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EGO vs. EXK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EGO vs. EXK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eldorado Gold Corporation (EGO) and Endeavour Silver Corp. (EXK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGO achieves a -16.52% return, which is significantly lower than EXK's -14.47% return. Over the past 10 years, EGO has underperformed EXK with an annualized return of 3.08%, while EXK has yielded a comparatively higher 8.31% 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%

EXK

1D
0.50%
1M
-19.84%
YTD
-14.47%
6M
-5.19%
1Y
79.06%
3Y*
36.81%
5Y*
2.46%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGO vs. EXK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGO
Eldorado Gold Corporation
-16.52%141.56%14.65%55.14%-10.59%-29.54%65.26%178.82%-59.72%-55.28%
EXK
Endeavour Silver Corp.
-14.47%156.83%85.79%-39.20%-23.22%-16.27%109.13%12.09%-10.04%-32.10%

Correlation

The correlation between EGO and EXK is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.64

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2006

0.63

The correlation between EGO and EXK has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.

Fundamentals

Market Cap

EGO:

$6.00B

EXK:

$2.63B

EPS

EGO:

$2.83

EXK:

-$0.07

PS Ratio

EGO:

3.03

EXK:

3.95

PB Ratio

EGO:

1.39

EXK:

4.08

Total Revenue (TTM)

EGO:

$2.00B

EXK:

$608.35M

Gross Profit (TTM)

EGO:

$988.83M

EXK:

$142.61M

EBITDA (TTM)

EGO:

$1.04B

EXK:

$88.85M

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Return for Risk

EGO vs. EXK — Risk / Return Rank

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

EGO
EGO Risk / Return Rank: 6464
Overall Rank
EGO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EGO Sortino Ratio Rank: 6262
Sortino Ratio Rank
EGO Omega Ratio Rank: 6262
Omega Ratio Rank
EGO Calmar Ratio Rank: 6363
Calmar Ratio Rank
EGO Martin Ratio Rank: 6464
Martin Ratio Rank

EXK
EXK Risk / Return Rank: 7272
Overall Rank
EXK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EXK Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXK Omega Ratio Rank: 7070
Omega Ratio Rank
EXK Calmar Ratio Rank: 7474
Calmar Ratio Rank
EXK Martin Ratio Rank: 7373
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.

EGO vs. EXK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and Endeavour Silver Corp. (EXK). 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.


EGOEXKDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.01

1.83

-0.83

Martin ratioReturn relative to average drawdown

2.36

4.14

-1.77

EGO vs. EXK - Sharpe Ratio Comparison

The current EGO Sharpe Ratio is 0.82, which is comparable to the EXK Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of EGO and EXK, 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


EGOEXKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.04

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.04

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.12

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.05

+0.06

Drawdowns

EGO vs. EXK - Drawdown Comparison

The maximum EGO drawdown since its inception was -97.49%, which is greater than EXK's maximum drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for EGO and EXK.


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Drawdown Indicators


EGOEXKDifference

Max Drawdown

Largest peak-to-trough decline

-97.49%

-92.11%

-5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-41.89%

-43.34%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-41.89%

-62.24%

+20.35%

Max Drawdown (5Y)

Largest decline over 5 years

-57.70%

-80.64%

+22.94%

Max Drawdown (10Y)

Largest decline over 10 years

-89.45%

-81.13%

-8.32%

Current Drawdown

Current decline from peak

-71.44%

-43.06%

-28.38%

Average Drawdown

Average peak-to-trough decline

-55.68%

-58.20%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.77%

19.18%

-1.41%

Volatility

EGO vs. EXK - Volatility Comparison

The current volatility for Eldorado Gold Corporation (EGO) is 17.23%, while Endeavour Silver Corp. (EXK) has a volatility of 25.31%. This indicates that EGO experiences smaller price fluctuations and is considered to be less risky than EXK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGOEXKDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.23%

25.31%

-8.08%

Volatility (6M)

Calculated over the trailing 6-month period

43.00%

57.63%

-14.63%

Volatility (1Y)

Calculated over the trailing 1-year period

51.63%

76.43%

-24.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.81%

68.45%

-22.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.33%

69.25%

-13.92%

Dividends

EGO vs. EXK - Dividend Comparison

EGO's dividend yield for the trailing twelve months is around 0.50%, while EXK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
EXK
Endeavour Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

EGO vs. EXK - Financials Comparison

This section allows you to compare key financial metrics between Eldorado Gold Corporation and Endeavour Silver Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
532.43M
209.70M
(EGO) Total Revenue
(EXK) Total Revenue
Values in USD except per share items

EGO vs. EXK - Profitability Comparison

The chart below illustrates the profitability comparison between Eldorado Gold Corporation and Endeavour Silver Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
54.5%
44.5%
Portfolio components
EGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported a gross profit of 290.22M and revenue of 532.43M. Therefore, the gross margin over that period was 54.5%.

EXK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endeavour Silver Corp. reported a gross profit of 93.30M and revenue of 209.70M. Therefore, the gross margin over that period was 44.5%.

EGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported an operating income of 261.43M and revenue of 532.43M, resulting in an operating margin of 49.1%.

EXK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endeavour Silver Corp. reported an operating income of 83.70M and revenue of 209.70M, resulting in an operating margin of 39.9%.

EGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported a net income of 136.38M and revenue of 532.43M, resulting in a net margin of 25.6%.

EXK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endeavour Silver Corp. reported a net income of 64.90M and revenue of 209.70M, resulting in a net margin of 31.0%.


Frequently Asked Questions


EGO and EXK have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXK has higher volatility (25.31%) compared to EGO (17.23%). In terms of maximum drawdown, EGO dropped -97.49% vs EXK's -92.11%.

EXK currently has the higher Sharpe Ratio (1.04 vs 0.82), 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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