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USA.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between USA.TO and ^TNX is 0.01, 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.


-0.50.00.51.00.0

Performance

USA.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Americas Gold and Silver Corporation (USA.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
117.50%
18.21%
USA.TO
^TNX

Key characteristics

Sharpe Ratio

USA.TO:

2.23

^TNX:

0.23

Sortino Ratio

USA.TO:

2.78

^TNX:

0.48

Omega Ratio

USA.TO:

1.33

^TNX:

1.05

Calmar Ratio

USA.TO:

1.74

^TNX:

0.09

Martin Ratio

USA.TO:

9.32

^TNX:

0.46

Ulcer Index

USA.TO:

18.60%

^TNX:

10.44%

Daily Std Dev

USA.TO:

77.62%

^TNX:

21.08%

Max Drawdown

USA.TO:

-99.42%

^TNX:

-93.78%

Current Drawdown

USA.TO:

-98.29%

^TNX:

-43.91%

Returns By Period

In the year-to-date period, USA.TO achieves a 46.43% return, which is significantly higher than ^TNX's -1.60% return. Over the past 10 years, USA.TO has underperformed ^TNX with an annualized return of -10.23%, while ^TNX has yielded a comparatively higher 8.16% annualized return.


USA.TO

YTD

46.43%

1M

13.89%

6M

127.78%

1Y

192.86%

5Y*

-28.05%

10Y*

-10.23%

^TNX

YTD

-1.60%

1M

-1.62%

6M

16.52%

1Y

4.05%

5Y*

25.15%

10Y*

8.16%

*Annualized

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Risk-Adjusted Performance

USA.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

USA.TO
The Risk-Adjusted Performance Rank of USA.TO is 9090
Overall Rank
The Sharpe Ratio Rank of USA.TO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of USA.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of USA.TO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of USA.TO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of USA.TO is 9191
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 1717
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 1818
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.

USA.TO vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Americas Gold and Silver Corporation (USA.TO) and Treasury Yield 10 Years (^TNX). 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 USA.TO, currently valued at 2.30, compared to the broader market-2.000.002.002.300.20
The chart of Sortino ratio for USA.TO, currently valued at 2.80, compared to the broader market-4.00-2.000.002.004.006.002.800.45
The chart of Omega ratio for USA.TO, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.05
The chart of Calmar ratio for USA.TO, currently valued at 1.80, compared to the broader market0.002.004.006.001.800.10
The chart of Martin ratio for USA.TO, currently valued at 9.22, compared to the broader market-10.000.0010.0020.0030.009.220.41
USA.TO
^TNX

The current USA.TO Sharpe Ratio is 2.23, which is higher than the ^TNX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of USA.TO and ^TNX, 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
2.30
0.20
USA.TO
^TNX

Drawdowns

USA.TO vs. ^TNX - Drawdown Comparison

The maximum USA.TO drawdown since its inception was -99.42%, which is greater than ^TNX's maximum drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for USA.TO and ^TNX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-98.40%
-31.40%
USA.TO
^TNX

Volatility

USA.TO vs. ^TNX - Volatility Comparison

Americas Gold and Silver Corporation (USA.TO) has a higher volatility of 14.49% compared to Treasury Yield 10 Years (^TNX) at 5.68%. This indicates that USA.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
14.49%
5.68%
USA.TO
^TNX
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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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