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GDMN vs. SSRM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDMN vs. SSRM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and SSR Mining Inc. (SSRM.TO). The values are adjusted to include any dividend payments, if applicable.

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GDMN vs. SSRM.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
8.77%237.09%28.23%12.97%-14.62%5.11%
SSRM.TO
SSR Mining Inc.
34.05%214.06%-34.97%-29.67%-10.25%2.85%
Different Trading Currencies

GDMN is traded in USD, while SSRM.TO is traded in CAD. To make them comparable, the SSRM.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDMN achieves a 8.77% return, which is significantly lower than SSRM.TO's 34.05% return.


GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*

SSRM.TO

1D
12.03%
1M
-8.59%
YTD
34.05%
6M
20.39%
1Y
193.16%
3Y*
25.60%
5Y*
15.23%
10Y*
18.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GDMN vs. SSRM.TO — Risk / Return Rank

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

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
Martin Ratio Rank

SSRM.TO
SSRM.TO Risk / Return Rank: 9494
Overall Rank
SSRM.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SSRM.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
SSRM.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SSRM.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
SSRM.TO Martin Ratio Rank: 9595
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.

GDMN vs. SSRM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and SSR Mining Inc. (SSRM.TO). 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.


GDMNSSRM.TODifference

Sharpe ratio

Return per unit of total volatility

2.20

3.03

-0.83

Sortino ratio

Return per unit of downside risk

2.34

3.13

-0.80

Omega ratio

Gain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

3.69

5.50

-1.81

Martin ratio

Return relative to average drawdown

12.63

16.61

-3.98

GDMN vs. SSRM.TO - Sharpe Ratio Comparison

The current GDMN Sharpe Ratio is 2.20, which is comparable to the SSRM.TO Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of GDMN and SSRM.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GDMNSSRM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

3.03

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.07

+0.86

Correlation

The correlation between GDMN and SSRM.TO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GDMN vs. SSRM.TO - Dividend Comparison

GDMN's dividend yield for the trailing twelve months is around 2.48%, while SSRM.TO has not paid dividends to shareholders.


TTM20252024202320222021
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%0.00%
SSRM.TO
SSR Mining Inc.
0.00%0.00%0.00%3.16%1.71%1.12%

Drawdowns

GDMN vs. SSRM.TO - Drawdown Comparison

The maximum GDMN drawdown since its inception was -52.82%, smaller than the maximum SSRM.TO drawdown of -89.24%. Use the drawdown chart below to compare losses from any high point for GDMN and SSRM.TO.


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Drawdown Indicators


GDMNSSRM.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.82%

-90.04%

+37.22%

Max Drawdown (1Y)

Largest decline over 1 year

-39.03%

-30.54%

-8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-81.63%

Max Drawdown (10Y)

Largest decline over 10 years

-82.64%

Current Drawdown

Current decline from peak

-28.60%

-9.84%

-18.76%

Average Drawdown

Average peak-to-trough decline

-18.45%

-51.10%

+32.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

10.42%

+0.97%

Volatility

GDMN vs. SSRM.TO - Volatility Comparison

The current volatility for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) is 24.97%, while SSR Mining Inc. (SSRM.TO) has a volatility of 29.24%. This indicates that GDMN experiences smaller price fluctuations and is considered to be less risky than SSRM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDMNSSRM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.97%

29.24%

-4.27%

Volatility (6M)

Calculated over the trailing 6-month period

53.89%

51.54%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

63.99%

64.68%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.19%

55.12%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.19%

52.86%

-5.67%