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USGO vs. GDXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USGO vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. GoldMining Inc (USGO) and VanEck Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USGO achieves a -11.00% return, which is significantly higher than GDXJ's -15.14% return.


USGO

1D
-1.26%
1M
-3.56%
6M
-30.84%
YTD
-11.00%
1Y
-10.29%
3Y*
-12.95%
5Y*
10Y*

GDXJ

1D
-1.85%
1M
-13.70%
6M
-23.78%
YTD
-15.14%
1Y
46.05%
3Y*
38.56%
5Y*
18.43%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USGO vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023
USGO
U.S. GoldMining Inc
-11.00%2.44%17.86%-23.11%
GDXJ
VanEck Junior Gold Miners ETF
-15.14%172.28%15.67%-6.10%

Correlation

The correlation between USGO and GDXJ is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.29

Over the past year, USGO and GDXJ have become more correlated (0.50) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

USGO vs. GDXJ — Risk / Return Rank

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

USGO
USGO Risk / Return Rank: 3939
Overall Rank
USGO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USGO Sortino Ratio Rank: 4141
Sortino Ratio Rank
USGO Omega Ratio Rank: 4141
Omega Ratio Rank
USGO Calmar Ratio Rank: 3838
Calmar Ratio Rank
USGO Martin Ratio Rank: 3737
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 2929
Overall Rank
GDXJ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 2929
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 3131
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 2929
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 2525
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.

USGO vs. GDXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. GoldMining Inc (USGO) and VanEck Junior Gold Miners ETF (GDXJ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USGOGDXJDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.04

1.18

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.20

1.17

-1.37

Martin ratioReturn relative to average drawdown

-0.39

2.63

-3.02

USGO vs. GDXJ - Sharpe Ratio Comparison

The current USGO Sharpe Ratio is -0.14, which is lower than the GDXJ Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of USGO and GDXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USGO vs. GDXJ - Drawdown Comparison

The maximum USGO drawdown since its inception was -69.34%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for USGO and GDXJ.


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Drawdown Indicators


USGOGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-69.34%

-88.66%

+19.32%

Max Drawdown (1Y)

Largest decline over 1 year

-52.18%

-39.47%

-12.71%

Max Drawdown (3Y)

Largest decline over 3 years

-63.19%

-39.47%

-23.72%

Max Drawdown (5Y)

Largest decline over 5 years

-48.79%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-51.27%

-38.18%

-13.09%

Average Drawdown

Average peak-to-trough decline

-42.38%

-60.32%

+17.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.52%

17.56%

+8.96%

Volatility

USGO vs. GDXJ - Volatility Comparison

The current volatility for U.S. GoldMining Inc (USGO) is 14.73%, while VanEck Junior Gold Miners ETF (GDXJ) has a volatility of 15.73%. This indicates that USGO experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USGOGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

15.73%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

53.46%

44.49%

+8.97%

Volatility (1Y)

Calculated over the trailing 1-year period

71.79%

53.19%

+18.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.65%

41.93%

+37.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.65%

44.26%

+35.39%

Dividends

USGO vs. GDXJ - Dividend Comparison

USGO has not paid dividends to shareholders, while GDXJ's dividend yield for the trailing twelve months is around 2.74%.


PositionTTM20252024202320222021202020192018201720162015
GDXJ
VanEck Junior Gold Miners ETF
2.74%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%
USGO
U.S. GoldMining Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USGO and GDXJ have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXJ has higher volatility (15.73%) compared to USGO (14.73%). In terms of maximum drawdown, USGO dropped -69.34% vs GDXJ's -88.66%.

GDXJ currently has the higher Sharpe Ratio (0.87 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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