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TRX vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRX and AAAU is 0.37, 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.


-0.50.00.51.00.4

Performance

TRX vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tanzanian Gold Corporation (TRX) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-20.00%
16.72%
TRX
AAAU

Key characteristics

Sharpe Ratio

TRX:

-0.01

AAAU:

3.11

Sortino Ratio

TRX:

0.31

AAAU:

3.90

Omega Ratio

TRX:

1.04

AAAU:

1.53

Calmar Ratio

TRX:

-0.00

AAAU:

5.81

Martin Ratio

TRX:

-0.02

AAAU:

15.98

Ulcer Index

TRX:

20.47%

AAAU:

2.96%

Daily Std Dev

TRX:

43.81%

AAAU:

15.23%

Max Drawdown

TRX:

-97.69%

AAAU:

-21.63%

Current Drawdown

TRX:

-96.39%

AAAU:

0.00%

Returns By Period

In the year-to-date period, TRX achieves a 4.23% return, which is significantly lower than AAAU's 11.82% return.


TRX

YTD

4.23%

1M

-0.00%

6M

-15.37%

1Y

-5.19%

5Y*

-11.99%

10Y*

-4.75%

AAAU

YTD

11.82%

1M

8.63%

6M

16.58%

1Y

45.61%

5Y*

12.46%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRX vs. AAAU — Risk-Adjusted Performance Rank

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

TRX
The Risk-Adjusted Performance Rank of TRX is 4242
Overall Rank
The Sharpe Ratio Rank of TRX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of TRX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TRX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of TRX is 4444
Martin Ratio Rank

AAAU
The Risk-Adjusted Performance Rank of AAAU is 9494
Overall Rank
The Sharpe Ratio Rank of AAAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9090
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.

TRX vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tanzanian Gold Corporation (TRX) and Goldman Sachs Physical Gold ETF (AAAU). 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 TRX, currently valued at -0.01, compared to the broader market-2.000.002.004.00-0.013.11
The chart of Sortino ratio for TRX, currently valued at 0.31, compared to the broader market-6.00-4.00-2.000.002.004.006.000.313.90
The chart of Omega ratio for TRX, currently valued at 1.03, compared to the broader market0.501.001.502.001.041.53
The chart of Calmar ratio for TRX, currently valued at -0.00, compared to the broader market0.002.004.006.00-0.005.81
The chart of Martin ratio for TRX, currently valued at -0.02, compared to the broader market0.0010.0020.0030.00-0.0215.98
TRX
AAAU

The current TRX Sharpe Ratio is -0.01, which is lower than the AAAU Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of TRX and AAAU, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.01
3.11
TRX
AAAU

Dividends

TRX vs. AAAU - Dividend Comparison

Neither TRX nor AAAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TRX vs. AAAU - Drawdown Comparison

The maximum TRX drawdown since its inception was -97.69%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for TRX and AAAU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-72.88%
0
TRX
AAAU

Volatility

TRX vs. AAAU - Volatility Comparison

Tanzanian Gold Corporation (TRX) has a higher volatility of 9.78% compared to Goldman Sachs Physical Gold ETF (AAAU) at 4.00%. This indicates that TRX's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
9.78%
4.00%
TRX
AAAU
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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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