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ION vs. ABX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ION vs. ABX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares S&P Global Core Battery Metals ETF (ION) and Barrick Gold Corporation (ABX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ION achieves a -1.19% return, which is significantly higher than ABX.TO's -14.87% return.


ION

1D
1.88%
1M
-15.33%
YTD
-1.19%
6M
-1.36%
1Y
78.17%
3Y*
13.08%
5Y*
10Y*

ABX.TO

1D
-0.74%
1M
-14.12%
YTD
-14.87%
6M
-16.04%
1Y
81.15%
3Y*
32.47%
5Y*
15.70%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ION vs. ABX.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ION
Proshares S&P Global Core Battery Metals ETF
-1.19%108.37%-20.02%-14.10%-8.45%
ABX.TO
Barrick Gold Corporation
-14.87%187.00%-12.13%8.23%5.99%

Correlation

The correlation between ION and ABX.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2022

0.37

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Return for Risk

ION vs. ABX.TO — Risk / Return Rank

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

ION
ION Risk / Return Rank: 6464
Overall Rank
ION Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ION Sortino Ratio Rank: 6060
Sortino Ratio Rank
ION Omega Ratio Rank: 5858
Omega Ratio Rank
ION Calmar Ratio Rank: 6969
Calmar Ratio Rank
ION Martin Ratio Rank: 6060
Martin Ratio Rank

ABX.TO
ABX.TO Risk / Return Rank: 8585
Overall Rank
ABX.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ABX.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
ABX.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ABX.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ABX.TO Martin Ratio Rank: 8484
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.

ION vs. ABX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares S&P Global Core Battery Metals ETF (ION) and Barrick Gold Corporation (ABX.TO). 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.


IONABX.TODifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

2.93

2.71

+0.22

Martin ratioReturn relative to average drawdown

9.15

6.15

+3.01

ION vs. ABX.TO - Sharpe Ratio Comparison

The current ION Sharpe Ratio is 1.99, which is comparable to the ABX.TO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ION and ABX.TO, 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

ION vs. ABX.TO - Drawdown Comparison

The maximum ION drawdown since its inception was -52.08%, smaller than the maximum ABX.TO drawdown of -88.56%. Use the drawdown chart below to compare losses from any high point for ION and ABX.TO.


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Drawdown Indicators


IONABX.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.08%

-88.56%

+36.48%

Max Drawdown (1Y)

Largest decline over 1 year

-26.85%

-30.10%

+3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-46.47%

-30.10%

-16.37%

Max Drawdown (5Y)

Largest decline over 5 years

-46.90%

Max Drawdown (10Y)

Largest decline over 10 years

-57.25%

Current Drawdown

Current decline from peak

-25.47%

-29.71%

+4.24%

Average Drawdown

Average peak-to-trough decline

-23.60%

-48.24%

+24.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.57%

13.24%

-4.67%

Volatility

ION vs. ABX.TO - Volatility Comparison

The current volatility for Proshares S&P Global Core Battery Metals ETF (ION) is 13.79%, while Barrick Gold Corporation (ABX.TO) has a volatility of 15.23%. This indicates that ION experiences smaller price fluctuations and is considered to be less risky than ABX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IONABX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.79%

15.23%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

32.01%

35.69%

-3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

39.57%

45.91%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.57%

35.57%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.57%

36.48%

-4.91%

Dividends

ION vs. ABX.TO - Dividend Comparison

ION's dividend yield for the trailing twelve months is around 1.50%, less than ABX.TO's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ABX.TO
Barrick Gold Corporation
2.42%1.22%2.46%2.27%5.06%3.96%1.33%0.60%0.65%0.72%0.47%1.43%
ION
Proshares S&P Global Core Battery Metals ETF
1.50%1.63%1.74%2.23%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ION and ABX.TO have a correlation of 0.45, 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 ION and ABX.TO

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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