TMQ vs. GNOM
Compare and contrast key facts about Trilogy Metals Inc. (TMQ) and Global X Genomics & Biotechnology ETF (GNOM).
GNOM is a passively managed fund by Global X that tracks the performance of the Solactive Genomics Index. It was launched on Apr 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMQ or GNOM.
Performance
TMQ vs. GNOM - Performance Comparison
Returns By Period
In the year-to-date period, TMQ achieves a 213.95% return, which is significantly higher than GNOM's -12.79% return.
TMQ
213.95%
119.51%
176.24%
213.88%
-5.50%
7.35%
GNOM
-12.79%
-5.26%
-4.50%
-3.59%
-7.06%
N/A
Key characteristics
| TMQ | GNOM | |
|---|---|---|
| Sharpe Ratio | 1.81 | -0.13 |
| Sortino Ratio | 3.88 | 0.02 |
| Omega Ratio | 1.50 | 1.00 |
| Calmar Ratio | 2.25 | -0.05 |
| Martin Ratio | 10.21 | -0.33 |
| Ulcer Index | 20.32% | 10.92% |
| Daily Std Dev | 114.38% | 28.16% |
| Max Drawdown | -96.55% | -68.54% |
| Current Drawdown | -71.40% | -63.85% |
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Correlation
The correlation between TMQ and GNOM is 0.23, 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.
Risk-Adjusted Performance
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.
Dividends
TMQ vs. GNOM - Dividend Comparison
Neither TMQ nor GNOM has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
TMQ Trilogy Metals Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GNOM Global X Genomics & Biotechnology ETF | 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.
Volatility
TMQ vs. GNOM - Volatility Comparison
Trilogy Metals Inc. (TMQ) has a higher volatility of 71.30% compared to Global X Genomics & Biotechnology ETF (GNOM) at 8.88%. 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.