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TRX.TO vs. GOAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRX.TO vs. GOAU - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TRX Gold Corp (TRX.TO) and US Global GO GOLD and Precious Metal Miners ETF (GOAU). The values are adjusted to include any dividend payments, if applicable.

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TRX.TO vs. GOAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRX.TO
TRX Gold Corp
68.50%188.64%-13.73%13.33%-8.16%-41.67%6.33%64.58%37.14%-41.67%
GOAU
US Global GO GOLD and Precious Metal Miners ETF
10.45%116.28%23.56%8.23%-5.37%-10.05%12.21%46.59%-4.41%4.12%
Different Trading Currencies

TRX.TO is traded in CAD, while GOAU is traded in USD. To make them comparable, the GOAU values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TRX.TO achieves a 68.50% return, which is significantly higher than GOAU's 10.45% return.


TRX.TO

1D
3.38%
1M
-21.03%
YTD
68.50%
6M
143.18%
1Y
391.95%
3Y*
48.76%
5Y*
22.68%
10Y*
20.93%

GOAU

1D
4.50%
1M
-15.89%
YTD
10.45%
6M
14.52%
1Y
81.95%
3Y*
40.31%
5Y*
23.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TRX.TO vs. GOAU — Risk / Return Rank

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

TRX.TO
TRX.TO Risk / Return Rank: 9797
Overall Rank
TRX.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TRX.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TRX.TO Omega Ratio Rank: 9696
Omega Ratio Rank
TRX.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
TRX.TO Martin Ratio Rank: 9898
Martin Ratio Rank

GOAU
GOAU Risk / Return Rank: 8383
Overall Rank
GOAU Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GOAU Sortino Ratio Rank: 8181
Sortino Ratio Rank
GOAU Omega Ratio Rank: 7979
Omega Ratio Rank
GOAU Calmar Ratio Rank: 8686
Calmar Ratio Rank
GOAU Martin Ratio Rank: 8181
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.

TRX.TO vs. GOAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TRX Gold Corp (TRX.TO) and US Global GO GOLD and Precious Metal Miners ETF (GOAU). 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.


TRX.TOGOAUDifference

Sharpe ratio

Return per unit of total volatility

4.49

1.84

+2.65

Sortino ratio

Return per unit of downside risk

4.07

2.14

+1.93

Omega ratio

Gain probability vs. loss probability

1.56

1.31

+0.24

Calmar ratio

Return relative to maximum drawdown

9.16

2.61

+6.55

Martin ratio

Return relative to average drawdown

26.46

9.01

+17.44

TRX.TO vs. GOAU - Sharpe Ratio Comparison

The current TRX.TO Sharpe Ratio is 4.49, which is higher than the GOAU Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TRX.TO and GOAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRX.TOGOAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.49

1.84

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.71

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.56

-0.53

Correlation

The correlation between TRX.TO and GOAU is 0.33, 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.


Dividends

TRX.TO vs. GOAU - Dividend Comparison

TRX.TO has not paid dividends to shareholders, while GOAU's dividend yield for the trailing twelve months is around 0.86%.


TTM202520242023202220212020201920182017
TRX.TO
TRX Gold Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOAU
US Global GO GOLD and Precious Metal Miners ETF
0.86%0.94%2.11%0.99%1.55%1.28%0.74%0.16%0.47%0.27%

Drawdowns

TRX.TO vs. GOAU - Drawdown Comparison

The maximum TRX.TO drawdown since its inception was -97.16%, which is greater than GOAU's maximum drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for TRX.TO and GOAU.


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Drawdown Indicators


TRX.TOGOAUDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-55.41%

-41.75%

Max Drawdown (1Y)

Largest decline over 1 year

-41.02%

-31.15%

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-55.13%

-48.52%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-83.07%

Current Drawdown

Current decline from peak

-78.27%

-17.43%

-60.84%

Average Drawdown

Average peak-to-trough decline

-67.02%

-18.77%

-48.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.20%

9.06%

+5.14%

Volatility

TRX.TO vs. GOAU - Volatility Comparison

TRX Gold Corp (TRX.TO) has a higher volatility of 26.67% compared to US Global GO GOLD and Precious Metal Miners ETF (GOAU) at 16.63%. This indicates that TRX.TO's price experiences larger fluctuations and is considered to be riskier than GOAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRX.TOGOAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.67%

16.63%

+10.04%

Volatility (6M)

Calculated over the trailing 6-month period

77.25%

38.41%

+38.84%

Volatility (1Y)

Calculated over the trailing 1-year period

88.12%

44.89%

+43.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.13%

33.21%

+30.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.99%

33.24%

+42.75%