MGC vs. CGAU
MGC (Vanguard Mega Cap ETF) is Large Cap Blend Equities fund tracking the CRSP US Mega Cap Index, while CGAU (Centerra Gold Inc) is a stock. Over the past 5 years, MGC returned 13.59%/yr vs 19.20%/yr for CGAU. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
MGC vs. CGAU - Performance Comparison
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Returns By Period
In the year-to-date period, MGC achieves a 10.99% return, which is significantly lower than CGAU's 23.26% return.
MGC
- 1D
- 1.55%
- 1M
- 1.66%
- 6M
- 9.37%
- YTD
- 10.99%
- 1Y
- 23.77%
- 3Y*
- 22.08%
- 5Y*
- 13.59%
- 10Y*
- 15.89%
- ALL TIME*
- 11.55%
CGAU
- 1D
- 2.44%
- 1M
- 6.21%
- 6M
- 4.38%
- YTD
- 23.26%
- 1Y
- 158.05%
- 3Y*
- 47.10%
- 5Y*
- 19.20%
- 10Y*
- —
- ALL TIME*
- 15.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.42M | $24.69M | $26.16M | |
| $21.42M | $23.07M | $28.62M |
MGC vs. CGAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MGC Vanguard Mega Cap ETF | 10.99% | 19.31% | 27.16% | 29.77% | -19.95% | 16.17% |
CGAU Centerra Gold Inc | 23.26% | 159.49% | -1.45% | 19.37% | -32.55% | -14.48% |
Correlation
The correlation between MGC and CGAU is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.25 |
The correlation between MGC and CGAU shifts across timeframes, from 0.24 (3 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MGC vs. CGAU — Risk / Return Rank
MGC
CGAU
MGC vs. CGAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap ETF (MGC) and Centerra Gold Inc (CGAU). 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.
| MGC | CGAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 5.39 | -2.97 |
| Martin ratioReturn relative to average drawdown | 9.79 | 12.50 | -2.71 |
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Drawdowns
MGC vs. CGAU - Drawdown Comparison
The maximum MGC drawdown since its inception was -52.26%, smaller than the maximum CGAU drawdown of -63.47%. Use the drawdown chart below to compare losses from any high point for MGC and CGAU.
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Drawdown Indicators
| MGC | CGAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.26% | -63.47% | +11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -29.50% | +19.65% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | -29.50% | +10.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -63.47% | +37.73% |
Max Drawdown (10Y)Largest decline over 10 years | -33.07% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -15.77% | +15.15% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -29.40% | +22.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 12.70% | -10.27% |
Volatility
MGC vs. CGAU - Volatility Comparison
The current volatility for Vanguard Mega Cap ETF (MGC) is 4.33%, while Centerra Gold Inc (CGAU) has a volatility of 16.05%. This indicates that MGC experiences smaller price fluctuations and is considered to be less risky than CGAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGC | CGAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 16.05% | -11.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 40.49% | -29.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 53.72% | -40.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 47.54% | -30.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 48.97% | -30.71% |
Dividends
MGC vs. CGAU - Dividend Comparison
MGC's dividend yield for the trailing twelve months is around 0.91%, less than CGAU's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 1.16% | 1.39% | 3.59% | 3.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGC Vanguard Mega Cap ETF | 0.91% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Frequently Asked Questions
MGC and CGAU have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGAU has higher volatility (16.05%) compared to MGC (4.33%). In terms of maximum drawdown, MGC dropped -52.26% vs CGAU's -63.47%.
CGAU currently has the higher Sharpe Ratio (2.97 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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