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SGDM vs. RING
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGDM and RING is 0.14, 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.


Performance

SGDM vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Gold Miners ETF (SGDM) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SGDM:

1.26

RING:

1.11

Sortino Ratio

SGDM:

1.93

RING:

1.77

Omega Ratio

SGDM:

1.25

RING:

1.23

Calmar Ratio

SGDM:

1.62

RING:

1.11

Martin Ratio

SGDM:

5.98

RING:

4.75

Ulcer Index

SGDM:

7.99%

RING:

9.49%

Daily Std Dev

SGDM:

33.64%

RING:

35.44%

Max Drawdown

SGDM:

-54.95%

RING:

-79.48%

Current Drawdown

SGDM:

-5.05%

RING:

-7.21%

Returns By Period

In the year-to-date period, SGDM achieves a 48.38% return, which is significantly higher than RING's 45.50% return. Over the past 10 years, SGDM has underperformed RING with an annualized return of 9.61%, while RING has yielded a comparatively higher 11.20% annualized return.


SGDM

YTD

48.38%

1M

-3.94%

6M

40.74%

1Y

42.19%

3Y*

15.38%

5Y*

7.01%

10Y*

9.61%

RING

YTD

45.50%

1M

-4.06%

6M

32.85%

1Y

39.05%

3Y*

18.70%

5Y*

8.74%

10Y*

11.20%

*Annualized

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Sprott Gold Miners ETF

SGDM vs. RING - Expense Ratio Comparison

SGDM has a 0.50% expense ratio, which is higher than RING's 0.39% expense ratio.


Risk-Adjusted Performance

SGDM vs. RING — Risk-Adjusted Performance Rank

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

SGDM
The Risk-Adjusted Performance Rank of SGDM is 8888
Overall Rank
The Sharpe Ratio Rank of SGDM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SGDM is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SGDM is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SGDM is 8787
Martin Ratio Rank

RING
The Risk-Adjusted Performance Rank of RING is 8585
Overall Rank
The Sharpe Ratio Rank of RING is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of RING is 8787
Sortino Ratio Rank
The Omega Ratio Rank of RING is 8585
Omega Ratio Rank
The Calmar Ratio Rank of RING is 8484
Calmar Ratio Rank
The Martin Ratio Rank of RING is 8484
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.

SGDM vs. RING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and iShares MSCI Global Gold Miners ETF (RING). 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.


The current SGDM Sharpe Ratio is 1.26, which is comparable to the RING Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SGDM and RING, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SGDM vs. RING - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 0.70%, less than RING's 0.98% yield.


TTM20242023202220212020201920182017201620152014
SGDM
Sprott Gold Miners ETF
0.70%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.57%0.02%1.47%0.26%
RING
iShares MSCI Global Gold Miners ETF
0.98%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%0.85%

Drawdowns

SGDM vs. RING - Drawdown Comparison

The maximum SGDM drawdown since its inception was -54.95%, smaller than the maximum RING drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for SGDM and RING. For additional features, visit the drawdowns tool.


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Volatility

SGDM vs. RING - Volatility Comparison

Sprott Gold Miners ETF (SGDM) and iShares MSCI Global Gold Miners ETF (RING) have volatilities of 13.98% and 13.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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