PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TGB vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TGB and GC=F is 0.13, 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.


-0.50.00.51.0
Correlation: 0.1

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.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
112.00%
1,108.00%
TGB
GC=F

Key characteristics

Sharpe Ratio

TGB:

-0.24

GC=F:

2.58

Sortino Ratio

TGB:

0.07

GC=F:

3.30

Omega Ratio

TGB:

1.01

GC=F:

1.46

Calmar Ratio

TGB:

-0.17

GC=F:

5.21

Martin Ratio

TGB:

-0.55

GC=F:

13.28

Ulcer Index

TGB:

27.00%

GC=F:

3.14%

Daily Std Dev

TGB:

61.72%

GC=F:

16.07%

Max Drawdown

TGB:

-98.58%

GC=F:

-44.36%

Current Drawdown

TGB:

-84.58%

GC=F:

-0.54%

Returns By Period

In the year-to-date period, TGB achieves a 9.28% return, which is significantly lower than GC=F's 25.84% return. Over the past 10 years, TGB has outperformed GC=F with an annualized return of 12.04%, while GC=F has yielded a comparatively lower 9.46% annualized return.


TGB

YTD

9.28%

1M

-14.52%

6M

-11.30%

1Y

-13.82%

5Y*

44.37%

10Y*

12.04%

GC=F

YTD

25.84%

1M

8.84%

6M

21.93%

1Y

37.95%

5Y*

12.88%

10Y*

9.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 4242
Overall Rank
The Sharpe Ratio Rank of TGB is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of TGB is 4141
Sortino Ratio Rank
The Omega Ratio Rank of TGB is 4141
Omega Ratio Rank
The Calmar Ratio Rank of TGB is 4343
Calmar Ratio Rank
The Martin Ratio Rank of TGB is 4343
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9898
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
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.


Sharpe ratio
The chart of Sharpe ratio for TGB, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
TGB: -0.29
GC=F: 2.58
The chart of Sortino ratio for TGB, currently valued at -0.03, compared to the broader market-6.00-4.00-2.000.002.004.00
TGB: -0.03
GC=F: 3.30
The chart of Omega ratio for TGB, currently valued at 1.00, compared to the broader market0.501.001.502.00
TGB: 1.00
GC=F: 1.46
The chart of Calmar ratio for TGB, currently valued at -0.23, compared to the broader market0.001.002.003.004.00
TGB: -0.23
GC=F: 5.21
The chart of Martin ratio for TGB, currently valued at -0.63, compared to the broader market-5.000.005.0010.0015.0020.00
TGB: -0.63
GC=F: 13.28

The current TGB Sharpe Ratio is -0.24, which is lower than the GC=F Sharpe Ratio of 2.58. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.29
2.58
TGB
GC=F

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-69.23%
-0.54%
TGB
GC=F

Volatility

TGB vs. GC=F - Volatility Comparison

Taseko Mines Limited (TGB) has a higher volatility of 25.10% compared to Gold (GC=F) at 7.26%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.10%
7.26%
TGB
GC=F
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab