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EMX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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

The chart below illustrates the hypothetical performance of a $10,000 investment in EMX Royalty Corporation (EMX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EMX:

0.22

^GSPC:

0.64

Sortino Ratio

EMX:

0.85

^GSPC:

1.01

Omega Ratio

EMX:

1.09

^GSPC:

1.15

Calmar Ratio

EMX:

0.25

^GSPC:

0.65

Martin Ratio

EMX:

0.96

^GSPC:

2.49

Ulcer Index

EMX:

14.64%

^GSPC:

4.96%

Daily Std Dev

EMX:

36.46%

^GSPC:

19.65%

Max Drawdown

EMX:

-90.61%

^GSPC:

-56.78%

Current Drawdown

EMX:

-42.02%

^GSPC:

-2.94%

Returns By Period

In the year-to-date period, EMX achieves a 24.86% return, which is significantly higher than ^GSPC's 1.39% return. Over the past 10 years, EMX has outperformed ^GSPC with an annualized return of 14.09%, while ^GSPC has yielded a comparatively lower 10.86% annualized return.


EMX

YTD

24.86%

1M

-0.00%

6M

22.03%

1Y

8.00%

3Y*

5.30%

5Y*

3.71%

10Y*

14.09%

^GSPC

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

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EMX Royalty Corporation

S&P 500

Risk-Adjusted Performance

EMX vs. ^GSPC — 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 6161
Overall Rank
The Sharpe Ratio Rank of EMX is 6161
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

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
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. ^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.


The current EMX Sharpe Ratio is 0.22, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of EMX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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.


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Volatility

EMX vs. ^GSPC - Volatility Comparison

EMX Royalty Corporation (EMX) has a higher volatility of 12.49% compared to S&P 500 (^GSPC) at 5.42%. 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.


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