PortfoliosLab logoPortfoliosLab logo
FNV vs. GDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNV vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franco-Nevada Corporation (FNV) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FNV achieves a 6.89% return, which is significantly higher than GDX's -5.05% return. Both investments have delivered pretty close results over the past 10 years, with FNV having a 13.00% annualized return and GDX not far behind at 12.89%.


FNV

1D
0.67%
1M
-2.21%
YTD
6.89%
6M
3.15%
1Y
34.14%
3Y*
17.80%
5Y*
9.65%
10Y*
13.00%

GDX

1D
-1.30%
1M
-4.21%
YTD
-5.05%
6M
-9.69%
1Y
56.88%
3Y*
41.48%
5Y*
20.52%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNV vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNV
Franco-Nevada Corporation
6.89%77.81%7.41%-17.96%-0.39%11.57%22.31%48.92%-11.00%35.45%
GDX
VanEck Gold Miners ETF
-5.05%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Correlation

The correlation between FNV and GDX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.81

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

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2007

0.78

The correlation between FNV and GDX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

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

FNV vs. GDX — Risk / Return Rank

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

FNV
FNV Risk / Return Rank: 6767
Overall Rank
FNV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FNV Sortino Ratio Rank: 6363
Sortino Ratio Rank
FNV Omega Ratio Rank: 6565
Omega Ratio Rank
FNV Calmar Ratio Rank: 6767
Calmar Ratio Rank
FNV Martin Ratio Rank: 6969
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 3232
Overall Rank
GDX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDX Omega Ratio Rank: 3434
Omega Ratio Rank
GDX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GDX Martin Ratio Rank: 3030
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.

FNV vs. GDX - Risk-Adjusted Trends Comparison

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

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.


FNVGDXDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.34

1.58

-0.24

Martin ratioReturn relative to average drawdown

3.24

4.19

-0.95

FNV vs. GDX - Sharpe Ratio Comparison

The current FNV Sharpe Ratio is 0.94, which is comparable to the GDX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FNV and GDX, 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

FNV vs. GDX - Drawdown Comparison

The maximum FNV drawdown since its inception was -58.76%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for FNV and GDX.


Loading charts...

Drawdown Indicators


FNVGDXDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-80.34%

+21.58%

Max Drawdown (1Y)

Largest decline over 1 year

-25.68%

-36.28%

+10.60%

Max Drawdown (3Y)

Largest decline over 3 years

-29.64%

-36.28%

+6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-37.12%

-46.51%

+9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.12%

-49.79%

+12.67%

Current Drawdown

Current decline from peak

-21.10%

-29.70%

+8.60%

Average Drawdown

Average peak-to-trough decline

-13.98%

-40.40%

+26.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.57%

13.62%

-3.05%

Volatility

FNV vs. GDX - Volatility Comparison

The current volatility for Franco-Nevada Corporation (FNV) is 13.45%, while VanEck Gold Miners ETF (GDX) has a volatility of 17.03%. 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.


Loading charts...

Volatility by Period


FNVGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.45%

17.03%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

30.78%

39.77%

-8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

36.71%

47.49%

-10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.52%

36.83%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.27%

37.39%

-7.12%

Dividends

FNV vs. GDX - Dividend Comparison

FNV's dividend yield for the trailing twelve months is around 0.74%, less than GDX's 0.78% yield.


PositionTTM20252024202320222021202020192018201720162015
FNV
Franco-Nevada Corporation
0.74%0.73%1.22%1.23%0.94%1.10%0.82%0.96%1.35%1.14%1.46%1.81%
GDX
VanEck Gold Miners ETF
0.78%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Frequently Asked Questions


FNV and GDX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (17.03%) compared to FNV (13.45%). In terms of maximum drawdown, FNV dropped -58.76% vs GDX's -80.34%.

GDX currently has the higher Sharpe Ratio (1.21 vs 0.94), 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 FNV and GDX

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