. GC=F - Drawdown Comparison

The maximum CMCL drawdown since its inception was -65.76%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for CMCL and GC=F. For additional features, visit the drawdowns tool.

Loading data...

Volatility

CMCL vs. GC=F - Volatility Comparison

Caledonia Mining Corporation Plc (CMCL) has a higher volatility of 22.88% compared to Gold (GC=F) at 7.90%. This indicates that CMCL's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...