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EQX.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

EQX.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Equinox Gold Corp. (EQX.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQX.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQX.TO achieves a -16.98% return, which is significantly lower than ^TNX's 9.25% return. Over the past 10 years, EQX.TO has outperformed ^TNX with an annualized return of 29.58%, while ^TNX has yielded a comparatively lower 10.95% annualized return.


EQX.TO

1D
2.44%
1M
-13.52%
YTD
-16.98%
6M
-17.83%
1Y
64.76%
3Y*
34.79%
5Y*
8.20%
10Y*
29.58%

^TNX

1D
0.00%
1M
3.77%
YTD
9.25%
6M
8.84%
1Y
4.53%
3Y*
7.92%
5Y*
27.08%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQX.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQX.TO
Equinox Gold Corp.
-16.98%166.44%12.42%45.37%-48.25%-35.00%31.83%95.88%-8.93%-38.46%
^TNX
Treasury Yield 10 Years
9.02%-13.14%28.45%-2.53%174.83%63.40%-53.02%-32.07%21.16%-7.94%

Correlation

The correlation between EQX.TO and ^TNX is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.22

Correlation (5Y)
Calculated over the trailing 5-year period

-0.24

Correlation (10Y)
Calculated over the trailing 10-year period

-0.20

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2013

-0.16

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Return for Risk

EQX.TO vs. ^TNX — Risk / Return Rank

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

EQX.TO
EQX.TO Risk / Return Rank: 7171
Overall Rank
EQX.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EQX.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
EQX.TO Omega Ratio Rank: 6868
Omega Ratio Rank
EQX.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
EQX.TO Martin Ratio Rank: 7272
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1919
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1818
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQX.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinox Gold Corp. (EQX.TO) and Treasury Yield 10 Years (^TNX). 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.


EQX.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.22

1.06

+0.16

Calmar ratioReturn relative to maximum drawdown

1.67

0.36

+1.31

Martin ratioReturn relative to average drawdown

4.25

0.73

+3.52

EQX.TO vs. ^TNX - Sharpe Ratio Comparison

The current EQX.TO Sharpe Ratio is 1.11, which is higher than the ^TNX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of EQX.TO and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EQX.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.27

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.82

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.23

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.05

+0.02

Drawdowns

EQX.TO vs. ^TNX - Drawdown Comparison

The maximum EQX.TO drawdown since its inception was -86.00%, roughly equal to the maximum ^TNX drawdown of -83.97%. Use the drawdown chart below to compare losses from any high point for EQX.TO and ^TNX.


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Drawdown Indicators


EQX.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-86.00%

-83.97%

-2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-38.98%

-12.47%

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-38.98%

-28.10%

-10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-69.34%

-28.10%

-41.24%

Max Drawdown (10Y)

Largest decline over 10 years

-80.51%

-83.93%

+3.42%

Current Drawdown

Current decline from peak

-37.49%

-9.63%

-27.86%

Average Drawdown

Average peak-to-trough decline

-44.46%

-32.51%

-11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.29%

6.24%

+9.05%

Volatility

EQX.TO vs. ^TNX - Volatility Comparison

Equinox Gold Corp. (EQX.TO) has a higher volatility of 21.20% compared to Treasury Yield 10 Years (^TNX) at 5.21%. This indicates that EQX.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQX.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.20%

5.21%

+15.99%

Volatility (6M)

Calculated over the trailing 6-month period

46.46%

11.59%

+34.87%

Volatility (1Y)

Calculated over the trailing 1-year period

58.88%

17.01%

+41.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.87%

33.36%

+22.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

190.48%

48.25%

+142.23%

Frequently Asked Questions


EQX.TO and ^TNX have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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