PortfoliosLab logoPortfoliosLab logo
RMS.AX vs. CBA.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RMS.AX vs. CBA.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Ramelius Resources Limited (RMS.AX) and Commonwealth Bank of Australia (CBA.AX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RMS.AX vs. CBA.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMS.AX
Ramelius Resources Limited
-6.04%106.60%25.79%84.01%-39.89%-5.29%37.76%164.87%22.08%-23.00%
CBA.AX
Commonwealth Bank of Australia
8.49%7.89%42.19%13.91%5.59%27.67%6.58%16.87%-4.56%2.71%

Returns By Period

In the year-to-date period, RMS.AX achieves a -6.04% return, which is significantly lower than CBA.AX's 8.49% return. Over the past 10 years, RMS.AX has outperformed CBA.AX with an annualized return of 27.55%, while CBA.AX has yielded a comparatively lower 13.76% annualized return.


RMS.AX

1D
5.72%
1M
-18.40%
YTD
-6.04%
6M
0.23%
1Y
65.84%
3Y*
48.74%
5Y*
23.34%
10Y*
27.55%

CBA.AX

1D
2.50%
1M
-0.92%
YTD
8.49%
6M
4.27%
1Y
15.44%
3Y*
24.66%
5Y*
19.05%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

RMS.AX vs. CBA.AX — Risk / Return Rank

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

RMS.AX
RMS.AX Risk / Return Rank: 7575
Overall Rank
RMS.AX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RMS.AX Sortino Ratio Rank: 7272
Sortino Ratio Rank
RMS.AX Omega Ratio Rank: 6969
Omega Ratio Rank
RMS.AX Calmar Ratio Rank: 7777
Calmar Ratio Rank
RMS.AX Martin Ratio Rank: 7979
Martin Ratio Rank

CBA.AX
CBA.AX Risk / Return Rank: 5757
Overall Rank
CBA.AX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CBA.AX Sortino Ratio Rank: 5555
Sortino Ratio Rank
CBA.AX Omega Ratio Rank: 5555
Omega Ratio Rank
CBA.AX Calmar Ratio Rank: 5656
Calmar Ratio Rank
CBA.AX Martin Ratio Rank: 5555
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.

RMS.AX vs. CBA.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ramelius Resources Limited (RMS.AX) and Commonwealth Bank of Australia (CBA.AX). 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.


RMS.AXCBA.AXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.65

+0.55

Sortino ratio

Return per unit of downside risk

1.76

1.02

+0.74

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

2.14

0.65

+1.49

Martin ratio

Return relative to average drawdown

6.28

1.31

+4.98

RMS.AX vs. CBA.AX - Sharpe Ratio Comparison

The current RMS.AX Sharpe Ratio is 1.20, which is higher than the CBA.AX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of RMS.AX and CBA.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RMS.AXCBA.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.65

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.95

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.63

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.75

-0.55

Correlation

The correlation between RMS.AX and CBA.AX is 0.06, 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.


Dividends

RMS.AX vs. CBA.AX - Dividend Comparison

RMS.AX's dividend yield for the trailing twelve months is around 2.06%, less than CBA.AX's 2.88% yield.


TTM20252024202320222021202020192018201720162015
RMS.AX
Ramelius Resources Limited
2.06%1.92%2.42%1.19%1.08%1.59%1.19%0.81%0.00%0.00%0.00%0.00%
CBA.AX
Commonwealth Bank of Australia
2.88%3.02%3.03%4.03%3.75%3.47%3.63%5.39%5.95%5.34%5.10%4.90%

Drawdowns

RMS.AX vs. CBA.AX - Drawdown Comparison

The maximum RMS.AX drawdown since its inception was -97.71%, which is greater than CBA.AX's maximum drawdown of -58.53%. Use the drawdown chart below to compare losses from any high point for RMS.AX and CBA.AX.


Loading graphics...

Drawdown Indicators


RMS.AXCBA.AXDifference

Max Drawdown

Largest peak-to-trough decline

-97.71%

-58.53%

-39.18%

Max Drawdown (1Y)

Largest decline over 1 year

-33.84%

-21.90%

-11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-68.59%

-21.90%

-46.69%

Max Drawdown (10Y)

Largest decline over 10 years

-74.94%

-39.02%

-35.92%

Current Drawdown

Current decline from peak

-22.44%

-7.58%

-14.86%

Average Drawdown

Average peak-to-trough decline

-48.62%

-8.21%

-40.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

10.92%

+0.60%

Volatility

RMS.AX vs. CBA.AX - Volatility Comparison

Ramelius Resources Limited (RMS.AX) has a higher volatility of 19.10% compared to Commonwealth Bank of Australia (CBA.AX) at 5.67%. This indicates that RMS.AX's price experiences larger fluctuations and is considered to be riskier than CBA.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RMS.AXCBA.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.10%

5.67%

+13.43%

Volatility (6M)

Calculated over the trailing 6-month period

39.07%

16.90%

+22.17%

Volatility (1Y)

Calculated over the trailing 1-year period

54.57%

23.61%

+30.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.79%

20.05%

+28.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.37%

21.57%

+32.80%

Financials

RMS.AX vs. CBA.AX - Financials Comparison

This section allows you to compare key financial metrics between Ramelius Resources Limited and Commonwealth Bank of Australia. 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 AUD except per share items