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EQX vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EQX and ^TNX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

EQX vs. ^TNX - Performance Comparison

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

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-2.83%
6.27%
EQX
^TNX

Key characteristics

Sharpe Ratio

EQX:

0.08

^TNX:

0.75

Sortino Ratio

EQX:

0.49

^TNX:

1.25

Omega Ratio

EQX:

1.06

^TNX:

1.14

Calmar Ratio

EQX:

0.06

^TNX:

0.30

Martin Ratio

EQX:

0.31

^TNX:

1.62

Ulcer Index

EQX:

13.79%

^TNX:

10.31%

Daily Std Dev

EQX:

50.23%

^TNX:

22.26%

Max Drawdown

EQX:

-81.06%

^TNX:

-93.78%

Current Drawdown

EQX:

-61.38%

^TNX:

-43.61%

Returns By Period

In the year-to-date period, EQX achieves a 5.52% return, which is significantly lower than ^TNX's 17.02% return.


EQX

YTD

5.52%

1M

-5.84%

6M

-2.82%

1Y

2.18%

5Y*

-6.17%

10Y*

N/A

^TNX

YTD

17.02%

1M

2.68%

6M

6.27%

1Y

16.18%

5Y*

18.78%

10Y*

7.22%

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Risk-Adjusted Performance

EQX vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinox Gold Corp. (EQX) 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.


Sharpe ratio
The chart of Sharpe ratio for EQX, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.080.75
The chart of Sortino ratio for EQX, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.491.25
The chart of Omega ratio for EQX, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.14
The chart of Calmar ratio for EQX, currently valued at 0.06, compared to the broader market0.002.004.006.000.060.61
The chart of Martin ratio for EQX, currently valued at 0.31, compared to the broader market-5.000.005.0010.0015.0020.0025.000.311.62
EQX
^TNX

The current EQX Sharpe Ratio is 0.08, which is lower than the ^TNX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EQX and ^TNX, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.08
0.75
EQX
^TNX

Drawdowns

EQX vs. ^TNX - Drawdown Comparison

The maximum EQX drawdown since its inception was -81.06%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for EQX and ^TNX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-61.38%
-9.30%
EQX
^TNX

Volatility

EQX vs. ^TNX - Volatility Comparison

Equinox Gold Corp. (EQX) has a higher volatility of 18.33% compared to Treasury Yield 10 Years (^TNX) at 6.15%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.33%
6.15%
EQX
^TNX
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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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