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TMC vs. GDXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMC vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TMC the metals company Inc. (TMC) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMC achieves a -11.99% return, which is significantly higher than GDXU's -56.00% return.


TMC

1D
5.85%
1M
-3.72%
YTD
-11.99%
6M
-18.22%
1Y
13.12%
3Y*
68.25%
5Y*
10Y*

GDXU

1D
8.84%
1M
-50.11%
YTD
-56.00%
6M
-55.92%
1Y
30.95%
3Y*
37.87%
5Y*
-14.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMC vs. GDXU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMC
TMC the metals company Inc.
-11.99%450.89%1.82%42.86%-62.98%-81.18%
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
-56.00%796.47%-18.60%-21.36%-62.82%-3.71%

Correlation

The correlation between TMC and GDXU is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2021

0.20

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Return for Risk

TMC vs. GDXU — Risk / Return Rank

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

TMC
TMC Risk / Return Rank: 5050
Overall Rank
TMC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TMC Sortino Ratio Rank: 5757
Sortino Ratio Rank
TMC Omega Ratio Rank: 5353
Omega Ratio Rank
TMC Calmar Ratio Rank: 4848
Calmar Ratio Rank
TMC Martin Ratio Rank: 4646
Martin Ratio Rank

GDXU
GDXU Risk / Return Rank: 1919
Overall Rank
GDXU Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 2626
Sortino Ratio Rank
GDXU Omega Ratio Rank: 2929
Omega Ratio Rank
GDXU Calmar Ratio Rank: 1414
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1414
Martin Ratio Rank
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.

TMC vs. GDXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TMC the metals company Inc. (TMC) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMCGDXUDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.11

1.18

-0.06

Calmar ratioReturn relative to maximum drawdown

0.21

0.37

-0.16

Martin ratioReturn relative to average drawdown

0.35

0.80

-0.46

TMC vs. GDXU - Sharpe Ratio Comparison

The current TMC Sharpe Ratio is 0.13, which is lower than the GDXU Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TMC and GDXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMC vs. GDXU - Drawdown Comparison

The maximum TMC drawdown since its inception was -95.58%, roughly equal to the maximum GDXU drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for TMC and GDXU.


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Drawdown Indicators


TMCGDXUDifference

Max Drawdown

Largest peak-to-trough decline

-95.58%

-94.39%

-1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-61.65%

-83.97%

+22.32%

Max Drawdown (3Y)

Largest decline over 3 years

-74.56%

-83.97%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-92.44%

Current Drawdown

Current decline from peak

-56.39%

-79.58%

+23.19%

Average Drawdown

Average peak-to-trough decline

-79.43%

-69.77%

-9.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.93%

38.59%

-0.66%

Volatility

TMC vs. GDXU - Volatility Comparison

The current volatility for TMC the metals company Inc. (TMC) is 24.27%, while MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a volatility of 54.28%. This indicates that TMC experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMCGDXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.27%

54.28%

-30.01%

Volatility (6M)

Calculated over the trailing 6-month period

68.29%

123.72%

-55.43%

Volatility (1Y)

Calculated over the trailing 1-year period

104.72%

142.00%

-37.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.21%

111.92%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.21%

110.82%

+2.39%

Dividends

TMC vs. GDXU - Dividend Comparison

Neither TMC nor GDXU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TMC and GDXU have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (54.28%) compared to TMC (24.27%). In terms of maximum drawdown, TMC dropped -95.58% vs GDXU's -94.39%.

GDXU currently has the higher Sharpe Ratio (0.22 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TMC and GDXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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