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EQX vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EQX and AAAU is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

EQX vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equinox Gold Corp. (EQX) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
12.79%
EQX
AAAU

Key characteristics

Sharpe Ratio

EQX:

0.08

AAAU:

1.95

Sortino Ratio

EQX:

0.49

AAAU:

2.58

Omega Ratio

EQX:

1.06

AAAU:

1.34

Calmar Ratio

EQX:

0.06

AAAU:

3.56

Martin Ratio

EQX:

0.31

AAAU:

10.20

Ulcer Index

EQX:

13.79%

AAAU:

2.84%

Daily Std Dev

EQX:

50.23%

AAAU:

14.85%

Max Drawdown

EQX:

-81.06%

AAAU:

-21.63%

Current Drawdown

EQX:

-61.38%

AAAU:

-5.98%

Returns By Period

In the year-to-date period, EQX achieves a 5.52% return, which is significantly lower than AAAU's 26.87% return.


EQX

YTD

5.52%

1M

-5.84%

6M

-2.82%

1Y

2.18%

5Y*

-6.17%

10Y*

N/A

AAAU

YTD

26.87%

1M

-1.03%

6M

12.79%

1Y

28.06%

5Y*

11.97%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EQX vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinox Gold Corp. (EQX) and Goldman Sachs Physical Gold ETF (AAAU). 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.


Sharpe ratio
The chart of Sharpe ratio for EQX, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.081.95
The chart of Sortino ratio for EQX, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.492.58
The chart of Omega ratio for EQX, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.34
The chart of Calmar ratio for EQX, currently valued at 0.06, compared to the broader market0.002.004.006.000.063.56
The chart of Martin ratio for EQX, currently valued at 0.31, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3110.20
EQX
AAAU

The current EQX Sharpe Ratio is 0.08, which is lower than the AAAU Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EQX and AAAU, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.08
1.95
EQX
AAAU

Dividends

EQX vs. AAAU - Dividend Comparison

Neither EQX nor AAAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EQX vs. AAAU - Drawdown Comparison

The maximum EQX drawdown since its inception was -81.06%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for EQX and AAAU. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-61.38%
-5.98%
EQX
AAAU

Volatility

EQX vs. AAAU - Volatility Comparison

Equinox Gold Corp. (EQX) has a higher volatility of 18.33% compared to Goldman Sachs Physical Gold ETF (AAAU) at 5.15%. This indicates that EQX's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.33%
5.15%
EQX
AAAU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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