PortfoliosLab logoPortfoliosLab logo
GLDM vs. CCO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. CCO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and Cameco Corporation (CCO.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLDM achieves a -2.40% return, which is significantly lower than CCO.TO's 9.98% return.


GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*

CCO.TO

1D
1.98%
1M
-6.40%
YTD
9.98%
6M
10.38%
1Y
51.89%
3Y*
47.76%
5Y*
36.56%
10Y*
25.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. CCO.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%
CCO.TO
Cameco Corporation
9.98%78.52%19.50%91.06%5.05%62.26%52.26%-21.75%2.26%

Correlation

The correlation between GLDM and CCO.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.24

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.17

The correlation between GLDM and CCO.TO shifts across timeframes, from 0.17 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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

GLDM vs. CCO.TO — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
Martin Ratio Rank

CCO.TO
CCO.TO Risk / Return Rank: 7575
Overall Rank
CCO.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CCO.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
CCO.TO Omega Ratio Rank: 7070
Omega Ratio Rank
CCO.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CCO.TO Martin Ratio Rank: 7777
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.

GLDM vs. CCO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and Cameco Corporation (CCO.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.

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.


GLDMCCO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.00

1.86

-0.86

Martin ratioReturn relative to average drawdown

2.87

4.54

-1.67

GLDM vs. CCO.TO - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 0.90, which is comparable to the CCO.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GLDM and CCO.TO, 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

GLDM vs. CCO.TO - Drawdown Comparison

The maximum GLDM drawdown since its inception was -24.35%, smaller than the maximum CCO.TO drawdown of -87.72%. Use the drawdown chart below to compare losses from any high point for GLDM and CCO.TO.


Loading charts...

Drawdown Indicators


GLDMCCO.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-87.72%

+63.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.35%

-28.99%

+4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-40.43%

+16.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-40.43%

+16.08%

Max Drawdown (10Y)

Largest decline over 10 years

-56.56%

Current Drawdown

Current decline from peak

-21.96%

-24.48%

+2.52%

Average Drawdown

Average peak-to-trough decline

-6.27%

-51.22%

+44.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

11.83%

-3.39%

Volatility

GLDM vs. CCO.TO - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 7.73%, while Cameco Corporation (CCO.TO) has a volatility of 17.58%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than CCO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDMCCO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

17.58%

-9.85%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

38.85%

-14.92%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

54.34%

-27.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

48.56%

-30.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

45.66%

-28.68%

Dividends

GLDM vs. CCO.TO - Dividend Comparison

GLDM has not paid dividends to shareholders, while CCO.TO's dividend yield for the trailing twelve months is around 0.17%.


PositionTTM20252024202320222021202020192018201720162015
CCO.TO
Cameco Corporation
0.17%0.19%0.22%0.21%0.39%0.29%0.47%0.69%0.52%3.45%2.85%2.34%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLDM and CCO.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for GLDM and CCO.TO

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