FNV vs. GDX

In the year-to-date period, FNV achieves a 51.91% return, which is significantly lower than GDX's 58.57% return. Over the past 10 years, FNV has outperformed GDX with an annualized return of 14.85%, while GDX has yielded a comparatively lower 12.17% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV) and VanEck Vectors Gold Miners ETF (GDX). 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.

The current FNV Sharpe Ratio is 1.54, which is comparable to the GDX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FNV and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FNV's dividend yield for the trailing twelve months is around 0.82%, more than GDX's 0.75% yield.

The maximum FNV drawdown since its inception was -58.76%, smaller than the maximum GDX drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for FNV and GDX.

The current volatility for Franco-Nevada Corporation (FNV) is 10.84%, while VanEck Vectors Gold Miners ETF (GDX) has a volatility of 13.34%. This indicates that FNV experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.