GATO.TO vs. ^TNX
Compare and contrast key facts about Gatos Silver, Inc. (GATO.TO) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GATO.TO or ^TNX.
Key characteristics
| GATO.TO | ^TNX | |
|---|---|---|
| YTD Return | 163.88% | 14.28% |
| 1Y Return | 206.20% | -2.58% |
| 3Y Return (Ann) | 9.89% | 39.81% |
| Sharpe Ratio | 3.47 | -0.02 |
| Sortino Ratio | 3.84 | 0.14 |
| Omega Ratio | 1.46 | 1.01 |
| Calmar Ratio | 3.15 | -0.01 |
| Martin Ratio | 23.25 | -0.05 |
| Ulcer Index | 9.39% | 11.32% |
| Daily Std Dev | 62.93% | 23.12% |
| Max Drawdown | -87.36% | -93.78% |
| Current Drawdown | -18.42% | -44.93% |
Correlation
The correlation between GATO.TO and ^TNX is -0.16. 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.
Performance
GATO.TO vs. ^TNX - Performance Comparison
In the year-to-date period, GATO.TO achieves a 163.88% return, which is significantly higher than ^TNX's 14.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GATO.TO vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gatos Silver, Inc. (GATO.TO) 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.
Drawdowns
GATO.TO vs. ^TNX - Drawdown Comparison
The maximum GATO.TO drawdown since its inception was -87.36%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for GATO.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
GATO.TO vs. ^TNX - Volatility Comparison
Gatos Silver, Inc. (GATO.TO) has a higher volatility of 22.63% compared to Treasury Yield 10 Years (^TNX) at 6.38%. This indicates that GATO.TO'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.