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GNOM vs. TMQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNOM vs. TMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) and Trilogy Metals Inc. (TMQ). The values are adjusted to include any dividend payments, if applicable.

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GNOM vs. TMQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GNOM
Global X Genomics & Biotechnology ETF
-2.79%18.65%-15.99%-8.63%-36.27%-15.93%51.52%1.56%
TMQ
Trilogy Metals Inc.
-12.53%271.55%169.77%-21.82%-66.67%-17.50%-23.08%3.17%

Returns By Period

In the year-to-date period, GNOM achieves a -2.79% return, which is significantly higher than TMQ's -12.53% return.


GNOM

1D
1.02%
1M
-6.22%
YTD
-2.79%
6M
12.23%
1Y
44.15%
3Y*
-3.13%
5Y*
-13.13%
10Y*

TMQ

1D
5.01%
1M
-16.78%
YTD
-12.53%
6M
65.35%
1Y
137.11%
3Y*
91.96%
5Y*
11.58%
10Y*
26.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GNOM vs. TMQ — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 7373
Overall Rank
GNOM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 7777
Sortino Ratio Rank
GNOM Omega Ratio Rank: 6868
Omega Ratio Rank
GNOM Calmar Ratio Rank: 7878
Calmar Ratio Rank
GNOM Martin Ratio Rank: 6969
Martin Ratio Rank

TMQ
TMQ Risk / Return Rank: 7979
Overall Rank
TMQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TMQ Sortino Ratio Rank: 9696
Sortino Ratio Rank
TMQ Omega Ratio Rank: 9393
Omega Ratio Rank
TMQ Calmar Ratio Rank: 7777
Calmar Ratio Rank
TMQ Martin Ratio Rank: 6969
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.

GNOM vs. TMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) and Trilogy Metals Inc. (TMQ). 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.


GNOMTMQDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.58

+0.84

Sortino ratio

Return per unit of downside risk

2.04

3.72

-1.68

Omega ratio

Gain probability vs. loss probability

1.26

1.45

-0.20

Calmar ratio

Return relative to maximum drawdown

2.25

2.06

+0.19

Martin ratio

Return relative to average drawdown

7.43

3.53

+3.90

GNOM vs. TMQ - Sharpe Ratio Comparison

The current GNOM Sharpe Ratio is 1.43, which is higher than the TMQ Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of GNOM and TMQ, 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


GNOMTMQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.58

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.09

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.02

-0.11

Correlation

The correlation between GNOM and TMQ is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GNOM vs. TMQ - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.41%, while TMQ has not paid dividends to shareholders.


TTM202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
1.41%1.37%0.00%0.00%0.00%0.03%0.14%
TMQ
Trilogy Metals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GNOM vs. TMQ - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, smaller than the maximum TMQ drawdown of -96.55%. Use the drawdown chart below to compare losses from any high point for GNOM and TMQ.


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Drawdown Indicators


GNOMTMQDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-96.55%

+21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-69.62%

+51.45%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

-87.61%

+15.32%

Max Drawdown (10Y)

Largest decline over 10 years

-88.01%

Current Drawdown

Current decline from peak

-59.83%

-64.43%

+4.60%

Average Drawdown

Average peak-to-trough decline

-40.12%

-72.11%

+31.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

40.57%

-35.06%

Volatility

GNOM vs. TMQ - Volatility Comparison

The current volatility for Global X Genomics & Biotechnology ETF (GNOM) is 10.76%, while Trilogy Metals Inc. (TMQ) has a volatility of 19.20%. This indicates that GNOM experiences smaller price fluctuations and is considered to be less risky than TMQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNOMTMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.76%

19.20%

-8.44%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

142.85%

-123.14%

Volatility (1Y)

Calculated over the trailing 1-year period

31.21%

237.38%

-206.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.65%

128.10%

-94.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.30%

102.28%

-67.98%