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EQX vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

EQX vs. ^TNX - Performance Comparison

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

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Returns By Period

In the year-to-date period, EQX achieves a -34.69% return, which is significantly lower than ^TNX's 10.59% return.


EQX

1D
-3.89%
1M
-5.77%
6M
-45.52%
YTD
-34.69%
1Y
45.78%
3Y*
21.92%
5Y*
5.28%
10Y*
ALL TIME*
11.21%

^TNX

1D
-0.80%
1M
5.31%
6M
9.02%
YTD
10.59%
1Y
4.16%
3Y*
5.07%
5Y*
29.40%
10Y*
12.19%
ALL TIME*
-0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$110.60M$109.19M$134.98M

EQX vs. ^TNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EQX
Equinox Gold Corp.
-34.69%179.68%2.66%49.09%-51.48%-34.62%34.29%106.43%-4.97%
^TNX
Cboe 10-Year Treasury Note Yield Index
10.59%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%-10.05%

Correlation

The correlation between EQX and ^TNX is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (3Y)
Balances recent behavior with more history.

-0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.21

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

-0.18

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Return for Risk

EQX vs. ^TNX — Risk / Return Rank

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

EQX
EQX Risk / Return Rank: 6767
Overall Rank
EQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EQX Sortino Ratio Rank: 6868
Sortino Ratio Rank
EQX Omega Ratio Rank: 6666
Omega Ratio Rank
EQX Calmar Ratio Rank: 6565
Calmar Ratio Rank
EQX Martin Ratio Rank: 6666
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1414
Overall Rank
^TNX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1111
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1111
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1616
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1515
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 vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinox Gold Corp. (EQX) and Cboe 10-Year Treasury Note Yield Index (^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.

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.


EQX^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.16

1.06

+0.11

Calmar ratioReturn relative to maximum drawdown

0.85

0.43

+0.42

Martin ratioReturn relative to average drawdown

2.00

0.86

+1.15

EQX vs. ^TNX - Sharpe Ratio Comparison

The current EQX Sharpe Ratio is 0.74, which is higher than the ^TNX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of EQX 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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Drawdowns

EQX vs. ^TNX - Drawdown Comparison

The maximum EQX drawdown since its inception was -81.06%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for EQX and ^TNX.


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Drawdown Indicators


EQX^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-96.85%

+15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-53.95%

-9.67%

-44.28%

Max Drawdown (3Y)

Largest decline over 3 years

-53.95%

-27.41%

-26.54%

Max Drawdown (5Y)

Largest decline over 5 years

-71.57%

-27.41%

-44.16%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

Current Drawdown

Current decline from peak

-51.12%

-70.93%

+19.81%

Average Drawdown

Average peak-to-trough decline

-38.27%

-55.04%

+16.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.91%

5.53%

+17.38%

Volatility

EQX vs. ^TNX - Volatility Comparison

Equinox Gold Corp. (EQX) has a higher volatility of 13.63% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 3.68%. This indicates that EQX'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^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.63%

3.68%

+9.95%

Volatility (6M)

Calculated over the trailing 6-month period

48.09%

10.98%

+37.11%

Volatility (1Y)

Calculated over the trailing 1-year period

62.25%

15.01%

+47.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.76%

31.27%

+26.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.50%

47.65%

+7.85%

Frequently Asked Questions


EQX and ^TNX have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQX has higher volatility (13.63%) compared to ^TNX (3.68%). In terms of maximum drawdown, EQX dropped -81.06% vs ^TNX's -96.85%.

EQX currently has the higher Sharpe Ratio (0.74 vs 0.28), 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.

Portfolio Optimizer

Find the right allocation for EQX and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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