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GOLD.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

GOLD.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in GoldMining Inc. (GOLD.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GOLD.TO achieves a -29.65% return, which is significantly lower than ^TNX's 13.07% return.


GOLD.TO

1D
3.42%
1M
-6.20%
6M
-45.50%
YTD
-29.65%
1Y
15.24%
3Y*
-0.81%
5Y*
-6.01%
10Y*
ALL TIME*
2.40%

^TNX

1D
1.13%
1M
2.71%
6M
9.70%
YTD
13.07%
1Y
5.88%
3Y*
8.44%
5Y*
31.77%
10Y*
12.12%
ALL TIME*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLD.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GOLD.TO
GoldMining Inc.
-29.65%49.57%-11.54%-15.58%0.65%-44.77%108.27%70.51%-22.00%
^TNX
Cboe 10-Year Treasury Note Yield Index
13.07%-13.12%28.30%-2.71%172.80%64.80%-53.35%-31.50%-2.31%

Correlation

The correlation between GOLD.TO and ^TNX is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.15

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

-0.16

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Return for Risk

GOLD.TO vs. ^TNX — Risk / Return Rank

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

GOLD.TO
GOLD.TO Risk / Return Rank: 5353
Overall Rank
GOLD.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GOLD.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
GOLD.TO Omega Ratio Rank: 5353
Omega Ratio Rank
GOLD.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
GOLD.TO Martin Ratio Rank: 5252
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1515
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
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.

GOLD.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GoldMining Inc. (GOLD.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.


GOLD.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.10

1.07

+0.03

Calmar ratioReturn relative to maximum drawdown

0.25

0.56

-0.31

Martin ratioReturn relative to average drawdown

0.47

1.23

-0.76

GOLD.TO vs. ^TNX - Sharpe Ratio Comparison

The current GOLD.TO Sharpe Ratio is 0.23, which is lower than the ^TNX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GOLD.TO and ^TNX, 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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Drawdowns

GOLD.TO vs. ^TNX - Drawdown Comparison

The maximum GOLD.TO drawdown since its inception was -74.14%, smaller than the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for GOLD.TO and ^TNX.


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Drawdown Indicators


GOLD.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-89.94%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-60.27%

-10.53%

-49.74%

Max Drawdown (3Y)

Largest decline over 3 years

-60.27%

-28.13%

-32.14%

Max Drawdown (5Y)

Largest decline over 5 years

-60.32%

-28.13%

-32.19%

Max Drawdown (10Y)

Largest decline over 10 years

-83.97%

Current Drawdown

Current decline from peak

-68.07%

-6.90%

-61.17%

Average Drawdown

Average peak-to-trough decline

-46.47%

-44.63%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.31%

5.15%

+27.16%

Volatility

GOLD.TO vs. ^TNX - Volatility Comparison

GoldMining Inc. (GOLD.TO) has a higher volatility of 13.72% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 4.38%. This indicates that GOLD.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOLD.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.72%

4.38%

+9.34%

Volatility (6M)

Calculated over the trailing 6-month period

50.99%

11.80%

+39.19%

Volatility (1Y)

Calculated over the trailing 1-year period

67.12%

15.46%

+51.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.90%

32.06%

+19.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.98%

48.34%

+6.64%

Frequently Asked Questions


GOLD.TO and ^TNX have a correlation of -0.20, 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 GOLD.TO and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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