EMX vs. ^GSPC
Compare and contrast key facts about EMX Royalty Corporation (EMX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMX or ^GSPC.
Correlation
The correlation between EMX and ^GSPC is 0.16, 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.
Performance
EMX vs. ^GSPC - Performance Comparison
Key characteristics
EMX:
0.63
^GSPC:
0.55
EMX:
1.19
^GSPC:
0.90
EMX:
1.13
^GSPC:
1.13
EMX:
0.40
^GSPC:
0.57
EMX:
1.59
^GSPC:
2.21
EMX:
14.54%
^GSPC:
4.84%
EMX:
36.75%
^GSPC:
19.38%
EMX:
-90.61%
^GSPC:
-56.78%
EMX:
-39.88%
^GSPC:
-8.74%
Returns By Period
In the year-to-date period, EMX achieves a 29.48% return, which is significantly higher than ^GSPC's -4.67% return. Over the past 10 years, EMX has outperformed ^GSPC with an annualized return of 13.93%, while ^GSPC has yielded a comparatively lower 10.26% annualized return.
EMX
29.48%
20.43%
21.08%
17.28%
4.26%
13.93%
^GSPC
-4.67%
10.50%
-3.04%
8.23%
14.30%
10.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EMX vs. ^GSPC — Risk-Adjusted Performance Rank
EMX
^GSPC
EMX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EMX Royalty Corporation (EMX) and S&P 500 (^GSPC). 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.
Drawdowns
EMX vs. ^GSPC - Drawdown Comparison
The maximum EMX drawdown since its inception was -90.61%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EMX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EMX vs. ^GSPC - Volatility Comparison
EMX Royalty Corporation (EMX) has a higher volatility of 15.18% compared to S&P 500 (^GSPC) at 11.45%. This indicates that EMX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.