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IMG.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IMG.TO and ^TNX 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.


Performance

IMG.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IAMGOLD Corporation (IMG.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IMG.TO:

0.72

^TNX:

0.02

Sortino Ratio

IMG.TO:

1.43

^TNX:

0.23

Omega Ratio

IMG.TO:

1.18

^TNX:

1.03

Calmar Ratio

IMG.TO:

0.59

^TNX:

0.02

Martin Ratio

IMG.TO:

4.31

^TNX:

0.11

Ulcer Index

IMG.TO:

10.58%

^TNX:

10.61%

Daily Std Dev

IMG.TO:

57.75%

^TNX:

22.05%

Max Drawdown

IMG.TO:

-93.92%

^TNX:

-93.78%

Current Drawdown

IMG.TO:

-61.19%

^TNX:

-43.92%

Returns By Period

In the year-to-date period, IMG.TO achieves a 15.07% return, which is significantly higher than ^TNX's -1.62% return. Over the past 10 years, IMG.TO has outperformed ^TNX with an annualized return of 11.92%, while ^TNX has yielded a comparatively lower 7.74% annualized return.


IMG.TO

YTD

15.07%

1M

-15.35%

6M

22.32%

1Y

41.09%

5Y*

9.45%

10Y*

11.92%

^TNX

YTD

-1.62%

1M

3.09%

6M

1.08%

1Y

1.21%

5Y*

47.98%

10Y*

7.74%

*Annualized

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Risk-Adjusted Performance

IMG.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

IMG.TO
The Risk-Adjusted Performance Rank of IMG.TO is 7777
Overall Rank
The Sharpe Ratio Rank of IMG.TO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IMG.TO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IMG.TO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IMG.TO is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IMG.TO is 8484
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2424
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2424
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.

IMG.TO vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IMG.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.


The current IMG.TO Sharpe Ratio is 0.72, which is higher than the ^TNX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of IMG.TO and ^TNX, 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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Drawdowns

IMG.TO vs. ^TNX - Drawdown Comparison

The maximum IMG.TO drawdown since its inception was -93.92%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for IMG.TO and ^TNX. For additional features, visit the drawdowns tool.


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Volatility

IMG.TO vs. ^TNX - Volatility Comparison

IAMGOLD Corporation (IMG.TO) has a higher volatility of 18.93% compared to Treasury Yield 10 Years (^TNX) at 6.38%. This indicates that IMG.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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