LGD.TO vs. HSLV.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Liberty Gold Corp. (LGD.TO) and Highlander Silver Corp (HSLV.TO).

Performance

LGD.TO vs. HSLV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Liberty Gold Corp. (LGD.TO) and Highlander Silver Corp (HSLV.TO). The values are adjusted to include any dividend payments, if applicable.

LGD.TO vs. HSLV.TO - Yearly Performance Comparison

	2026 (YTD)	2025
LGD.TO Liberty Gold Corp.	40.96%	167.74%
HSLV.TO Highlander Silver Corp	53.11%	144.70%

Returns By Period

In the year-to-date period, LGD.TO achieves a 40.96% return, which is significantly lower than HSLV.TO's 53.11% return.

LGD.TO

• 1D: 8.33%
• 1M: -25.95%
• YTD: 40.96%
• 6M: 85.71%
• 1Y: 244.12%
• 3Y*: 25.64%
• 5Y*: -4.07%
• 10Y*: 8.04%

HSLV.TO

• 1D: 12.92%
• 1M: -19.58%
• YTD: 53.11%
• 6M: 89.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

LGD.TO vs. HSLV.TO — Risk / Return Rank

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

LGD.TO

LGD.TO Risk / Return Rank: 96
LGD.TO Sharpe Ratio Rank: 98
LGD.TO Sortino Ratio Rank: 96
LGD.TO Omega Ratio Rank: 94
LGD.TO Calmar Ratio Rank: 96
LGD.TO Martin Ratio Rank: 97

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.

LGD.TO vs. HSLV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Gold Corp. (LGD.TO) and Highlander Silver Corp (HSLV.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.

	LGD.TO	HSLV.TO	Difference
Sharpe ratio Return per unit of total volatility	3.51	—	—
Sortino ratio Return per unit of downside risk	3.68	—	—
Omega ratio Gain probability vs. loss probability	1.47	—	—
Calmar ratio Return relative to maximum drawdown	6.05	—	—
Martin ratio Return relative to average drawdown	20.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LGD.TO	HSLV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.51	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	4.53	-4.49

Correlation

The correlation between LGD.TO and HSLV.TO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LGD.TO vs. HSLV.TO - Dividend Comparison

Neither LGD.TO nor HSLV.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LGD.TO vs. HSLV.TO - Drawdown Comparison

The maximum LGD.TO drawdown since its inception was -99.66%, which is greater than HSLV.TO's maximum drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for LGD.TO and HSLV.TO.

Drawdown Indicators

	LGD.TO	HSLV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-99.66%	-35.12%	-64.54%
Max Drawdown (1Y) Largest decline over 1 year	-41.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-87.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-90.04%	—	—
Current Drawdown Current decline from peak	-98.25%	-21.98%	-76.27%
Average Drawdown Average peak-to-trough decline	-75.96%	-7.06%	-68.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.32%	—	—

Volatility

Volatility by Period

	LGD.TO	HSLV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	50.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	70.05%	74.40%	-4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.95%	74.40%	-7.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.97%	74.40%	-9.43%

Financials