PortfoliosLab logoPortfoliosLab logo
EWZ vs. CGAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWZ vs. CGAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Brazil ETF (EWZ) and Centerra Gold Inc (CGAU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with EWZ having a 14.17% return and CGAU slightly lower at 13.53%.


EWZ

1D
2.77%
1M
4.20%
6M
9.71%
YTD
14.17%
1Y
36.37%
3Y*
10.52%
5Y*
6.56%
10Y*
6.86%

CGAU

1D
0.06%
1M
3.84%
6M
6.21%
YTD
13.53%
1Y
125.65%
3Y*
41.80%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWZ vs. CGAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EWZ
iShares MSCI Brazil ETF
14.17%48.81%-30.41%32.62%12.09%-10.74%
CGAU
Centerra Gold Inc
13.53%159.49%-1.45%19.37%-32.55%-14.48%

Correlation

The correlation between EWZ and CGAU is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.35

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

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.31

The correlation between EWZ and CGAU shifts across timeframes, from 0.31 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EWZ vs. CGAU — Risk / Return Rank

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

EWZ
EWZ Risk / Return Rank: 4747
Overall Rank
EWZ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 4949
Sortino Ratio Rank
EWZ Omega Ratio Rank: 4848
Omega Ratio Rank
EWZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
EWZ Martin Ratio Rank: 3939
Martin Ratio Rank

CGAU
CGAU Risk / Return Rank: 9191
Overall Rank
CGAU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CGAU Sortino Ratio Rank: 8888
Sortino Ratio Rank
CGAU Omega Ratio Rank: 8989
Omega Ratio Rank
CGAU Calmar Ratio Rank: 9292
Calmar Ratio Rank
CGAU Martin Ratio Rank: 9292
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.

EWZ vs. CGAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) and Centerra Gold Inc (CGAU). 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.


EWZCGAUDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

1.85

4.42

-2.58

Martin ratioReturn relative to average drawdown

4.94

11.31

-6.37

EWZ vs. CGAU - Sharpe Ratio Comparison

The current EWZ Sharpe Ratio is 1.43, which is lower than the CGAU Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of EWZ and CGAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EWZ vs. CGAU - Drawdown Comparison

The maximum EWZ drawdown since its inception was -77.25%, which is greater than CGAU's maximum drawdown of -63.47%. Use the drawdown chart below to compare losses from any high point for EWZ and CGAU.


Loading charts...

Drawdown Indicators


EWZCGAUDifference

Max Drawdown

Largest peak-to-trough decline

-77.25%

-63.47%

-13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-29.50%

+10.23%

Max Drawdown (3Y)

Largest decline over 3 years

-31.36%

-30.24%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.24%

-63.47%

+31.23%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

Current Drawdown

Current decline from peak

-20.49%

-22.42%

+1.93%

Average Drawdown

Average peak-to-trough decline

-35.90%

-29.49%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

11.52%

-4.32%

Volatility

EWZ vs. CGAU - Volatility Comparison

The current volatility for iShares MSCI Brazil ETF (EWZ) is 5.74%, while Centerra Gold Inc (CGAU) has a volatility of 15.89%. This indicates that EWZ experiences smaller price fluctuations and is considered to be less risky than CGAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EWZCGAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

15.89%

-10.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.70%

43.07%

-23.37%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

52.55%

-27.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.60%

47.18%

-19.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.90%

48.83%

-14.93%

Dividends

EWZ vs. CGAU - Dividend Comparison

EWZ's dividend yield for the trailing twelve months is around 4.07%, more than CGAU's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CGAU
Centerra Gold Inc
1.25%1.39%3.59%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWZ
iShares MSCI Brazil ETF
4.07%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%

Frequently Asked Questions


EWZ and CGAU have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGAU has higher volatility (15.89%) compared to EWZ (5.74%). In terms of maximum drawdown, EWZ dropped -77.25% vs CGAU's -63.47%.

CGAU currently has the higher Sharpe Ratio (2.48 vs 1.43), 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 EWZ and CGAU

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

Open Portfolio Optimizer