EPGIX vs. SSSS
EPGIX (EuroPac Gold Fund Class I) is Gold fund managed by Investment Managers Series Trust, while SSSS (SuRo Capital Corp.) is a stock. Over the past 5 years, EPGIX returned 14.37%/yr vs 6.89%/yr for SSSS. At a 0.16 correlation, their price movements are largely independent.
Performance
EPGIX vs. SSSS - Performance Comparison
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Returns By Period
In the year-to-date period, EPGIX achieves a -1.55% return, which is significantly lower than SSSS's 35.71% return.
EPGIX
- 1D
- -1.40%
- 1M
- -3.77%
- YTD
- -1.55%
- 6M
- -5.30%
- 1Y
- 53.13%
- 3Y*
- 34.77%
- 5Y*
- 14.37%
- 10Y*
- —
SSSS
- 1D
- -1.66%
- 1M
- -8.30%
- YTD
- 35.71%
- 6M
- 38.05%
- 1Y
- 84.72%
- 3Y*
- 61.65%
- 5Y*
- 6.89%
- 10Y*
- 18.79%
EPGIX vs. SSSS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPGIX EuroPac Gold Fund Class I | -1.55% | 129.72% | 8.80% | 2.51% | -13.84% | -17.82% | 37.43% | 37.47% | 5.95% |
SSSS SuRo Capital Corp. | 35.71% | 69.91% | 49.24% | 3.68% | -70.31% | 72.62% | 116.63% | 31.56% | -22.78% |
Correlation
The correlation between EPGIX and SSSS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2018 | 0.16 |
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Return for Risk
EPGIX vs. SSSS — Risk / Return Rank
EPGIX
SSSS
EPGIX vs. SSSS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund Class I (EPGIX) and SuRo Capital Corp. (SSSS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPGIX | SSSS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 6.05 | -4.25 |
| Martin ratioReturn relative to average drawdown | 4.76 | 17.22 | -12.46 |
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Drawdowns
EPGIX vs. SSSS - Drawdown Comparison
The maximum EPGIX drawdown since its inception was -50.71%, smaller than the maximum SSSS drawdown of -77.81%. Use the drawdown chart below to compare losses from any high point for EPGIX and SSSS.
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Drawdown Indicators
| EPGIX | SSSS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.71% | -77.81% | +27.10% |
Max Drawdown (1Y)Largest decline over 1 year | -30.75% | -14.08% | -16.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.75% | -33.03% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -44.85% | -77.81% | +32.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.81% | — |
Current DrawdownCurrent decline from peak | -24.95% | -14.08% | -10.87% |
Average DrawdownAverage peak-to-trough decline | -18.62% | -47.06% | +28.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.62% | 4.94% | +6.68% |
Volatility
EPGIX vs. SSSS - Volatility Comparison
EuroPac Gold Fund Class I (EPGIX) has a higher volatility of 14.20% compared to SuRo Capital Corp. (SSSS) at 12.02%. This indicates that EPGIX's price experiences larger fluctuations and is considered to be riskier than SSSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPGIX | SSSS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 12.02% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 33.85% | 33.11% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.33% | 44.05% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.81% | 47.08% | -14.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.99% | 46.65% | -12.66% |
Dividends
EPGIX vs. SSSS - Dividend Comparison
EPGIX's dividend yield for the trailing twelve months is around 7.07%, which matches SSSS's 7.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EPGIX EuroPac Gold Fund Class I | 7.07% | 6.96% | 10.56% | 0.00% | 0.00% | 2.76% | 8.83% | 0.00% | 0.00% | 0.00% | 0.00% |
SSSS SuRo Capital Corp. | 7.02% | 5.30% | 0.00% | 0.00% | 2.89% | 61.78% | 6.65% | 4.89% | 0.00% | 0.00% | 55.67% |
Frequently Asked Questions
EPGIX and SSSS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPGIX has higher volatility (14.20%) compared to SSSS (12.02%). In terms of maximum drawdown, EPGIX dropped -50.71% vs SSSS's -77.81%.
SSSS currently has the higher Sharpe Ratio (1.93 vs 1.38), 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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