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SSRM vs. EMEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSRM vs. EMEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSR Mining Inc. (SSRM) and Nomura Focused Emerging Markets Equity ETF (EMEQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSRM achieves a 34.40% return, which is significantly lower than EMEQ's 74.89% return.


SSRM

1D
1.97%
1M
4.28%
YTD
34.40%
6M
38.77%
1Y
139.32%
3Y*
25.93%
5Y*
11.38%
10Y*
11.50%

EMEQ

1D
-1.80%
1M
16.61%
YTD
74.89%
6M
86.91%
1Y
154.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSRM vs. EMEQ - Yearly Performance Comparison


2026 (YTD)20252024
SSRM
SSR Mining Inc.
34.40%214.94%38.37%
EMEQ
Nomura Focused Emerging Markets Equity ETF
74.89%69.78%-1.16%

Correlation

The correlation between SSRM and EMEQ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.25

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Return for Risk

SSRM vs. EMEQ — Risk / Return Rank

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

SSRM
SSRM Risk / Return Rank: 8787
Overall Rank
SSRM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SSRM Sortino Ratio Rank: 8484
Sortino Ratio Rank
SSRM Omega Ratio Rank: 8484
Omega Ratio Rank
SSRM Calmar Ratio Rank: 9090
Calmar Ratio Rank
SSRM Martin Ratio Rank: 9090
Martin Ratio Rank

EMEQ
EMEQ Risk / Return Rank: 9696
Overall Rank
EMEQ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EMEQ Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMEQ Omega Ratio Rank: 9595
Omega Ratio Rank
EMEQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
EMEQ Martin Ratio Rank: 9696
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.

SSRM vs. EMEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSR Mining Inc. (SSRM) and Nomura Focused Emerging Markets Equity ETF (EMEQ). 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.


SSRMEMEQDifference
Sharpe ratioReturn per unit of total volatility

-2.71

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

1.34

1.71

-0.37

Calmar ratioReturn relative to maximum drawdown

4.54

8.70

-4.16

Martin ratioReturn relative to average drawdown

12.31

34.77

-22.46

SSRM vs. EMEQ - Sharpe Ratio Comparison

The current SSRM Sharpe Ratio is 2.14, which is lower than the EMEQ Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of SSRM and EMEQ, 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


SSRMEMEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

4.85

-2.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.87

-2.76

Drawdowns

SSRM vs. EMEQ - Drawdown Comparison

The maximum SSRM drawdown since its inception was -91.68%, which is greater than EMEQ's maximum drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for SSRM and EMEQ.


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Drawdown Indicators


SSRMEMEQDifference

Max Drawdown

Largest peak-to-trough decline

-91.68%

-19.99%

-71.69%

Max Drawdown (1Y)

Largest decline over 1 year

-30.88%

-17.91%

-12.97%

Max Drawdown (3Y)

Largest decline over 3 years

-73.41%

Max Drawdown (5Y)

Largest decline over 5 years

-83.16%

Max Drawdown (10Y)

Largest decline over 10 years

-83.16%

Current Drawdown

Current decline from peak

-32.32%

-3.05%

-29.27%

Average Drawdown

Average peak-to-trough decline

-57.17%

-3.97%

-53.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

4.47%

+6.89%

Volatility

SSRM vs. EMEQ - Volatility Comparison

SSR Mining Inc. (SSRM) has a higher volatility of 21.51% compared to Nomura Focused Emerging Markets Equity ETF (EMEQ) at 15.07%. This indicates that SSRM's price experiences larger fluctuations and is considered to be riskier than EMEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSRMEMEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.51%

15.07%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

52.56%

28.60%

+23.96%

Volatility (1Y)

Calculated over the trailing 1-year period

65.44%

32.17%

+33.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.67%

29.97%

+25.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.84%

29.97%

+22.87%

Dividends

SSRM vs. EMEQ - Dividend Comparison

SSRM has not paid dividends to shareholders, while EMEQ's dividend yield for the trailing twelve months is around 1.58%.


PositionTTM20252024202320222021
EMEQ
Nomura Focused Emerging Markets Equity ETF
1.58%2.76%0.84%0.00%0.00%0.00%
SSRM
SSR Mining Inc.
0.00%0.00%0.00%2.60%1.79%1.13%

Frequently Asked Questions


SSRM and EMEQ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSRM has higher volatility (21.51%) compared to EMEQ (15.07%). In terms of maximum drawdown, SSRM dropped -91.68% vs EMEQ's -19.99%.

EMEQ currently has the higher Sharpe Ratio (4.85 vs 2.14), 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.

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