LUG.TO vs. CHPS.TO
LUG.TO (Lundin Gold Inc.) is a stock, while CHPS.TO (Global X Artificial Intelligence Semiconductor Index ETF) is Semiconductors fund tracking the PHLX US AI Semiconductor Index. Over the past 5 years, LUG.TO returned 57.58%/yr vs 26.95%/yr for CHPS.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
LUG.TO vs. CHPS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LUG.TO achieves a -26.33% return, which is significantly lower than CHPS.TO's 48.86% return.
LUG.TO
- 1D
- 0.07%
- 1M
- -2.06%
- 6M
- -30.56%
- YTD
- -26.33%
- 1Y
- 33.97%
- 3Y*
- 71.38%
- 5Y*
- 57.58%
- 10Y*
- 33.19%
- ALL TIME*
- 7.85%
CHPS.TO
- 1D
- 0.77%
- 1M
- -13.89%
- 6M
- 33.52%
- YTD
- 48.86%
- 1Y
- 80.56%
- 3Y*
- 44.03%
- 5Y*
- 26.95%
- 10Y*
- —
- ALL TIME*
- 27.01%
LUG.TO vs. CHPS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LUG.TO Lundin Gold Inc. | -26.33% | 291.22% | 91.60% | 29.55% | 30.60% | -5.53% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 48.86% | 45.93% | 20.38% | 68.20% | -37.86% | 23.13% |
Correlation
The correlation between LUG.TO and CHPS.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2021 | 0.18 |
The correlation between LUG.TO and CHPS.TO shifts across timeframes, from 0.18 (3 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LUG.TO vs. CHPS.TO — Risk / Return Rank
LUG.TO
CHPS.TO
LUG.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lundin Gold Inc. (LUG.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.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.
| LUG.TO | CHPS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 5.42 | -4.52 |
| Martin ratioReturn relative to average drawdown | 1.96 | 15.68 | -13.73 |
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Drawdowns
LUG.TO vs. CHPS.TO - Drawdown Comparison
The maximum LUG.TO drawdown since its inception was -94.74%, which is greater than CHPS.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for LUG.TO and CHPS.TO.
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Drawdown Indicators
| LUG.TO | CHPS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.74% | -48.16% | -46.58% |
Max Drawdown (1Y)Largest decline over 1 year | -37.88% | -15.10% | -22.78% |
Max Drawdown (3Y)Largest decline over 3 years | -37.88% | -37.49% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -37.88% | -48.16% | +10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | — | — |
Current DrawdownCurrent decline from peak | -34.67% | -14.45% | -20.22% |
Average DrawdownAverage peak-to-trough decline | -67.76% | -13.74% | -54.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.41% | 5.19% | +12.22% |
Volatility
LUG.TO vs. CHPS.TO - Volatility Comparison
The current volatility for Lundin Gold Inc. (LUG.TO) is 13.06%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a volatility of 16.28%. This indicates that LUG.TO experiences smaller price fluctuations and is considered to be less risky than CHPS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LUG.TO | CHPS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.06% | 16.28% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 43.56% | 31.85% | +11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.09% | 38.10% | +17.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.45% | 35.25% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.55% | 35.09% | +8.46% |
Dividends
LUG.TO vs. CHPS.TO - Dividend Comparison
LUG.TO's dividend yield for the trailing twelve months is around 6.79%, more than CHPS.TO's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 0.01% | 0.01% | 0.20% | 0.53% | 0.97% | 0.01% |
LUG.TO Lundin Gold Inc. | 6.79% | 3.35% | 2.69% | 3.26% | 1.97% | 0.00% |
Frequently Asked Questions
LUG.TO and CHPS.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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