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SKE vs. AU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SKE vs. AU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skeena Resources Ltd (SKE) and AngloGold Ashanti Limited (AU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKE achieves a 18.46% return, which is significantly higher than AU's 4.15% return.


SKE

1D
7.87%
1M
-9.29%
YTD
18.46%
6M
15.02%
1Y
91.35%
3Y*
77.46%
5Y*
16.41%
10Y*

AU

1D
3.75%
1M
-5.30%
YTD
4.15%
6M
7.11%
1Y
79.12%
3Y*
58.20%
5Y*
35.46%
10Y*
20.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKE vs. AU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKE
Skeena Resources Ltd
18.46%172.13%78.69%-8.27%-48.99%-4.14%428.16%134.09%-59.87%878.93%
AU
AngloGold Ashanti Limited
4.15%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%10.88%

Correlation

The correlation between SKE and AU is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.61

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.42

Over the past year, SKE and AU have become more correlated (0.70) than their long-term average of 0.42, meaning their price movements have been converging.

Fundamentals

Market Cap

SKE:

$3.42B

AU:

$43.57B

EPS

SKE:

-CA$2.12

AU:

$6.85

PB Ratio

SKE:

26.44

AU:

5.11

Total Revenue (TTM)

SKE:

CA$0.00

AU:

$11.17B

Gross Profit (TTM)

SKE:

-CA$1.29M

AU:

$5.82B

EBITDA (TTM)

SKE:

-CA$109.58M

AU:

$5.58B

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Return for Risk

SKE vs. AU — Risk / Return Rank

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

SKE
SKE Risk / Return Rank: 8181
Overall Rank
SKE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SKE Sortino Ratio Rank: 7878
Sortino Ratio Rank
SKE Omega Ratio Rank: 7777
Omega Ratio Rank
SKE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SKE Martin Ratio Rank: 8383
Martin Ratio Rank

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8181
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.

SKE vs. AU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skeena Resources Ltd (SKE) and AngloGold Ashanti Limited (AU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SKEAUDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.76

2.35

+0.41

Martin ratioReturn relative to average drawdown

7.15

6.18

+0.96

SKE vs. AU - Sharpe Ratio Comparison

The current SKE Sharpe Ratio is 1.61, which is comparable to the AU Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SKE and AU, 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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Drawdowns

SKE vs. AU - Drawdown Comparison

The maximum SKE drawdown since its inception was -75.69%, smaller than the maximum AU drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for SKE and AU.


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Drawdown Indicators


SKEAUDifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-90.12%

+14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-37.03%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-38.40%

-37.70%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-75.69%

-51.75%

-23.94%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

Current Drawdown

Current decline from peak

-26.26%

-30.75%

+4.49%

Average Drawdown

Average peak-to-trough decline

-34.38%

-46.07%

+11.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.37%

14.04%

-0.67%

Volatility

SKE vs. AU - Volatility Comparison

Skeena Resources Ltd (SKE) and AngloGold Ashanti Limited (AU) have volatilities of 22.02% and 21.02%, 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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Volatility by Period


SKEAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.02%

21.02%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

45.45%

46.50%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

59.38%

58.45%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.32%

49.13%

+9.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

386.82%

49.79%

+337.03%

Dividends

SKE vs. AU - Dividend Comparison

SKE has not paid dividends to shareholders, while AU's dividend yield for the trailing twelve months is around 5.33%.


PositionTTM202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
5.33%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%
SKE
Skeena Resources Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SKE vs. AU - Financials Comparison

This section allows you to compare key financial metrics between Skeena Resources Ltd and AngloGold Ashanti Limited. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202220232024202520260
3.24B
(SKE) Total Revenue
(AU) Total Revenue
Please note, different currencies. SKE values in CAD, AU values in USD

Frequently Asked Questions


SKE and AU have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKE has higher volatility (22.02%) compared to AU (21.02%). In terms of maximum drawdown, SKE dropped -75.69% vs AU's -90.12%.

SKE currently has the higher Sharpe Ratio (1.61 vs 1.50), 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 SKE and AU

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