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SSRM vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSRM vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSR Mining Inc. (SSRM) and iShares MSCI Poland ETF (EPOL). 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 higher than EPOL's 14.69% return. Both investments have delivered pretty close results over the past 10 years, with SSRM having a 11.50% annualized return and EPOL not far behind at 11.44%.


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%

EPOL

1D
0.98%
1M
3.91%
YTD
14.69%
6M
24.42%
1Y
40.46%
3Y*
36.16%
5Y*
16.00%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSRM vs. EPOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSRM
SSR Mining Inc.
34.40%214.94%-35.32%-29.94%-10.02%-10.90%4.41%59.31%37.54%-1.46%
EPOL
iShares MSCI Poland ETF
14.69%77.34%-2.61%50.70%-24.62%12.21%-8.38%-6.13%-13.76%52.43%

Correlation

The correlation between SSRM and EPOL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.29

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

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 27, 2010

0.25

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Return for Risk

SSRM vs. EPOL — 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

EPOL
EPOL Risk / Return Rank: 5757
Overall Rank
EPOL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5252
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4848
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7474
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5858
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. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSR Mining Inc. (SSRM) and iShares MSCI Poland ETF (EPOL). 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.


SSRMEPOLDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratioReturn relative to maximum drawdown

4.54

3.68

+0.86

Martin ratioReturn relative to average drawdown

12.31

10.07

+2.24

SSRM vs. EPOL - Sharpe Ratio Comparison

The current SSRM Sharpe Ratio is 2.14, which is comparable to the EPOL Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SSRM and EPOL, 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


SSRMEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.76

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.55

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.41

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.22

-0.10

Drawdowns

SSRM vs. EPOL - Drawdown Comparison

The maximum SSRM drawdown since its inception was -91.68%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for SSRM and EPOL.


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Drawdown Indicators


SSRMEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-91.68%

-63.72%

-27.96%

Max Drawdown (1Y)

Largest decline over 1 year

-30.88%

-11.04%

-19.84%

Max Drawdown (3Y)

Largest decline over 3 years

-73.41%

-21.81%

-51.60%

Max Drawdown (5Y)

Largest decline over 5 years

-83.16%

-54.21%

-28.95%

Max Drawdown (10Y)

Largest decline over 10 years

-83.16%

-61.41%

-21.75%

Current Drawdown

Current decline from peak

-32.32%

-0.69%

-31.63%

Average Drawdown

Average peak-to-trough decline

-57.17%

-26.89%

-30.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

4.03%

+7.33%

Volatility

SSRM vs. EPOL - Volatility Comparison

SSR Mining Inc. (SSRM) has a higher volatility of 21.51% compared to iShares MSCI Poland ETF (EPOL) at 7.61%. This indicates that SSRM's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSRMEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.51%

7.61%

+13.90%

Volatility (6M)

Calculated over the trailing 6-month period

52.56%

17.34%

+35.22%

Volatility (1Y)

Calculated over the trailing 1-year period

65.44%

23.12%

+42.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.67%

29.06%

+26.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.84%

27.65%

+25.19%

Dividends

SSRM vs. EPOL - Dividend Comparison

SSRM has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 4.17%.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
4.17%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
SSRM
SSR Mining Inc.
0.00%0.00%0.00%2.60%1.79%1.13%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SSRM and EPOL have a correlation of 0.27, 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 EPOL (7.61%). In terms of maximum drawdown, SSRM dropped -91.68% vs EPOL's -63.72%.

SSRM currently has the higher Sharpe Ratio (2.14 vs 1.76), 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 SSRM and EPOL

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