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TMQ vs. GNOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMQ vs. GNOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trilogy Metals Inc. (TMQ) and Global X Genomics & Biotechnology ETF (GNOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMQ achieves a -14.15% return, which is significantly lower than GNOM's 13.87% return.


TMQ

1D
-2.37%
1M
-9.09%
YTD
-14.15%
6M
-22.76%
1Y
172.06%
3Y*
89.93%
5Y*
8.95%
10Y*
22.41%

GNOM

1D
-0.60%
1M
11.22%
YTD
13.87%
6M
9.26%
1Y
60.77%
3Y*
2.58%
5Y*
-10.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMQ vs. GNOM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMQ
Trilogy Metals Inc.
-14.15%271.55%169.77%-21.82%-66.67%-17.50%-23.08%3.59%
GNOM
Global X Genomics & Biotechnology ETF
13.87%18.65%-15.99%-8.63%-36.27%-15.93%51.52%2.03%

Correlation

The correlation between TMQ and GNOM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2019

0.24

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Return for Risk

TMQ vs. GNOM — Risk / Return Rank

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

TMQ
TMQ Risk / Return Rank: 8181
Overall Rank
TMQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TMQ Sortino Ratio Rank: 9595
Sortino Ratio Rank
TMQ Omega Ratio Rank: 9393
Omega Ratio Rank
TMQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
TMQ Martin Ratio Rank: 7070
Martin Ratio Rank

GNOM
GNOM Risk / Return Rank: 6666
Overall Rank
GNOM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 7070
Sortino Ratio Rank
GNOM Omega Ratio Rank: 6060
Omega Ratio Rank
GNOM Calmar Ratio Rank: 6969
Calmar Ratio Rank
GNOM Martin Ratio Rank: 5757
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.

TMQ vs. GNOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trilogy Metals Inc. (TMQ) and Global X Genomics & Biotechnology ETF (GNOM). 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.


TMQGNOMDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.49

1.35

+0.14

Calmar ratioReturn relative to maximum drawdown

2.49

3.36

-0.87

Martin ratioReturn relative to average drawdown

3.56

9.65

-6.08

TMQ vs. GNOM - Sharpe Ratio Comparison

The current TMQ Sharpe Ratio is 0.73, which is lower than the GNOM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TMQ and GNOM, 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

TMQ vs. GNOM - Drawdown Comparison

The maximum TMQ drawdown since its inception was -96.55%, which is greater than GNOM's maximum drawdown of -75.00%. Use the drawdown chart below to compare losses from any high point for TMQ and GNOM.


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Drawdown Indicators


TMQGNOMDifference

Max Drawdown

Largest peak-to-trough decline

-96.55%

-75.00%

-21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-69.62%

-18.17%

-51.45%

Max Drawdown (3Y)

Largest decline over 3 years

-69.62%

-44.24%

-25.38%

Max Drawdown (5Y)

Largest decline over 5 years

-85.43%

-72.29%

-13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-88.01%

Current Drawdown

Current decline from peak

-65.09%

-52.95%

-12.14%

Average Drawdown

Average peak-to-trough decline

-71.91%

-40.62%

-31.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.51%

6.32%

+42.19%

Volatility

TMQ vs. GNOM - Volatility Comparison

Trilogy Metals Inc. (TMQ) has a higher volatility of 23.54% compared to Global X Genomics & Biotechnology ETF (GNOM) at 9.42%. This indicates that TMQ's price experiences larger fluctuations and is considered to be riskier than GNOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMQGNOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.54%

9.42%

+14.12%

Volatility (6M)

Calculated over the trailing 6-month period

60.07%

20.56%

+39.51%

Volatility (1Y)

Calculated over the trailing 1-year period

236.14%

27.34%

+208.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.53%

33.68%

+94.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.16%

34.18%

+66.98%

Dividends

TMQ vs. GNOM - Dividend Comparison

TMQ has not paid dividends to shareholders, while GNOM's dividend yield for the trailing twelve months is around 1.21%.


PositionTTM202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
1.21%1.37%0.00%0.00%0.00%0.03%0.14%
TMQ
Trilogy Metals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMQ and GNOM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMQ has higher volatility (23.54%) compared to GNOM (9.42%). In terms of maximum drawdown, TMQ dropped -96.55% vs GNOM's -75.00%.

GNOM currently has the higher Sharpe Ratio (2.24 vs 0.73), 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 TMQ and GNOM

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