TGB vs. GC=F

Last updated Apr 2, 2026

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

TGB vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TGB Taseko Mines Limited	19.61%	191.75%	38.57%	-4.76%	-28.29%	55.30%	175.00%	1.48%	-79.70%	173.38%
GC=F Gold	10.61%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

In the year-to-date period, TGB achieves a 19.61% return, which is significantly higher than GC=F's 10.61% return. Over the past 10 years, TGB has outperformed GC=F with an annualized return of 28.81%, while GC=F has yielded a comparatively lower 14.62% annualized return.

TGB

• 1D: 4.96%
• 1M: -22.72%
• YTD: 19.61%
• 6M: 61.58%
• 1Y: 195.63%
• 3Y*: 59.77%
• 5Y*: 30.19%
• 10Y*: 28.81%

GC=F

• 1D: 2.95%
• 1M: -9.63%
• YTD: 10.61%
• 6M: 23.71%
• 1Y: 53.41%
• 3Y*: 34.44%
• 5Y*: 22.61%
• 10Y*: 14.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TGB vs. GC=F — Risk / Return Rank

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

TGB

TGB Risk / Return Rank: 94
TGB Sharpe Ratio Rank: 96
TGB Sortino Ratio Rank: 92
TGB Omega Ratio Rank: 91
TGB Calmar Ratio Rank: 95
TGB Martin Ratio Rank: 96

GC=F

GC=F Risk / Return Rank: 91
GC=F Sharpe Ratio Rank: 100
GC=F Sortino Ratio Rank: 100
GC=F Omega Ratio Rank: 94
GC=F Calmar Ratio Rank: 71
GC=F Martin Ratio Rank: 92

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.

TGB vs. GC=F - Risk-Adjusted Trends 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.

	TGB	GC=F	Difference
Sharpe ratio Return per unit of total volatility	2.97	1.85	+1.12
Sortino ratio Return per unit of downside risk	3.15	2.26	+0.89
Omega ratio Gain probability vs. loss probability	1.41	1.34	+0.06
Calmar ratio Return relative to maximum drawdown	5.70	2.74	+2.97
Martin ratio Return relative to average drawdown	17.80	10.15	+7.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TGB vs. GC=F - Sharpe Ratio Comparison

The current TGB Sharpe Ratio is 2.97, which is higher than the GC=F Sharpe Ratio of 1.85. 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.

Sharpe Ratios by Period

	TGB	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.97	1.85	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	1.25	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.89	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.64	-0.66

Correlation

The correlation between TGB and GC=F is 0.24, 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.

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.

Drawdown Indicators

	TGB	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-98.58%	-44.36%	-54.22%
Max Drawdown (1Y) Largest decline over 1 year	-35.47%	-17.73%	-17.74%
Max Drawdown (5Y) Largest decline over 5 years	-65.27%	-20.43%	-44.84%
Max Drawdown (10Y) Largest decline over 10 years	-90.76%	-20.87%	-69.89%
Current Drawdown Current decline from peak	-50.76%	-10.04%	-40.72%
Average Drawdown Average peak-to-trough decline	-81.57%	-13.03%	-68.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.36%	4.78%	+6.58%

Volatility

TGB vs. GC=F - Volatility Comparison

Taseko Mines Limited (TGB) has a higher volatility of 21.59% compared to Gold (GC=F) at 11.29%. 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.

Volatility by Period

	TGB	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.59%	11.29%	+10.30%
Volatility (6M) Calculated over the trailing 6-month period	49.36%	24.59%	+24.77%
Volatility (1Y) Calculated over the trailing 1-year period	66.40%	27.77%	+38.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.65%	17.96%	+44.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.92%	16.36%	+49.56%