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EMX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMX and VTSAX 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.


-0.50.00.51.0
Correlation: 0.2

Performance

EMX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMX Royalty Corporation (EMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
36.98%
416.82%
EMX
VTSAX

Key characteristics

Sharpe Ratio

EMX:

0.42

VTSAX:

0.70

Sortino Ratio

EMX:

0.89

VTSAX:

1.09

Omega Ratio

EMX:

1.10

VTSAX:

1.16

Calmar Ratio

EMX:

0.27

VTSAX:

0.71

Martin Ratio

EMX:

1.04

VTSAX:

2.77

Ulcer Index

EMX:

14.53%

VTSAX:

4.94%

Daily Std Dev

EMX:

36.44%

VTSAX:

19.69%

Max Drawdown

EMX:

-90.61%

VTSAX:

-55.34%

Current Drawdown

EMX:

-42.83%

VTSAX:

-7.67%

Returns By Period

In the year-to-date period, EMX achieves a 23.12% return, which is significantly higher than VTSAX's -3.41% return. Over the past 10 years, EMX has outperformed VTSAX with an annualized return of 13.91%, while VTSAX has yielded a comparatively lower 11.91% annualized return.


EMX

YTD

23.12%

1M

7.58%

6M

15.76%

1Y

15.45%

5Y*

4.26%

10Y*

13.91%

VTSAX

YTD

-3.41%

1M

5.65%

6M

-0.53%

1Y

11.50%

5Y*

16.15%

10Y*

11.91%

*Annualized

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Risk-Adjusted Performance

EMX vs. VTSAX — Risk-Adjusted Performance Rank

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

EMX
The Risk-Adjusted Performance Rank of EMX is 6262
Overall Rank
The Sharpe Ratio Rank of EMX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EMX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of EMX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EMX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of EMX is 6363
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6262
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EMX Royalty Corporation (EMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 chart of Sharpe ratio for EMX, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.00
EMX: 0.42
VTSAX: 0.70
The chart of Sortino ratio for EMX, currently valued at 0.89, compared to the broader market-6.00-4.00-2.000.002.004.00
EMX: 0.89
VTSAX: 1.09
The chart of Omega ratio for EMX, currently valued at 1.10, compared to the broader market0.501.001.502.00
EMX: 1.10
VTSAX: 1.16
The chart of Calmar ratio for EMX, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.00
EMX: 0.27
VTSAX: 0.71
The chart of Martin ratio for EMX, currently valued at 1.04, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
EMX: 1.04
VTSAX: 2.77

The current EMX Sharpe Ratio is 0.42, which is lower than the VTSAX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EMX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.42
0.70
EMX
VTSAX

Dividends

EMX vs. VTSAX - Dividend Comparison

EMX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.33%.


TTM20242023202220212020201920182017201620152014
EMX
EMX Royalty Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.33%1.26%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%

Drawdowns

EMX vs. VTSAX - Drawdown Comparison

The maximum EMX drawdown since its inception was -90.61%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for EMX and VTSAX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-42.83%
-7.67%
EMX
VTSAX

Volatility

EMX vs. VTSAX - Volatility Comparison

EMX Royalty Corporation (EMX) has a higher volatility of 16.16% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 14.26%. This indicates that EMX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
16.16%
14.26%
EMX
VTSAX