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GAU vs. HIGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAU vs. HIGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Galiano Gold Inc. (GAU) and Simplify Enhanced Income ETF (HIGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAU achieves a -24.51% return, which is significantly lower than HIGH's -0.79% return.


GAU

1D
-5.45%
1M
-14.73%
YTD
-24.51%
6M
-29.52%
1Y
35.46%
3Y*
46.44%
5Y*
12.08%
10Y*
-7.75%

HIGH

1D
-0.82%
1M
0.09%
YTD
-0.79%
6M
-1.67%
1Y
-1.43%
3Y*
2.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAU vs. HIGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
GAU
Galiano Gold Inc.
-24.51%105.69%30.86%80.75%4.00%
HIGH
Simplify Enhanced Income ETF
-0.79%4.35%1.52%7.70%0.47%

Correlation

The correlation between GAU and HIGH is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2022

0.10

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Return for Risk

GAU vs. HIGH — Risk / Return Rank

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

GAU
GAU Risk / Return Rank: 5959
Overall Rank
GAU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GAU Sortino Ratio Rank: 5959
Sortino Ratio Rank
GAU Omega Ratio Rank: 5858
Omega Ratio Rank
GAU Calmar Ratio Rank: 6060
Calmar Ratio Rank
GAU Martin Ratio Rank: 5959
Martin Ratio Rank

HIGH
HIGH Risk / Return Rank: 77
Overall Rank
HIGH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 66
Sortino Ratio Rank
HIGH Omega Ratio Rank: 66
Omega Ratio Rank
HIGH Calmar Ratio Rank: 77
Calmar Ratio Rank
HIGH Martin Ratio Rank: 88
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.

GAU vs. HIGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galiano Gold Inc. (GAU) and Simplify Enhanced Income ETF (HIGH). 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.


GAUHIGHDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.15

0.98

+0.17

Calmar ratioReturn relative to maximum drawdown

0.77

-0.15

+0.92

Martin ratioReturn relative to average drawdown

1.66

-0.21

+1.88

GAU vs. HIGH - Sharpe Ratio Comparison

The current GAU Sharpe Ratio is 0.49, which is higher than the HIGH Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of GAU and HIGH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GAU vs. HIGH - Drawdown Comparison

The maximum GAU drawdown since its inception was -96.20%, which is greater than HIGH's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for GAU and HIGH.


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Drawdown Indicators


GAUHIGHDifference

Max Drawdown

Largest peak-to-trough decline

-96.20%

-9.50%

-86.70%

Max Drawdown (1Y)

Largest decline over 1 year

-46.50%

-9.50%

-37.00%

Max Drawdown (3Y)

Largest decline over 3 years

-47.45%

-9.50%

-37.95%

Max Drawdown (5Y)

Largest decline over 5 years

-66.97%

Max Drawdown (10Y)

Largest decline over 10 years

-92.21%

Current Drawdown

Current decline from peak

-79.83%

-7.50%

-72.33%

Average Drawdown

Average peak-to-trough decline

-71.28%

-2.44%

-68.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.42%

6.73%

+14.69%

Volatility

GAU vs. HIGH - Volatility Comparison

Galiano Gold Inc. (GAU) has a higher volatility of 19.73% compared to Simplify Enhanced Income ETF (HIGH) at 1.91%. This indicates that GAU's price experiences larger fluctuations and is considered to be riskier than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAUHIGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.73%

1.91%

+17.82%

Volatility (6M)

Calculated over the trailing 6-month period

52.38%

3.81%

+48.57%

Volatility (1Y)

Calculated over the trailing 1-year period

72.90%

8.79%

+64.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.55%

9.53%

+53.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.49%

9.53%

+55.96%

Dividends

GAU vs. HIGH - Dividend Comparison

GAU has not paid dividends to shareholders, while HIGH's dividend yield for the trailing twelve months is around 7.36%.


PositionTTM2025202420232022
GAU
Galiano Gold Inc.
0.00%0.00%0.00%0.00%0.00%
HIGH
Simplify Enhanced Income ETF
7.36%7.71%8.34%9.40%0.62%

Frequently Asked Questions


GAU and HIGH have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GAU has higher volatility (19.73%) compared to HIGH (1.91%). In terms of maximum drawdown, GAU dropped -96.20% vs HIGH's -9.50%.

GAU currently has the higher Sharpe Ratio (0.49 vs -0.16), 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 GAU and HIGH

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

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