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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 Treasury Yield 10 Years (^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 -12.79% return, which is significantly lower than ^TNX's 9.25% return. Over the past 10 years, GOLD.TO has outperformed ^TNX with an annualized return of 20.13%, while ^TNX has yielded a comparatively lower 10.97% annualized return.


GOLD.TO

1D
-3.85%
1M
-6.25%
YTD
-12.79%
6M
-25.00%
1Y
40.19%
3Y*
23.02%
5Y*
26.13%
10Y*
20.13%

^TNX

1D
1.22%
1M
3.03%
YTD
9.25%
6M
10.27%
1Y
1.99%
3Y*
8.00%
5Y*
27.08%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLD.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOLD.TO
GoldMining Inc.
-12.79%49.57%26.55%17.53%59.76%-12.88%140.75%93.82%-41.35%-34.16%
^TNX
Treasury Yield 10 Years
9.25%-13.14%28.45%-2.53%174.83%63.40%-53.02%-32.07%21.16%-7.94%

Correlation

The correlation between GOLD.TO and ^TNX is -0.21, 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

-0.21

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

-0.20

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

-0.18

Correlation (10Y)
Calculated over the trailing 10-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since May 17, 2011

-0.14

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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: 5858
Overall Rank
GOLD.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GOLD.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
GOLD.TO Omega Ratio Rank: 5858
Omega Ratio Rank
GOLD.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
GOLD.TO Martin Ratio Rank: 5656
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1212
Overall Rank
^TNX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1111
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1111
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1212
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1212
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 Treasury Yield 10 Years (^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.


GOLD.TO^TNXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.12

+0.52

Sortino ratio

Return per unit of downside risk

1.25

0.29

+0.96

Omega ratio

Gain probability vs. loss probability

1.16

1.03

+0.13

Calmar ratio

Return relative to maximum drawdown

0.81

0.16

+0.65

Martin ratio

Return relative to average drawdown

1.58

0.32

+1.26

GOLD.TO vs. ^TNX - Sharpe Ratio Comparison

The current GOLD.TO Sharpe Ratio is 0.64, which is higher than the ^TNX Sharpe Ratio of 0.12. 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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Sharpe Ratios by Period


GOLD.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.12

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.82

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.23

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.05

+0.21

Drawdowns

GOLD.TO vs. ^TNX - Drawdown Comparison

The maximum GOLD.TO drawdown since its inception was -76.83%, smaller than the maximum ^TNX drawdown of -83.97%. 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

-76.83%

-83.97%

+7.14%

Max Drawdown (1Y)

Largest decline over 1 year

-50.00%

-12.47%

-37.53%

Max Drawdown (3Y)

Largest decline over 3 years

-50.00%

-28.10%

-21.90%

Max Drawdown (5Y)

Largest decline over 5 years

-50.00%

-28.10%

-21.90%

Max Drawdown (10Y)

Largest decline over 10 years

-76.83%

-83.93%

+7.10%

Current Drawdown

Current decline from peak

-48.63%

-9.63%

-39.00%

Average Drawdown

Average peak-to-trough decline

-36.75%

-32.52%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.54%

6.24%

+19.30%

Volatility

GOLD.TO vs. ^TNX - Volatility Comparison

GoldMining Inc. (GOLD.TO) has a higher volatility of 13.89% compared to Treasury Yield 10 Years (^TNX) at 5.28%. 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

13.89%

5.28%

+8.61%

Volatility (6M)

Calculated over the trailing 6-month period

48.34%

11.60%

+36.74%

Volatility (1Y)

Calculated over the trailing 1-year period

63.58%

17.01%

+46.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.19%

33.42%

+21.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.68%

48.26%

+9.42%

Frequently Asked Questions


GOLD.TO and ^TNX have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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