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NGD vs. ASM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGD and ASM is 0.37, 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.


-0.50.00.51.00.4

Performance

NGD vs. ASM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Gold Inc. (NGD) and Avino Silver & Gold Mines Ltd. (ASM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
18.19%
0.97%
NGD
ASM

Key characteristics

Sharpe Ratio

NGD:

1.71

ASM:

1.70

Sortino Ratio

NGD:

2.51

ASM:

2.55

Omega Ratio

NGD:

1.28

ASM:

1.29

Calmar Ratio

NGD:

1.03

ASM:

1.33

Martin Ratio

NGD:

9.20

ASM:

7.30

Ulcer Index

NGD:

10.32%

ASM:

16.16%

Daily Std Dev

NGD:

55.68%

ASM:

69.46%

Max Drawdown

NGD:

-96.73%

ASM:

-94.10%

Current Drawdown

NGD:

-80.57%

ASM:

-73.13%

Fundamentals

Market Cap

NGD:

$2.16B

ASM:

$146.15M

EPS

NGD:

$0.02

ASM:

$0.02

PE Ratio

NGD:

136.50

ASM:

52.00

PEG Ratio

NGD:

-2.09

ASM:

0.00

Total Revenue (TTM)

NGD:

$654.90M

ASM:

$42.02M

Gross Profit (TTM)

NGD:

$131.60M

ASM:

$12.93M

EBITDA (TTM)

NGD:

$217.95M

ASM:

$9.10M

Returns By Period

In the year-to-date period, NGD achieves a 10.08% return, which is significantly lower than ASM's 18.05% return. Over the past 10 years, NGD has underperformed ASM with an annualized return of -5.10%, while ASM has yielded a comparatively higher -4.75% annualized return.


NGD

YTD

10.08%

1M

1.11%

6M

18.18%

1Y

99.27%

5Y*

22.84%

10Y*

-5.10%

ASM

YTD

18.05%

1M

1.96%

6M

0.97%

1Y

123.32%

5Y*

14.70%

10Y*

-4.75%

*Annualized

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Risk-Adjusted Performance

NGD vs. ASM — Risk-Adjusted Performance Rank

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

NGD
The Risk-Adjusted Performance Rank of NGD is 8787
Overall Rank
The Sharpe Ratio Rank of NGD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NGD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of NGD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of NGD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of NGD is 9191
Martin Ratio Rank

ASM
The Risk-Adjusted Performance Rank of ASM is 8888
Overall Rank
The Sharpe Ratio Rank of ASM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ASM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ASM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ASM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ASM is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NGD vs. ASM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Gold Inc. (NGD) and Avino Silver & Gold Mines Ltd. (ASM). 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.


Sharpe ratio
The chart of Sharpe ratio for NGD, currently valued at 1.71, compared to the broader market-2.000.002.001.711.70
The chart of Sortino ratio for NGD, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.512.55
The chart of Omega ratio for NGD, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.29
The chart of Calmar ratio for NGD, currently valued at 1.03, compared to the broader market0.002.004.006.001.031.33
The chart of Martin ratio for NGD, currently valued at 9.20, compared to the broader market-30.00-20.00-10.000.0010.0020.009.207.30
NGD
ASM

The current NGD Sharpe Ratio is 1.71, which is comparable to the ASM Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of NGD and ASM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.71
1.70
NGD
ASM

Dividends

NGD vs. ASM - Dividend Comparison

Neither NGD nor ASM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NGD vs. ASM - Drawdown Comparison

The maximum NGD drawdown since its inception was -96.73%, roughly equal to the maximum ASM drawdown of -94.10%. Use the drawdown chart below to compare losses from any high point for NGD and ASM. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-80.57%
-73.13%
NGD
ASM

Volatility

NGD vs. ASM - Volatility Comparison

The current volatility for New Gold Inc. (NGD) is 13.01%, while Avino Silver & Gold Mines Ltd. (ASM) has a volatility of 19.98%. This indicates that NGD experiences smaller price fluctuations and is considered to be less risky than ASM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.01%
19.98%
NGD
ASM

Financials

NGD vs. ASM - Financials Comparison

This section allows you to compare key financial metrics between New Gold Inc. and Avino Silver & Gold Mines Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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