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GNOM vs. TMQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GNOM and TMQ is 0.22, 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.


-0.50.00.51.00.2

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-14.14%
77.75%
GNOM
TMQ

Key characteristics

Sharpe Ratio

GNOM:

-0.44

TMQ:

1.39

Sortino Ratio

GNOM:

-0.46

TMQ:

3.31

Omega Ratio

GNOM:

0.95

TMQ:

1.41

Calmar Ratio

GNOM:

-0.19

TMQ:

1.78

Martin Ratio

GNOM:

-0.97

TMQ:

7.73

Ulcer Index

GNOM:

12.60%

TMQ:

21.24%

Daily Std Dev

GNOM:

27.59%

TMQ:

117.67%

Max Drawdown

GNOM:

-68.54%

TMQ:

-96.55%

Current Drawdown

GNOM:

-65.55%

TMQ:

-74.58%

Returns By Period

In the year-to-date period, GNOM achieves a -1.08% return, which is significantly lower than TMQ's 3.45% return.


GNOM

YTD

-1.08%

1M

-1.08%

6M

-14.15%

1Y

-11.64%

5Y*

-10.01%

10Y*

N/A

TMQ

YTD

3.45%

1M

9.09%

6M

77.78%

1Y

164.20%

5Y*

-13.75%

10Y*

7.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GNOM vs. TMQ — Risk-Adjusted Performance Rank

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

GNOM
The Risk-Adjusted Performance Rank of GNOM is 33
Overall Rank
The Sharpe Ratio Rank of GNOM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GNOM is 33
Sortino Ratio Rank
The Omega Ratio Rank of GNOM is 44
Omega Ratio Rank
The Calmar Ratio Rank of GNOM is 44
Calmar Ratio Rank
The Martin Ratio Rank of GNOM is 33
Martin Ratio Rank

TMQ
The Risk-Adjusted Performance Rank of TMQ is 8989
Overall Rank
The Sharpe Ratio Rank of TMQ is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TMQ is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TMQ is 9191
Omega Ratio Rank
The Calmar Ratio Rank of TMQ is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TMQ is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GNOM vs. TMQ - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GNOM, currently valued at -0.44, compared to the broader market0.002.004.00-0.441.39
The chart of Sortino ratio for GNOM, currently valued at -0.46, compared to the broader market0.005.0010.00-0.463.31
The chart of Omega ratio for GNOM, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.003.500.951.41
The chart of Calmar ratio for GNOM, currently valued at -0.19, compared to the broader market0.005.0010.0015.00-0.191.87
The chart of Martin ratio for GNOM, currently valued at -0.97, compared to the broader market0.0020.0040.0060.0080.00100.00-0.977.73
GNOM
TMQ

The current GNOM Sharpe Ratio is -0.44, which is lower than the TMQ Sharpe Ratio of 1.39. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.44
1.39
GNOM
TMQ

Dividends

GNOM vs. TMQ - Dividend Comparison

Neither GNOM nor TMQ has paid dividends to shareholders.


TTM20242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
0.00%0.00%0.00%0.00%0.04%0.14%
TMQ
Trilogy Metals Inc.
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 -68.54%, 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. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-65.55%
-61.41%
GNOM
TMQ

Volatility

GNOM vs. TMQ - Volatility Comparison

The current volatility for Global X Genomics & Biotechnology ETF (GNOM) is 8.48%, while Trilogy Metals Inc. (TMQ) has a volatility of 17.56%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
8.48%
17.56%
GNOM
TMQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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