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OLA.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between OLA.TO and ^TNX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

OLA.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orla Mining Ltd. (OLA.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
70.17%
16.52%
OLA.TO
^TNX

Key characteristics

Sharpe Ratio

OLA.TO:

2.49

^TNX:

0.23

Sortino Ratio

OLA.TO:

2.97

^TNX:

0.48

Omega Ratio

OLA.TO:

1.37

^TNX:

1.05

Calmar Ratio

OLA.TO:

2.78

^TNX:

0.09

Martin Ratio

OLA.TO:

14.19

^TNX:

0.46

Ulcer Index

OLA.TO:

7.75%

^TNX:

10.44%

Daily Std Dev

OLA.TO:

44.16%

^TNX:

21.08%

Max Drawdown

OLA.TO:

-97.30%

^TNX:

-93.78%

Current Drawdown

OLA.TO:

-2.23%

^TNX:

-43.91%

Returns By Period

In the year-to-date period, OLA.TO achieves a 26.88% return, which is significantly higher than ^TNX's -1.60% return. Over the past 10 years, OLA.TO has outperformed ^TNX with an annualized return of 78.56%, while ^TNX has yielded a comparatively lower 8.16% annualized return.


OLA.TO

YTD

26.88%

1M

18.13%

6M

77.19%

1Y

107.39%

5Y*

31.86%

10Y*

78.56%

^TNX

YTD

-1.60%

1M

-1.62%

6M

16.52%

1Y

4.05%

5Y*

25.15%

10Y*

8.16%

*Annualized

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Risk-Adjusted Performance

OLA.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

OLA.TO
The Risk-Adjusted Performance Rank of OLA.TO is 9393
Overall Rank
The Sharpe Ratio Rank of OLA.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of OLA.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of OLA.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of OLA.TO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of OLA.TO is 9595
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 1717
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 1818
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.

OLA.TO vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orla Mining Ltd. (OLA.TO) and Treasury Yield 10 Years (^TNX). 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 OLA.TO, currently valued at 2.74, compared to the broader market-2.000.002.002.740.20
The chart of Sortino ratio for OLA.TO, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.006.003.210.45
The chart of Omega ratio for OLA.TO, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.05
The chart of Calmar ratio for OLA.TO, currently valued at 2.87, compared to the broader market0.002.004.006.002.870.16
The chart of Martin ratio for OLA.TO, currently valued at 15.22, compared to the broader market-10.000.0010.0020.0030.0015.220.41
OLA.TO
^TNX

The current OLA.TO Sharpe Ratio is 2.49, which is higher than the ^TNX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of OLA.TO and ^TNX, 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
2.74
0.20
OLA.TO
^TNX

Drawdowns

OLA.TO vs. ^TNX - Drawdown Comparison

The maximum OLA.TO drawdown since its inception was -97.30%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for OLA.TO and ^TNX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.42%
-9.78%
OLA.TO
^TNX

Volatility

OLA.TO vs. ^TNX - Volatility Comparison

Orla Mining Ltd. (OLA.TO) has a higher volatility of 12.44% compared to Treasury Yield 10 Years (^TNX) at 5.68%. This indicates that OLA.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.44%
5.68%
OLA.TO
^TNX
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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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