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SSRM vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSRM and VT is 0.21, 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

SSRM vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSR Mining Inc. (SSRM) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SSRM:

1.55

VT:

0.70

Sortino Ratio

SSRM:

2.31

VT:

1.09

Omega Ratio

SSRM:

1.29

VT:

1.16

Calmar Ratio

SSRM:

1.10

VT:

0.75

Martin Ratio

SSRM:

9.18

VT:

3.27

Ulcer Index

SSRM:

10.83%

VT:

3.77%

Daily Std Dev

SSRM:

57.81%

VT:

17.78%

Max Drawdown

SSRM:

-91.68%

VT:

-50.27%

Current Drawdown

SSRM:

-75.07%

VT:

0.00%

Returns By Period

In the year-to-date period, SSRM achieves a 55.89% return, which is significantly higher than VT's 5.86% return. Over the past 10 years, SSRM has underperformed VT with an annualized return of 6.27%, while VT has yielded a comparatively higher 9.16% annualized return.


SSRM

YTD

55.89%

1M

0.09%

6M

92.72%

1Y

88.70%

3Y*

-18.17%

5Y*

-12.28%

10Y*

6.27%

VT

YTD

5.86%

1M

11.49%

6M

5.10%

1Y

12.36%

3Y*

13.95%

5Y*

14.06%

10Y*

9.16%

*Annualized

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SSR Mining Inc.

Vanguard Total World Stock ETF

Risk-Adjusted Performance

SSRM vs. VT — Risk-Adjusted Performance Rank

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

SSRM
The Risk-Adjusted Performance Rank of SSRM is 8989
Overall Rank
The Sharpe Ratio Rank of SSRM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SSRM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SSRM is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SSRM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SSRM is 9494
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6868
Overall Rank
The Sharpe Ratio Rank of VT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
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.

SSRM vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SSR Mining Inc. (SSRM) 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.


The current SSRM Sharpe Ratio is 1.55, which is higher than the VT Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SSRM and VT, 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

SSRM vs. VT - Dividend Comparison

SSRM has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.


TTM20242023202220212020201920182017201620152014
SSRM
SSR Mining Inc.
0.00%0.00%2.60%1.79%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

SSRM vs. VT - Drawdown Comparison

The maximum SSRM drawdown since its inception was -91.68%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SSRM and VT. For additional features, visit the drawdowns tool.


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Volatility

SSRM vs. VT - Volatility Comparison

SSR Mining Inc. (SSRM) has a higher volatility of 18.28% compared to Vanguard Total World Stock ETF (VT) at 4.23%. This indicates that SSRM'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.


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