PortfoliosLab logoPortfoliosLab logo
WDO.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

WDO.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Wesdome Gold Mines Ltd. (WDO.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, WDO.TO achieves a 14.38% return, which is significantly lower than ^TNX's 16.61% return. Over the past 10 years, WDO.TO has outperformed ^TNX with an annualized return of 30.05%, while ^TNX has yielded a comparatively lower 12.67% annualized return.


WDO.TO

1D
-3.09%
1M
6.82%
6M
16.69%
YTD
14.38%
1Y
57.64%
3Y*
56.09%
5Y*
15.56%
10Y*
30.05%
ALL TIME*
13.78%

^TNX

1D
1.58%
1M
4.59%
6M
16.19%
YTD
16.61%
1Y
10.29%
3Y*
7.55%
5Y*
33.94%
10Y*
12.67%
ALL TIME*
0.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$0.00CA$0.00CA$0.00
CA$10.70MCA$14.59MCA$18.65M

WDO.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDO.TO
Wesdome Gold Mines Ltd.
14.38%76.14%67.44%3.07%-35.01%8.38%4.42%129.57%109.95%0.96%
^TNX
Cboe 10-Year Treasury Note Yield Index
16.61%-13.12%28.30%-2.71%172.80%64.80%-53.35%-31.50%21.07%-8.33%

Correlation

The correlation between WDO.TO and ^TNX is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (3Y)
Balances recent behavior with more history.

-0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.18

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2006

-0.11

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WDO.TO vs. ^TNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WDO.TO
WDO.TO Risk / Return Rank: 7676
Overall Rank
WDO.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WDO.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
WDO.TO Omega Ratio Rank: 7171
Omega Ratio Rank
WDO.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
WDO.TO Martin Ratio Rank: 8080
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2525
Overall Rank
^TNX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 2323
Sortino Ratio Rank
^TNX Omega Ratio Rank: 2323
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
^TNX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WDO.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wesdome Gold Mines Ltd. (WDO.TO) and Cboe 10-Year Treasury Note Yield Index (^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.

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.


WDO.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

2.28

1.06

+1.22

Martin ratioReturn relative to average drawdown

4.94

2.45

+2.49

WDO.TO vs. ^TNX - Sharpe Ratio Comparison

The current WDO.TO Sharpe Ratio is 1.05, which is higher than the ^TNX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of WDO.TO and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WDO.TO vs. ^TNX - Drawdown Comparison

The maximum WDO.TO drawdown since its inception was -89.14%, roughly equal to the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for WDO.TO and ^TNX.


Loading charts...

Drawdown Indicators


WDO.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-89.14%

-89.94%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-25.42%

-9.80%

-15.62%

Max Drawdown (3Y)

Largest decline over 3 years

-25.42%

-28.13%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-62.68%

-28.13%

-34.55%

Max Drawdown (10Y)

Largest decline over 10 years

-62.68%

-83.97%

+21.29%

Current Drawdown

Current decline from peak

-15.99%

-3.97%

-12.02%

Average Drawdown

Average peak-to-trough decline

-35.28%

-44.57%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.70%

4.47%

+7.23%

Volatility

WDO.TO vs. ^TNX - Volatility Comparison

Wesdome Gold Mines Ltd. (WDO.TO) has a higher volatility of 15.67% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 3.87%. This indicates that WDO.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.


Loading charts...

Volatility by Period


WDO.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.67%

3.87%

+11.80%

Volatility (6M)

Calculated over the trailing 6-month period

43.22%

11.63%

+31.59%

Volatility (1Y)

Calculated over the trailing 1-year period

55.07%

15.28%

+39.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.64%

31.87%

+16.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.18%

48.29%

+4.89%

Frequently Asked Questions


WDO.TO and ^TNX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WDO.TO and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer