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PZG vs. WOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PZG vs. WOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paramount Gold Nevada Corp. (PZG) and Worthington Industries, Inc. (WOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PZG achieves a -7.14% return, which is significantly lower than WOR's 12.61% return. Over the past 10 years, PZG has underperformed WOR with an annualized return of -3.20%, while WOR has yielded a comparatively higher 11.15% annualized return.


PZG

1D
-1.68%
1M
-18.75%
YTD
-7.14%
6M
1.74%
1Y
103.90%
3Y*
59.19%
5Y*
2.58%
10Y*
-3.20%

WOR

1D
0.92%
1M
6.25%
YTD
12.61%
6M
5.59%
1Y
-2.70%
3Y*
17.19%
5Y*
9.15%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PZG vs. WOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZG
Paramount Gold Nevada Corp.
-7.14%268.42%-8.80%8.70%-50.62%-40.29%51.28%-6.82%-36.15%-26.97%
WOR
Worthington Industries, Inc.
12.61%30.29%-29.34%91.65%-6.90%8.43%25.21%24.08%-19.30%-5.48%

Correlation

The correlation between PZG and WOR is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 9, 2006

0.16

The correlation between PZG and WOR shifts across timeframes, from 0.03 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PZG:

$97.27M

WOR:

$2.84B

EPS

PZG:

-$0.09

WOR:

$2.27

PB Ratio

PZG:

2.75

WOR:

2.84

Total Revenue (TTM)

PZG:

$0.00

WOR:

$1.33B

Gross Profit (TTM)

PZG:

-$892.14K

WOR:

$369.08M

EBITDA (TTM)

PZG:

-$11.01M

WOR:

$159.44M

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Return for Risk

PZG vs. WOR — Risk / Return Rank

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

PZG
PZG Risk / Return Rank: 7777
Overall Rank
PZG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PZG Sortino Ratio Rank: 8080
Sortino Ratio Rank
PZG Omega Ratio Rank: 7676
Omega Ratio Rank
PZG Calmar Ratio Rank: 7474
Calmar Ratio Rank
PZG Martin Ratio Rank: 7575
Martin Ratio Rank

WOR
WOR Risk / Return Rank: 3737
Overall Rank
WOR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WOR Sortino Ratio Rank: 3333
Sortino Ratio Rank
WOR Omega Ratio Rank: 3333
Omega Ratio Rank
WOR Calmar Ratio Rank: 4040
Calmar Ratio Rank
WOR Martin Ratio Rank: 3939
Martin Ratio Rank
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.

PZG vs. WOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Gold Nevada Corp. (PZG) and Worthington Industries, Inc. (WOR). 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.


PZGWORDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratioReturn relative to maximum drawdown

1.86

-0.09

+1.95

Martin ratioReturn relative to average drawdown

4.65

-0.17

+4.82

PZG vs. WOR - Sharpe Ratio Comparison

The current PZG Sharpe Ratio is 1.44, which is higher than the WOR Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of PZG and WOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PZGWORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.09

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.24

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.28

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.24

-0.32

Drawdowns

PZG vs. WOR - Drawdown Comparison

The maximum PZG drawdown since its inception was -93.81%, which is greater than WOR's maximum drawdown of -70.94%. Use the drawdown chart below to compare losses from any high point for PZG and WOR.


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Drawdown Indicators


PZGWORDifference

Max Drawdown

Largest peak-to-trough decline

-93.81%

-70.94%

-22.87%

Max Drawdown (1Y)

Largest decline over 1 year

-56.18%

-29.83%

-26.35%

Max Drawdown (3Y)

Largest decline over 3 years

-56.18%

-42.42%

-13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-74.05%

-42.42%

-31.63%

Max Drawdown (10Y)

Largest decline over 10 years

-90.14%

-64.53%

-25.61%

Current Drawdown

Current decline from peak

-73.53%

-13.28%

-60.25%

Average Drawdown

Average peak-to-trough decline

-68.57%

-20.23%

-48.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.43%

16.02%

+6.41%

Volatility

PZG vs. WOR - Volatility Comparison

Paramount Gold Nevada Corp. (PZG) has a higher volatility of 19.29% compared to Worthington Industries, Inc. (WOR) at 6.93%. This indicates that PZG's price experiences larger fluctuations and is considered to be riskier than WOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZGWORDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.29%

6.93%

+12.36%

Volatility (6M)

Calculated over the trailing 6-month period

58.36%

20.48%

+37.88%

Volatility (1Y)

Calculated over the trailing 1-year period

72.88%

28.95%

+43.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.90%

38.24%

+24.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.72%

39.98%

+20.74%

Dividends

PZG vs. WOR - Dividend Comparison

PZG has not paid dividends to shareholders, while WOR's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024202320222021202020192018201720162015
PZG
Paramount Gold Nevada Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WOR
Worthington Industries, Inc.
1.28%1.40%1.65%49.97%2.37%1.99%1.91%2.23%2.53%1.86%1.64%2.46%

Financials

PZG vs. WOR - Financials Comparison

This section allows you to compare key financial metrics between Paramount Gold Nevada Corp. and Worthington Industries, Inc.. 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


0.00500.00M1.00B1.50B202220232024202520260
378.68M
(PZG) Total Revenue
(WOR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PZG and WOR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZG has higher volatility (19.29%) compared to WOR (6.93%). In terms of maximum drawdown, PZG dropped -93.81% vs WOR's -70.94%.

PZG currently has the higher Sharpe Ratio (1.44 vs -0.09), 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.

Portfolio Optimizer

Find the right allocation for PZG and WOR

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