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TMQ vs. GNOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMQ and GNOM is 0.22, 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.


-0.50.00.51.00.2

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.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
214.93%
-14.89%
TMQ
GNOM

Key characteristics

Sharpe Ratio

TMQ:

2.39

GNOM:

-0.47

Sortino Ratio

TMQ:

4.10

GNOM:

-0.50

Omega Ratio

TMQ:

1.52

GNOM:

0.94

Calmar Ratio

TMQ:

3.06

GNOM:

-0.19

Martin Ratio

TMQ:

17.09

GNOM:

-0.92

Ulcer Index

TMQ:

16.46%

GNOM:

13.81%

Daily Std Dev

TMQ:

117.97%

GNOM:

27.12%

Max Drawdown

TMQ:

-96.55%

GNOM:

-68.54%

Current Drawdown

TMQ:

-64.41%

GNOM:

-64.74%

Returns By Period

In the year-to-date period, TMQ achieves a 44.83% return, which is significantly higher than GNOM's 1.24% return.


TMQ

YTD

44.83%

1M

18.31%

6M

214.84%

1Y

270.04%

5Y*

-2.23%

10Y*

10.88%

GNOM

YTD

1.24%

1M

-3.44%

6M

-14.89%

1Y

-14.22%

5Y*

-8.86%

10Y*

N/A

*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

TMQ vs. GNOM — Risk-Adjusted Performance Rank

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

TMQ
The Risk-Adjusted Performance Rank of TMQ is 9696
Overall Rank
The Sharpe Ratio Rank of TMQ is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TMQ is 9797
Sortino Ratio Rank
The Omega Ratio Rank of TMQ is 9595
Omega Ratio Rank
The Calmar Ratio Rank of TMQ is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TMQ is 9797
Martin Ratio Rank

GNOM
The Risk-Adjusted Performance Rank of GNOM is 33
Overall Rank
The Sharpe Ratio Rank of GNOM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GNOM is 33
Sortino Ratio Rank
The Omega Ratio Rank of GNOM is 33
Omega Ratio Rank
The Calmar Ratio Rank of GNOM is 44
Calmar Ratio Rank
The Martin Ratio Rank of GNOM is 33
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.

TMQ vs. GNOM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TMQ, currently valued at 2.39, compared to the broader market-2.000.002.002.39-0.47
The chart of Sortino ratio for TMQ, currently valued at 4.10, compared to the broader market-4.00-2.000.002.004.006.004.10-0.50
The chart of Omega ratio for TMQ, currently valued at 1.52, compared to the broader market0.501.001.502.001.520.94
The chart of Calmar ratio for TMQ, currently valued at 3.20, compared to the broader market0.002.004.006.003.20-0.19
The chart of Martin ratio for TMQ, currently valued at 17.09, compared to the broader market-10.000.0010.0020.0030.0017.09-0.92
TMQ
GNOM

The current TMQ Sharpe Ratio is 2.39, which is higher than the GNOM Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of TMQ and GNOM, 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.39
-0.47
TMQ
GNOM

Dividends

TMQ vs. GNOM - Dividend Comparison

Neither TMQ nor GNOM has paid dividends to shareholders.


TTM20242023202220212020
TMQ
Trilogy Metals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
GNOM
Global X Genomics & Biotechnology ETF
0.00%0.00%0.00%0.00%0.04%0.14%

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 -68.54%. Use the drawdown chart below to compare losses from any high point for TMQ and GNOM. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-45.98%
-64.74%
TMQ
GNOM

Volatility

TMQ vs. GNOM - Volatility Comparison

Trilogy Metals Inc. (TMQ) has a higher volatility of 23.81% compared to Global X Genomics & Biotechnology ETF (GNOM) at 7.54%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
23.81%
7.54%
TMQ
GNOM
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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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