IMPP vs. GAU

Last updated Apr 1, 2026

Compare and contrast key facts about Imperial Petroleum Inc. (IMPP) and Galiano Gold Inc. (GAU).

Performance

IMPP vs. GAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Petroleum Inc. (IMPP) and Galiano Gold Inc. (GAU). The values are adjusted to include any dividend payments, if applicable.

IMPP vs. GAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IMPP Imperial Petroleum Inc.	18.23%	20.27%	14.02%	-15.38%	-88.73%	-54.85%
GAU Galiano Gold Inc.	-0.79%	105.69%	30.86%	80.75%	-25.69%	-4.66%

Fundamentals

Market Cap IMPP : $175.93M GAU : $652.06M
EPS IMPP : $1.33 GAU : -$0.11
PS Ratio IMPP : 1.00 GAU : 1.99
PB Ratio IMPP : 0.33 GAU : 2.98
Total Revenue (TTM) IMPP : $161.00M GAU : $328.44M
Gross Profit (TTM) IMPP : $46.21M GAU : $86.01M
EBITDA (TTM) IMPP : $74.45M GAU : $26.60M

Returns By Period

In the year-to-date period, IMPP achieves a 18.23% return, which is significantly higher than GAU's -0.79% return.

IMPP

• 1D: -2.73%
• 1M: 0.71%
• YTD: 18.23%
• 6M: -10.46%
• 1Y: 74.69%
• 3Y*: 19.55%
• 5Y*: —
• 10Y*: —

GAU

• 1D: 9.13%
• 1M: -28.69%
• YTD: -0.79%
• 6M: 14.61%
• 1Y: 102.42%
• 3Y*: 62.65%
• 5Y*: 16.29%
• 10Y*: 1.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IMPP vs. GAU — Risk / Return Rank

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

IMPP

IMPP Risk / Return Rank: 75
IMPP Sharpe Ratio Rank: 80
IMPP Sortino Ratio Rank: 77
IMPP Omega Ratio Rank: 76
IMPP Calmar Ratio Rank: 71
IMPP Martin Ratio Rank: 69

GAU

GAU Risk / Return Rank: 80
GAU Sharpe Ratio Rank: 81
GAU Sortino Ratio Rank: 78
GAU Omega Ratio Rank: 76
GAU Calmar Ratio Rank: 83
GAU Martin Ratio Rank: 82

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.

IMPP vs. GAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Petroleum Inc. (IMPP) and Galiano Gold Inc. (GAU). 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.

	IMPP	GAU	Difference
Sharpe ratio Return per unit of total volatility	1.23	1.29	-0.06
Sortino ratio Return per unit of downside risk	1.92	1.98	-0.05
Omega ratio Gain probability vs. loss probability	1.25	1.25	0.00
Calmar ratio Return relative to maximum drawdown	1.47	2.67	-1.20
Martin ratio Return relative to average drawdown	3.25	6.55	-3.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMPP vs. GAU - Sharpe Ratio Comparison

The current IMPP Sharpe Ratio is 1.23, which is comparable to the GAU Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IMPP and GAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IMPP	GAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	1.29	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.34	-0.04	-0.30

Correlation

The correlation between IMPP and GAU is 0.15, 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.

Dividends

IMPP vs. GAU - Dividend Comparison

Neither IMPP nor GAU has paid dividends to shareholders.

	TTM	2025	2024	2023
IMPP Imperial Petroleum Inc.	0.00%	0.00%	0.00%	22.63%
GAU Galiano Gold Inc.	0.00%	0.00%	0.00%	0.00%

Drawdowns

IMPP vs. GAU - Drawdown Comparison

The maximum IMPP drawdown since its inception was -98.75%, roughly equal to the maximum GAU drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for IMPP and GAU.

Drawdown Indicators

	IMPP	GAU	Difference
Max Drawdown Largest peak-to-trough decline	-98.75%	-96.20%	-2.55%
Max Drawdown (1Y) Largest decline over 1 year	-49.29%	-38.94%	-10.35%
Max Drawdown (5Y) Largest decline over 5 years	—	-74.10%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-92.21%	—
Current Drawdown Current decline from peak	-95.59%	-73.50%	-22.09%
Average Drawdown Average peak-to-trough decline	-93.65%	-71.25%	-22.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.36%	15.88%	+6.48%

Volatility

IMPP vs. GAU - Volatility Comparison

The current volatility for Imperial Petroleum Inc. (IMPP) is 17.80%, while Galiano Gold Inc. (GAU) has a volatility of 22.63%. This indicates that IMPP experiences smaller price fluctuations and is considered to be less risky than GAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMPP	GAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.80%	22.63%	-4.83%
Volatility (6M) Calculated over the trailing 6-month period	51.77%	56.35%	-4.58%
Volatility (1Y) Calculated over the trailing 1-year period	61.12%	79.63%	-18.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.78%	62.29%	+72.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	134.78%	65.90%	+68.88%

Financials