EGO vs. AVAV
EGO (Eldorado Gold Corporation) and AVAV (AeroVironment, Inc.) are both stocks. EGO operates in Gold (Basic Materials), while AVAV operates in Aerospace & Defense (Industrials). Over the past 10 years, EGO returned 3.08%/yr vs 19.16%/yr for AVAV. At a 0.10 correlation, their price movements are largely independent.
Performance
EGO vs. AVAV - Performance Comparison
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Returns By Period
In the year-to-date period, EGO achieves a -16.52% return, which is significantly higher than AVAV's -23.65% return. Over the past 10 years, EGO has underperformed AVAV with an annualized return of 3.08%, while AVAV has yielded a comparatively higher 19.16% annualized return.
EGO
- 1D
- 0.95%
- 1M
- -12.34%
- YTD
- -16.52%
- 6M
- -2.86%
- 1Y
- 41.91%
- 3Y*
- 45.33%
- 5Y*
- 21.45%
- 10Y*
- 3.08%
AVAV
- 1D
- -0.67%
- 1M
- 9.74%
- YTD
- -23.65%
- 6M
- -34.62%
- 1Y
- -3.25%
- 3Y*
- 23.54%
- 5Y*
- 10.87%
- 10Y*
- 19.16%
EGO vs. AVAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | -16.52% | 141.56% | 14.65% | 55.14% | -10.59% | -29.54% | 65.26% | 178.82% | -59.72% | -55.28% |
AVAV AeroVironment, Inc. | -23.65% | 57.18% | 22.10% | 47.14% | 38.09% | -28.62% | 40.75% | -9.14% | 20.99% | 109.32% |
Correlation
The correlation between EGO and AVAV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2007 | 0.10 |
Fundamentals
EGO:
$6.00B
AVAV:
$9.01B
EGO:
$2.83
AVAV:
-$4.63
EGO:
3.03
AVAV:
7.51
EGO:
1.39
AVAV:
2.11
EGO:
$2.00B
AVAV:
$1.19B
EGO:
$988.83M
AVAV:
$104.63M
EGO:
$1.04B
AVAV:
-$242.06M
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Return for Risk
EGO vs. AVAV — Risk / Return Rank
EGO
AVAV
EGO vs. AVAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and AeroVironment, Inc. (AVAV). 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.
| EGO | AVAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.06 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | -0.05 | +1.06 |
| Martin ratioReturn relative to average drawdown | 2.36 | -0.10 | +2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGO | AVAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.04 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.20 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.37 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.23 | -0.12 |
Drawdowns
EGO vs. AVAV - Drawdown Comparison
The maximum EGO drawdown since its inception was -97.49%, which is greater than AVAV's maximum drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for EGO and AVAV.
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Drawdown Indicators
| EGO | AVAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.49% | -61.45% | -36.04% |
Max Drawdown (1Y)Largest decline over 1 year | -41.89% | -61.45% | +19.56% |
Max Drawdown (3Y)Largest decline over 3 years | -41.89% | -61.45% | +19.56% |
Max Drawdown (5Y)Largest decline over 5 years | -57.70% | -61.45% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -89.45% | -61.45% | -28.00% |
Current DrawdownCurrent decline from peak | -71.44% | -54.94% | -16.50% |
Average DrawdownAverage peak-to-trough decline | -55.68% | -28.56% | -27.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.77% | 33.68% | -15.91% |
Volatility
EGO vs. AVAV - Volatility Comparison
The current volatility for Eldorado Gold Corporation (EGO) is 17.23%, while AeroVironment, Inc. (AVAV) has a volatility of 24.99%. This indicates that EGO experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGO | AVAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.23% | 24.99% | -7.76% |
Volatility (6M)Calculated over the trailing 6-month period | 43.00% | 58.60% | -15.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.63% | 73.83% | -22.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.81% | 55.85% | -10.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.33% | 51.96% | +3.37% |
Dividends
EGO vs. AVAV - Dividend Comparison
EGO's dividend yield for the trailing twelve months is around 0.50%, while AVAV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVAV AeroVironment, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EGO Eldorado Gold Corporation | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.40% | 0.00% | 0.67% |
Financials
EGO vs. AVAV - Financials Comparison
This section allows you to compare key financial metrics between Eldorado Gold Corporation and AeroVironment, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EGO and AVAV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVAV has higher volatility (24.99%) compared to EGO (17.23%). In terms of maximum drawdown, EGO dropped -97.49% vs AVAV's -61.45%.
EGO currently has the higher Sharpe Ratio (0.82 vs -0.04), 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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