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GMD.AX vs. CGAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GMD.AX vs. CGAU - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Genesis Minerals Limited (GMD.AX) and Centerra Gold Inc (CGAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GMD.AX is traded in AUD, while CGAU is traded in USD. To make them comparable, the CGAU values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GMD.AX achieves a -22.62% return, which is significantly lower than CGAU's 1.21% return.


GMD.AX

1D
-4.92%
1M
-4.92%
YTD
-22.62%
6M
-12.34%
1Y
18.86%
3Y*
66.98%
5Y*
53.09%
10Y*
40.56%

CGAU

1D
-8.48%
1M
-12.64%
YTD
1.21%
6M
9.54%
1Y
89.82%
3Y*
37.12%
5Y*
18.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMD.AX vs. CGAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GMD.AX
Genesis Minerals Limited
-22.62%193.52%37.99%43.20%-24.24%162.78%
CGAU
Centerra Gold Inc
1.21%140.65%8.47%19.46%-28.09%-12.85%

Correlation

The correlation between GMD.AX and CGAU is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.03

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Return for Risk

GMD.AX vs. CGAU — Risk / Return Rank

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

GMD.AX
GMD.AX Risk / Return Rank: 5050
Overall Rank
GMD.AX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GMD.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
GMD.AX Omega Ratio Rank: 4848
Omega Ratio Rank
GMD.AX Calmar Ratio Rank: 5151
Calmar Ratio Rank
GMD.AX Martin Ratio Rank: 5252
Martin Ratio Rank

CGAU
CGAU Risk / Return Rank: 8686
Overall Rank
CGAU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CGAU Sortino Ratio Rank: 8181
Sortino Ratio Rank
CGAU Omega Ratio Rank: 8282
Omega Ratio Rank
CGAU Calmar Ratio Rank: 8888
Calmar Ratio Rank
CGAU Martin Ratio Rank: 8989
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.

GMD.AX vs. CGAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genesis Minerals Limited (GMD.AX) and Centerra Gold Inc (CGAU). 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.


GMD.AXCGAUDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.10

1.31

-0.22

Calmar ratioReturn relative to maximum drawdown

0.43

3.44

-3.01

Martin ratioReturn relative to average drawdown

0.95

9.90

-8.95

GMD.AX vs. CGAU - Sharpe Ratio Comparison

The current GMD.AX Sharpe Ratio is 0.27, which is lower than the CGAU Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GMD.AX and CGAU, 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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Sharpe Ratios by Period


GMD.AXCGAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.90

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.43

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.32

-0.26

Drawdowns

GMD.AX vs. CGAU - Drawdown Comparison

The maximum GMD.AX drawdown since its inception was -99.08%, which is greater than CGAU's maximum drawdown of -58.36%. Use the drawdown chart below to compare losses from any high point for GMD.AX and CGAU.


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Drawdown Indicators


GMD.AXCGAUDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-58.36%

-40.72%

Max Drawdown (1Y)

Largest decline over 1 year

-36.46%

-26.25%

-10.21%

Max Drawdown (3Y)

Largest decline over 3 years

-36.46%

-26.25%

-10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-54.36%

-58.36%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-62.50%

Current Drawdown

Current decline from peak

-33.37%

-26.25%

-7.12%

Average Drawdown

Average peak-to-trough decline

-72.68%

-24.32%

-48.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.68%

9.23%

+7.45%

Volatility

GMD.AX vs. CGAU - Volatility Comparison

Genesis Minerals Limited (GMD.AX) has a higher volatility of 19.32% compared to Centerra Gold Inc (CGAU) at 14.92%. This indicates that GMD.AX's price experiences larger fluctuations and is considered to be riskier than CGAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMD.AXCGAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.32%

14.92%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

45.10%

37.98%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

58.00%

47.63%

+10.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.00%

42.99%

+41.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.78%

45.19%

+34.59%

Dividends

GMD.AX vs. CGAU - Dividend Comparison

GMD.AX has not paid dividends to shareholders, while CGAU's dividend yield for the trailing twelve months is around 1.33%.


PositionTTM202520242023
CGAU
Centerra Gold Inc
1.33%1.39%3.59%3.45%
GMD.AX
Genesis Minerals Limited
0.00%0.00%0.00%0.00%

Financials

GMD.AX vs. CGAU - Financials Comparison

This section allows you to compare key financial metrics between Genesis Minerals Limited and Centerra Gold Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. GMD.AX values in AUD, CGAU values in USD

Frequently Asked Questions


GMD.AX and CGAU have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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