GATO vs. ^TNX

Last updated Apr 2, 2026

Compare and contrast key facts about Gatos Silver, Inc. (GATO) and Treasury Yield 10 Years (^TNX).

Performance

GATO vs. ^TNX - Performance Comparison

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

GATO vs. ^TNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GATO Gatos Silver, Inc.	0.00%	3.00%	113.76%	59.90%	-60.60%	-20.34%	97.42%
^TNX Treasury Yield 10 Years	3.75%	-8.97%	18.29%	-0.34%	156.55%	64.89%	17.41%

Returns By Period

GATO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^TNX

• 1D: 0.19%
• 1M: 6.69%
• YTD: 3.75%
• 6M: 5.19%
• 1Y: 3.92%
• 3Y*: 7.32%
• 5Y*: 20.80%
• 10Y*: 9.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GATO vs. ^TNX — Risk / Return Rank

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

^TNX

^TNX Risk / Return Rank: 22
^TNX Sharpe Ratio Rank: 26
^TNX Sortino Ratio Rank: 23
^TNX Omega Ratio Rank: 22
^TNX Calmar Ratio Rank: 19
^TNX Martin Ratio Rank: 18

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.

GATO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gatos Silver, Inc. (GATO) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GATO	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.22	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.02	—

Correlation

The correlation between GATO and ^TNX is -0.15. 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.

Drawdowns

Drawdown Indicators

	GATO	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	—	-93.78%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.99%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-84.57%	—
Current Drawdown Current decline from peak	—	-46.17%	—
Average Drawdown Average peak-to-trough decline	—	-51.38%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.39%	—

Volatility

Volatility by Period

	GATO	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.58%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	32.96%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	48.18%	—