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CRDL vs. GDXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRDL vs. GDXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardiol Therapeutics Inc Class A (CRDL) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRDL achieves a 20.57% return, which is significantly higher than GDXY's -6.82% return.


CRDL

1D
-5.74%
1M
-16.06%
YTD
20.57%
6M
23.74%
1Y
-7.26%
3Y*
19.84%
5Y*
-15.74%
10Y*

GDXY

1D
-2.47%
1M
-2.37%
YTD
-6.82%
6M
-3.09%
1Y
30.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRDL vs. GDXY - Yearly Performance Comparison


2026 (YTD)20252024
CRDL
Cardiol Therapeutics Inc Class A
20.57%-25.48%-42.34%
GDXY
YieldMax Gold Miners Option Income Strategy ETF
-6.82%88.08%-11.63%

Correlation

The correlation between CRDL and GDXY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.23

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Return for Risk

CRDL vs. GDXY — Risk / Return Rank

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

CRDL
CRDL Risk / Return Rank: 3636
Overall Rank
CRDL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CRDL Sortino Ratio Rank: 3838
Sortino Ratio Rank
CRDL Omega Ratio Rank: 3838
Omega Ratio Rank
CRDL Calmar Ratio Rank: 3434
Calmar Ratio Rank
CRDL Martin Ratio Rank: 3535
Martin Ratio Rank

GDXY
GDXY Risk / Return Rank: 2323
Overall Rank
GDXY Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GDXY Sortino Ratio Rank: 2222
Sortino Ratio Rank
GDXY Omega Ratio Rank: 2525
Omega Ratio Rank
GDXY Calmar Ratio Rank: 2323
Calmar Ratio Rank
GDXY Martin Ratio Rank: 2222
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.

CRDL vs. GDXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardiol Therapeutics Inc Class A (CRDL) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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.


CRDLGDXYDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.83

-0.94

Sortino ratio

Return per unit of downside risk

0.37

1.18

-0.81

Omega ratio

Gain probability vs. loss probability

1.04

1.17

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.20

1.09

-1.29

Martin ratio

Return relative to average drawdown

-0.30

2.77

-3.07

CRDL vs. GDXY - Sharpe Ratio Comparison

The current CRDL Sharpe Ratio is -0.10, which is lower than the GDXY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CRDL and GDXY, 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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Sharpe Ratios by Period


CRDLGDXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.83

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.76

-0.93

Drawdowns

CRDL vs. GDXY - Drawdown Comparison

The maximum CRDL drawdown since its inception was -92.71%, which is greater than GDXY's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for CRDL and GDXY.


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Drawdown Indicators


CRDLGDXYDifference

Max Drawdown

Largest peak-to-trough decline

-92.71%

-28.03%

-64.68%

Max Drawdown (1Y)

Largest decline over 1 year

-39.87%

-28.03%

-11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-72.73%

Max Drawdown (5Y)

Largest decline over 5 years

-90.72%

Current Drawdown

Current decline from peak

-81.42%

-25.20%

-56.22%

Average Drawdown

Average peak-to-trough decline

-68.96%

-6.40%

-62.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.96%

10.96%

+16.00%

Volatility

CRDL vs. GDXY - Volatility Comparison

The current volatility for Cardiol Therapeutics Inc Class A (CRDL) is 10.49%, while YieldMax Gold Miners Option Income Strategy ETF (GDXY) has a volatility of 11.75%. This indicates that CRDL experiences smaller price fluctuations and is considered to be less risky than GDXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRDLGDXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

11.75%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

43.07%

30.92%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

70.34%

36.57%

+33.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.04%

31.73%

+55.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.09%

31.73%

+55.36%

Dividends

CRDL vs. GDXY - Dividend Comparison

CRDL has not paid dividends to shareholders, while GDXY's dividend yield for the trailing twelve months is around 74.25%.


PositionTTM20252024
CRDL
Cardiol Therapeutics Inc Class A
0.00%0.00%0.00%
GDXY
YieldMax Gold Miners Option Income Strategy ETF
74.25%52.13%23.91%

Frequently Asked Questions


CRDL and GDXY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXY has higher volatility (11.75%) compared to CRDL (10.49%). In terms of maximum drawdown, CRDL dropped -92.71% vs GDXY's -28.03%.

GDXY currently has the higher Sharpe Ratio (0.83 vs -0.10), 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.

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