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IDT vs. PZG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IDT vs. PZG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDT Corporation (IDT) and Paramount Gold Nevada Corp. (PZG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDT achieves a 7.74% return, which is significantly higher than PZG's -7.14% return. Over the past 10 years, IDT has outperformed PZG with an annualized return of 18.43%, while PZG has yielded a comparatively lower -3.20% annualized return.


IDT

1D
-1.77%
1M
2.91%
YTD
7.74%
6M
15.07%
1Y
-19.36%
3Y*
26.67%
5Y*
6.31%
10Y*
18.43%

PZG

1D
-1.68%
1M
-18.75%
YTD
-7.14%
6M
1.74%
1Y
103.90%
3Y*
59.19%
5Y*
2.58%
10Y*
-3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDT vs. PZG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDT
IDT Corporation
7.74%8.22%40.09%21.02%-36.21%257.28%71.43%16.48%-29.46%-38.46%
PZG
Paramount Gold Nevada Corp.
-7.14%268.42%-8.80%8.70%-50.62%-40.29%51.28%-6.82%-36.15%-26.97%

Correlation

The correlation between IDT and PZG is 0.08, 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

0.08

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

0.04

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

0.05

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

0.05

Correlation (All Time)
Calculated using the full available price history since May 9, 2006

0.09

Fundamentals

Market Cap

IDT:

$1.37B

PZG:

$97.27M

EPS

IDT:

$3.26

PZG:

-$0.09

PB Ratio

IDT:

3.84

PZG:

2.75

Total Revenue (TTM)

IDT:

$1.28B

PZG:

$0.00

Gross Profit (TTM)

IDT:

$476.45M

PZG:

-$892.14K

EBITDA (TTM)

IDT:

$130.53M

PZG:

-$11.01M

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Return for Risk

IDT vs. PZG — Risk / Return Rank

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

IDT
IDT Risk / Return Rank: 2020
Overall Rank
IDT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IDT Sortino Ratio Rank: 1818
Sortino Ratio Rank
IDT Omega Ratio Rank: 1616
Omega Ratio Rank
IDT Calmar Ratio Rank: 2121
Calmar Ratio Rank
IDT Martin Ratio Rank: 2727
Martin Ratio Rank

PZG
PZG Risk / Return Rank: 7777
Overall Rank
PZG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PZG Sortino Ratio Rank: 8080
Sortino Ratio Rank
PZG Omega Ratio Rank: 7676
Omega Ratio Rank
PZG Calmar Ratio Rank: 7474
Calmar Ratio Rank
PZG Martin Ratio Rank: 7575
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.

IDT vs. PZG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) and Paramount Gold Nevada Corp. (PZG). 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.


IDTPZGDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

0.91

1.26

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.59

1.86

-2.45

Martin ratioReturn relative to average drawdown

-0.82

4.65

-5.46

IDT vs. PZG - Sharpe Ratio Comparison

The current IDT Sharpe Ratio is -0.61, which is lower than the PZG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IDT and PZG, 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


IDTPZGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

1.44

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.04

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

-0.05

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.09

+0.21

Drawdowns

IDT vs. PZG - Drawdown Comparison

The maximum IDT drawdown since its inception was -99.05%, which is greater than PZG's maximum drawdown of -93.81%. Use the drawdown chart below to compare losses from any high point for IDT and PZG.


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Drawdown Indicators


IDTPZGDifference

Max Drawdown

Largest peak-to-trough decline

-99.05%

-93.81%

-5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-33.19%

-56.18%

+22.99%

Max Drawdown (3Y)

Largest decline over 3 years

-33.19%

-56.18%

+22.99%

Max Drawdown (5Y)

Largest decline over 5 years

-66.93%

-74.05%

+7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-72.52%

-90.14%

+17.62%

Current Drawdown

Current decline from peak

-20.88%

-73.53%

+52.65%

Average Drawdown

Average peak-to-trough decline

-50.34%

-68.57%

+18.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.78%

22.43%

+1.35%

Volatility

IDT vs. PZG - Volatility Comparison

The current volatility for IDT Corporation (IDT) is 7.57%, while Paramount Gold Nevada Corp. (PZG) has a volatility of 19.29%. This indicates that IDT experiences smaller price fluctuations and is considered to be less risky than PZG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDTPZGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

19.29%

-11.72%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

58.36%

-40.94%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

72.88%

-41.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.59%

62.90%

-20.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.61%

60.72%

-6.11%

Dividends

IDT vs. PZG - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.45%, while PZG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDT
IDT Corporation
0.45%0.47%0.42%0.00%0.00%0.00%0.00%0.00%2.68%8.96%3.93%11.75%
PZG
Paramount Gold Nevada Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

IDT vs. PZG - Financials Comparison

This section allows you to compare key financial metrics between IDT Corporation and Paramount Gold Nevada Corp.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
315.71M
0
(IDT) Total Revenue
(PZG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IDT and PZG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZG has higher volatility (19.29%) compared to IDT (7.57%). In terms of maximum drawdown, IDT dropped -99.05% vs PZG's -93.81%.

PZG currently has the higher Sharpe Ratio (1.44 vs -0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IDT and PZG

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