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CMCL vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CMCL and YALL is 0.22, 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.


-0.50.00.51.00.2

Performance

CMCL vs. YALL - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-19.22%
9.25%
CMCL
YALL

Key characteristics

Sharpe Ratio

CMCL:

-0.24

YALL:

2.43

Sortino Ratio

CMCL:

-0.03

YALL:

3.27

Omega Ratio

CMCL:

1.00

YALL:

1.41

Calmar Ratio

CMCL:

-0.18

YALL:

4.47

Martin Ratio

CMCL:

-0.61

YALL:

14.08

Ulcer Index

CMCL:

18.50%

YALL:

2.77%

Daily Std Dev

CMCL:

46.29%

YALL:

16.07%

Max Drawdown

CMCL:

-65.76%

YALL:

-12.03%

Current Drawdown

CMCL:

-59.48%

YALL:

-3.21%

Returns By Period

In the year-to-date period, CMCL achieves a 0.53% return, which is significantly lower than YALL's 3.52% return.


CMCL

YTD

0.53%

1M

1.50%

6M

-19.21%

1Y

-10.56%

5Y*

6.21%

10Y*

N/A

YALL

YTD

3.52%

1M

1.20%

6M

10.82%

1Y

37.72%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CMCL vs. YALL — 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 3232
Overall Rank
The Sharpe Ratio Rank of CMCL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CMCL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of CMCL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of CMCL is 3333
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8787
Overall Rank
The Sharpe Ratio Rank of YALL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8585
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. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caledonia Mining Corporation Plc (CMCL) and God Bless America ETF (YALL). 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 -0.24, compared to the broader market-2.000.002.004.00-0.242.43
The chart of Sortino ratio for CMCL, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.033.27
The chart of Omega ratio for CMCL, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.41
The chart of Calmar ratio for CMCL, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.244.47
The chart of Martin ratio for CMCL, currently valued at -0.61, compared to the broader market-10.000.0010.0020.0030.00-0.6114.08
CMCL
YALL

The current CMCL Sharpe Ratio is -0.24, which is lower than the YALL Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of CMCL and YALL, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.24
2.43
CMCL
YALL

Dividends

CMCL vs. YALL - Dividend Comparison

CMCL's dividend yield for the trailing twelve months is around 2.96%, more than YALL's 0.48% yield.


TTM20242023202220212020201920182017
CMCL
Caledonia Mining Corporation Plc
2.96%4.46%4.59%4.52%4.29%2.11%3.28%5.24%1.85%
YALL
God Bless America ETF
0.48%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CMCL vs. YALL - Drawdown Comparison

The maximum CMCL drawdown since its inception was -65.76%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for CMCL and YALL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-43.76%
-3.21%
CMCL
YALL

Volatility

CMCL vs. YALL - Volatility Comparison

Caledonia Mining Corporation Plc (CMCL) has a higher volatility of 8.93% compared to God Bless America ETF (YALL) at 6.79%. This indicates that CMCL's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.93%
6.79%
CMCL
YALL
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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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