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THM vs. GDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between THM and GDX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

THM vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Tower Hill Mines Ltd. (THM) and VanEck Vectors Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-71.45%
51.14%
THM
GDX

Key characteristics

Sharpe Ratio

THM:

-0.02

GDX:

1.68

Sortino Ratio

THM:

0.53

GDX:

2.19

Omega Ratio

THM:

1.06

GDX:

1.29

Calmar Ratio

THM:

-0.01

GDX:

1.24

Martin Ratio

THM:

-0.04

GDX:

6.06

Ulcer Index

THM:

29.28%

GDX:

9.24%

Daily Std Dev

THM:

72.32%

GDX:

33.37%

Max Drawdown

THM:

-98.18%

GDX:

-80.57%

Current Drawdown

THM:

-93.60%

GDX:

-13.13%

Returns By Period

In the year-to-date period, THM achieves a 45.81% return, which is significantly lower than GDX's 50.16% return. Over the past 10 years, THM has underperformed GDX with an annualized return of 7.31%, while GDX has yielded a comparatively higher 11.31% annualized return.


THM

YTD

45.81%

1M

-4.05%

6M

-5.82%

1Y

-1.63%

5Y*

9.65%

10Y*

7.31%

GDX

YTD

50.16%

1M

12.75%

6M

19.39%

1Y

51.21%

5Y*

12.16%

10Y*

11.31%

*Annualized

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Risk-Adjusted Performance

THM vs. GDX — Risk-Adjusted Performance Rank

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

THM
The Risk-Adjusted Performance Rank of THM is 5353
Overall Rank
The Sharpe Ratio Rank of THM is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of THM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of THM is 5353
Omega Ratio Rank
The Calmar Ratio Rank of THM is 5353
Calmar Ratio Rank
The Martin Ratio Rank of THM is 5353
Martin Ratio Rank

GDX
The Risk-Adjusted Performance Rank of GDX is 9090
Overall Rank
The Sharpe Ratio Rank of GDX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GDX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GDX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of GDX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of GDX is 8787
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.

THM vs. GDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Tower Hill Mines Ltd. (THM) and VanEck Vectors Gold Miners ETF (GDX). 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 THM, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00
THM: -0.02
GDX: 1.68
The chart of Sortino ratio for THM, currently valued at 0.53, compared to the broader market-6.00-4.00-2.000.002.004.00
THM: 0.53
GDX: 2.19
The chart of Omega ratio for THM, currently valued at 1.06, compared to the broader market0.501.001.502.00
THM: 1.06
GDX: 1.29
The chart of Calmar ratio for THM, currently valued at -0.01, compared to the broader market0.001.002.003.004.00
THM: -0.01
GDX: 1.24
The chart of Martin ratio for THM, currently valued at -0.04, compared to the broader market-5.000.005.0010.0015.0020.00
THM: -0.04
GDX: 6.06

The current THM Sharpe Ratio is -0.02, which is lower than the GDX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of THM and GDX, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.02
1.68
THM
GDX

Dividends

THM vs. GDX - Dividend Comparison

THM has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.79%.


TTM20242023202220212020201920182017201620152014
THM
International Tower Hill Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDX
VanEck Vectors Gold Miners ETF
0.79%1.19%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%

Drawdowns

THM vs. GDX - Drawdown Comparison

The maximum THM drawdown since its inception was -98.18%, which is greater than GDX's maximum drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for THM and GDX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-93.60%
-13.13%
THM
GDX

Volatility

THM vs. GDX - Volatility Comparison

International Tower Hill Mines Ltd. (THM) has a higher volatility of 29.51% compared to VanEck Vectors Gold Miners ETF (GDX) at 15.18%. This indicates that THM's price experiences larger fluctuations and is considered to be riskier than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
29.51%
15.18%
THM
GDX
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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.

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