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SGLD.TO vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SGLD.TOVT
YTD Return-39.29%14.40%
1Y Return-34.62%21.84%
3Y Return (Ann)-58.77%5.57%
5Y Return (Ann)-47.97%11.22%
10Y Return (Ann)-29.35%8.88%
Sharpe Ratio-0.431.87
Daily Std Dev92.16%12.36%
Max Drawdown-99.93%-50.27%
Current Drawdown-99.92%-0.77%

Correlation

-0.50.00.51.00.2

The correlation between SGLD.TO and VT is 0.20, 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

SGLD.TO vs. VT - Performance Comparison

In the year-to-date period, SGLD.TO achieves a -39.29% return, which is significantly lower than VT's 14.40% return. Over the past 10 years, SGLD.TO has underperformed VT with an annualized return of -29.35%, while VT has yielded a comparatively higher 8.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%AprilMayJuneJulyAugustSeptember
-99.90%
232.02%
SGLD.TO
VT

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Risk-Adjusted Performance

SGLD.TO vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabre Gold Mines Corp. (SGLD.TO) and Vanguard Total World Stock ETF (VT). 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.


SGLD.TO
Sharpe ratio
The chart of Sharpe ratio for SGLD.TO, currently valued at -0.48, compared to the broader market-4.00-2.000.002.00-0.48
Sortino ratio
The chart of Sortino ratio for SGLD.TO, currently valued at -0.26, compared to the broader market-6.00-4.00-2.000.002.004.00-0.26
Omega ratio
The chart of Omega ratio for SGLD.TO, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for SGLD.TO, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00-0.44
Martin ratio
The chart of Martin ratio for SGLD.TO, currently valued at -1.56, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-1.56
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.96, compared to the broader market-4.00-2.000.002.001.96
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.70, compared to the broader market-6.00-4.00-2.000.002.004.002.70
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.61, compared to the broader market0.001.002.003.004.005.001.61
Martin ratio
The chart of Martin ratio for VT, currently valued at 12.10, compared to the broader market-10.00-5.000.005.0010.0015.0020.0012.10

SGLD.TO vs. VT - Sharpe Ratio Comparison

The current SGLD.TO Sharpe Ratio is -0.43, which is lower than the VT Sharpe Ratio of 1.87. The chart below compares the 12-month rolling Sharpe Ratio of SGLD.TO and VT.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
-0.48
1.96
SGLD.TO
VT

Dividends

SGLD.TO vs. VT - Dividend Comparison

SGLD.TO has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.89%.


TTM20232022202120202019201820172016201520142013
SGLD.TO
Sabre Gold Mines 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%
VT
Vanguard Total World Stock ETF
1.89%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

SGLD.TO vs. VT - Drawdown Comparison

The maximum SGLD.TO drawdown since its inception was -99.93%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SGLD.TO and VT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-99.92%
-0.77%
SGLD.TO
VT

Volatility

SGLD.TO vs. VT - Volatility Comparison

Sabre Gold Mines Corp. (SGLD.TO) has a higher volatility of 29.90% compared to Vanguard Total World Stock ETF (VT) at 4.22%. This indicates that SGLD.TO's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
29.90%
4.22%
SGLD.TO
VT