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TGB vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TGB and GC=F is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

TGB vs. GC=F

Last updated Jun 1, 2025

Compare and contrast key facts about Taseko Mines Limited (TGB) and Gold (GC=F).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGB or GC=F.

Performance

TGB vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taseko Mines Limited (TGB) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TGB:

-0.34

GC=F:

2.20

Sortino Ratio

TGB:

-0.22

GC=F:

2.92

Omega Ratio

TGB:

0.97

GC=F:

1.39

Calmar Ratio

TGB:

-0.28

GC=F:

5.20

Martin Ratio

TGB:

-1.03

GC=F:

14.19

Ulcer Index

TGB:

23.67%

GC=F:

2.93%

Daily Std Dev

TGB:

61.25%

GC=F:

18.20%

Max Drawdown

TGB:

-98.58%

GC=F:

-44.36%

Current Drawdown

TGB:

-83.78%

GC=F:

-3.59%

Returns By Period

In the year-to-date period, TGB achieves a 14.95% return, which is significantly lower than GC=F's 25.09% return. Over the past 10 years, TGB has outperformed GC=F with an annualized return of 13.49%, while GC=F has yielded a comparatively lower 10.66% annualized return.

TGB

YTD

14.95%

1M

0.90%

6M

8.25%

1Y

-19.20%

3Y*

11.94%

5Y*

41.22%

10Y*

13.49%

GC=F

YTD

25.09%

1M

2.46%

6M

23.78%

1Y

41.59%

3Y*

21.30%

5Y*

13.62%

10Y*

10.66%

*Annualized

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Taseko Mines Limited

Gold

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TGB vs. GC=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TGB
The Risk-Adjusted Performance Rank of TGB is 3030
Overall Rank
The Sharpe Ratio Rank of TGB is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TGB is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TGB is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TGB is 3232
Calmar Ratio Rank
The Martin Ratio Rank of TGB is 2424
Martin Ratio Rank
GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
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.

TGB vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taseko Mines Limited (TGB) and Gold (GC=F). 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 TGB Sharpe Ratio is -0.34, which is lower than the GC=F Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of TGB and GC=F, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

TGB vs. GC=F - Drawdown Comparison

The maximum TGB drawdown since its inception was -98.58%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for TGB and GC=F.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TGB vs. GC=F - Volatility Comparison

Taseko Mines Limited (TGB) has a higher volatility of 16.74% compared to Gold (GC=F) at 7.35%. This indicates that TGB's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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