PRU.TO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Perseus Mining Limited (PRU.TO) and S&P 500 Index (^GSPC).

Performance

PRU.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Perseus Mining Limited (PRU.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

PRU.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRU.TO Perseus Mining Limited	6.29%	124.89%	39.56%	-10.81%	30.22%	19.47%	21.15%	160.00%	8.11%	19.35%
^GSPC S&P 500 Index	-2.73%	11.05%	33.90%	21.49%	-13.70%	25.75%	14.29%	22.54%	1.71%	11.82%

Different Trading Currencies

PRU.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRU.TO achieves a 6.29% return, which is significantly higher than ^GSPC's -3.34% return. Over the past 10 years, PRU.TO has outperformed ^GSPC with an annualized return of 30.73%, while ^GSPC has yielded a comparatively lower 12.91% annualized return.

PRU.TO

• 1D: 3.73%
• 1M: -11.51%
• YTD: 6.29%
• 6M: 18.05%
• 1Y: 80.79%
• 3Y*: 38.23%
• 5Y*: 40.37%
• 10Y*: 30.73%

^GSPC

• 1D: 0.00%
• 1M: -3.51%
• YTD: -3.34%
• 6M: -2.91%
• 1Y: 12.69%
• 3Y*: 17.80%
• 5Y*: 12.48%
• 10Y*: 12.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRU.TO vs. ^GSPC — Risk / Return Rank

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

PRU.TO

PRU.TO Risk / Return Rank: 83
PRU.TO Sharpe Ratio Rank: 87
PRU.TO Sortino Ratio Rank: 80
PRU.TO Omega Ratio Rank: 80
PRU.TO Calmar Ratio Rank: 83
PRU.TO Martin Ratio Rank: 85

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRU.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perseus Mining Limited (PRU.TO) and S&P 500 Index (^GSPC). 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.

	PRU.TO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.73	0.70	+1.03
Sortino ratio Return per unit of downside risk	2.14	1.07	+1.07
Omega ratio Gain probability vs. loss probability	1.29	1.17	+0.12
Calmar ratio Return relative to maximum drawdown	2.76	1.04	+1.71
Martin ratio Return relative to average drawdown	8.30	3.82	+4.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRU.TO vs. ^GSPC - Sharpe Ratio Comparison

The current PRU.TO Sharpe Ratio is 1.73, which is higher than the ^GSPC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PRU.TO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRU.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.73	0.70	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.84	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.79	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.91	-0.79

Correlation

The correlation between PRU.TO and ^GSPC is 0.05, 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.

Drawdowns

PRU.TO vs. ^GSPC - Drawdown Comparison

The maximum PRU.TO drawdown since its inception was -95.47%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for PRU.TO and ^GSPC.

Drawdown Indicators

	PRU.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-95.47%	-56.78%	-38.69%
Max Drawdown (1Y) Largest decline over 1 year	-29.31%	-12.14%	-17.17%
Max Drawdown (5Y) Largest decline over 5 years	-39.12%	-25.43%	-13.69%
Max Drawdown (10Y) Largest decline over 10 years	-59.70%	-33.92%	-25.78%
Current Drawdown Current decline from peak	-14.63%	-5.78%	-8.85%
Average Drawdown Average peak-to-trough decline	-62.16%	-10.75%	-51.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.73%	2.60%	+7.13%

Volatility

PRU.TO vs. ^GSPC - Volatility Comparison

Perseus Mining Limited (PRU.TO) has a higher volatility of 16.31% compared to S&P 500 Index (^GSPC) at 5.22%. This indicates that PRU.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRU.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.31%	5.22%	+11.09%
Volatility (6M) Calculated over the trailing 6-month period	36.84%	9.60%	+27.24%
Volatility (1Y) Calculated over the trailing 1-year period	46.91%	18.11%	+28.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.34%	14.99%	+29.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.00%	16.33%	+37.67%