EGO vs. GDX

In the year-to-date period, EGO achieves a 32.28% return, which is significantly lower than GDX's 48.54% return. Over the past 10 years, EGO has underperformed GDX with an annualized return of -2.67%, while GDX has yielded a comparatively higher 10.38% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and VanEck Vectors Gold Miners ETF (GDX). 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 EGO Sharpe Ratio is 0.71, which is lower than the GDX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of EGO and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EGO has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.80%.

The maximum EGO drawdown since its inception was -97.49%, which is greater than GDX's maximum drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for EGO and GDX. For additional features, visit the drawdowns tool.

Eldorado Gold Corporation (EGO) has a higher volatility of 13.92% compared to VanEck Vectors Gold Miners ETF (GDX) at 12.53%. This indicates that EGO's price experiences larger fluctuations and is considered to be riskier than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.