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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 Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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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 11.61% return, which is significantly higher than ^TNX's 10.08% return. Over the past 10 years, WDO.TO has outperformed ^TNX with an annualized return of 30.81%, while ^TNX has yielded a comparatively lower 11.75% annualized return.


WDO.TO

1D
3.21%
1M
-18.02%
YTD
11.61%
6M
12.50%
1Y
28.38%
3Y*
51.49%
5Y*
15.05%
10Y*
30.81%

^TNX

1D
0.83%
1M
2.25%
YTD
10.08%
6M
8.63%
1Y
5.41%
3Y*
6.95%
5Y*
28.84%
10Y*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDO.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDO.TO
Wesdome Gold Mines Ltd.
11.61%76.14%67.44%3.07%-35.01%8.38%4.42%129.57%109.95%0.96%
^TNX
Treasury Yield 10 Years
10.08%-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 tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.17

Correlation (10Y)
Calculated over the trailing 10-year period

-0.19

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

-0.11

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Return for Risk

WDO.TO vs. ^TNX — Risk / Return Rank

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

WDO.TO
WDO.TO Risk / Return Rank: 6161
Overall Rank
WDO.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WDO.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
WDO.TO Omega Ratio Rank: 5757
Omega Ratio Rank
WDO.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
WDO.TO Martin Ratio Rank: 6565
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2020
Overall Rank
^TNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1919
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1818
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.

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 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.

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

+0.20

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratioReturn relative to maximum drawdown

1.12

0.46

+0.67

Martin ratioReturn relative to average drawdown

2.51

0.92

+1.59

WDO.TO vs. ^TNX - Sharpe Ratio Comparison

The current WDO.TO Sharpe Ratio is 0.55, which is higher than the ^TNX Sharpe Ratio of 0.35. 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.


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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.


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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%

-11.93%

-13.49%

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

-18.02%

-9.35%

-8.67%

Average Drawdown

Average peak-to-trough decline

-35.24%

-44.78%

+9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

5.89%

+5.44%

Volatility

WDO.TO vs. ^TNX - Volatility Comparison

Wesdome Gold Mines Ltd. (WDO.TO) has a higher volatility of 21.04% compared to Treasury Yield 10 Years (^TNX) at 5.09%. 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.


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Volatility by Period


WDO.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.04%

5.09%

+15.95%

Volatility (6M)

Calculated over the trailing 6-month period

41.78%

11.48%

+30.30%

Volatility (1Y)

Calculated over the trailing 1-year period

52.05%

15.50%

+36.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.93%

32.99%

+14.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.26%

48.63%

+4.63%

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.

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Find the right allocation for WDO.TO and ^TNX

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