PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OR vs. SAND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OR and SAND is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

OR vs. SAND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osisko Gold Royalties Ltd (OR) and Sandstorm Gold Ltd. (SAND). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
107.31%
114.85%
OR
SAND

Key characteristics

Sharpe Ratio

OR:

0.99

SAND:

0.28

Sortino Ratio

OR:

1.46

SAND:

0.62

Omega Ratio

OR:

1.18

SAND:

1.08

Calmar Ratio

OR:

1.30

SAND:

0.14

Martin Ratio

OR:

5.35

SAND:

1.06

Ulcer Index

OR:

5.29%

SAND:

9.34%

Daily Std Dev

OR:

28.64%

SAND:

35.26%

Max Drawdown

OR:

-61.96%

SAND:

-86.60%

Current Drawdown

OR:

-13.32%

SAND:

-63.07%

Fundamentals

Market Cap

OR:

$3.54B

SAND:

$1.66B

EPS

OR:

-$0.20

SAND:

$0.12

PEG Ratio

OR:

0.00

SAND:

0.00

Total Revenue (TTM)

OR:

$252.11M

SAND:

$174.41M

Gross Profit (TTM)

OR:

$208.21M

SAND:

$88.03M

EBITDA (TTM)

OR:

$36.27M

SAND:

$150.02M

Returns By Period

In the year-to-date period, OR achieves a 29.17% return, which is significantly higher than SAND's 8.32% return.


OR

YTD

29.17%

1M

-7.81%

6M

11.95%

1Y

26.22%

5Y*

17.17%

10Y*

N/A

SAND

YTD

8.32%

1M

-5.11%

6M

0.13%

1Y

7.68%

5Y*

-3.56%

10Y*

6.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OR vs. SAND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Osisko Gold Royalties Ltd (OR) and Sandstorm Gold Ltd. (SAND). 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 OR, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.990.28
The chart of Sortino ratio for OR, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.62
The chart of Omega ratio for OR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.08
The chart of Calmar ratio for OR, currently valued at 1.30, compared to the broader market0.002.004.006.001.300.16
The chart of Martin ratio for OR, currently valued at 5.35, compared to the broader market-5.000.005.0010.0015.0020.0025.005.351.06
OR
SAND

The current OR Sharpe Ratio is 0.99, which is higher than the SAND Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of OR and SAND, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
0.28
OR
SAND

Dividends

OR vs. SAND - Dividend Comparison

OR's dividend yield for the trailing twelve months is around 1.01%, less than SAND's 1.08% yield.


TTM20232022202120202019201820172016
OR
Osisko Gold Royalties Ltd
1.01%1.23%1.84%1.82%1.18%1.56%1.72%1.21%1.65%
SAND
Sandstorm Gold Ltd.
1.08%1.19%1.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OR vs. SAND - Drawdown Comparison

The maximum OR drawdown since its inception was -61.96%, smaller than the maximum SAND drawdown of -86.60%. Use the drawdown chart below to compare losses from any high point for OR and SAND. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.32%
-47.20%
OR
SAND

Volatility

OR vs. SAND - Volatility Comparison

The current volatility for Osisko Gold Royalties Ltd (OR) is 8.31%, while Sandstorm Gold Ltd. (SAND) has a volatility of 9.38%. This indicates that OR experiences smaller price fluctuations and is considered to be less risky than SAND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.31%
9.38%
OR
SAND

Financials

OR vs. SAND - Financials Comparison

This section allows you to compare key financial metrics between Osisko Gold Royalties Ltd and Sandstorm Gold 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab