WDO.TO vs. SKE

Last updated Apr 2, 2026

Compare and contrast key facts about Wesdome Gold Mines Ltd. (WDO.TO) and Skeena Resources Ltd (SKE).

Performance

WDO.TO vs. SKE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Wesdome Gold Mines Ltd. (WDO.TO) and Skeena Resources Ltd (SKE). The values are adjusted to include any dividend payments, if applicable.

WDO.TO vs. SKE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WDO.TO Wesdome Gold Mines Ltd.	15.26%	76.14%	67.44%	3.07%	-35.01%	8.38%	4.42%	129.57%	109.95%	-13.52%
SKE Skeena Resources Ltd	32.34%	159.65%	94.04%	-10.29%	-45.36%	-5.00%	419.23%	122.58%	-56.47%	802.18%

Different Trading Currencies

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

Fundamentals

Market Cap WDO.TO : CA$3.95B SKE : $3.71B
EPS WDO.TO : CA$2.31 SKE : -$1.57
PB Ratio WDO.TO : 4.22 SKE : 23.33
Total Revenue (TTM) WDO.TO : CA$914.33M SKE : $0.00
Gross Profit (TTM) WDO.TO : CA$551.52M SKE : -$1.02M
EBITDA (TTM) WDO.TO : CA$609.09M SKE : -$120.27M

Returns By Period

In the year-to-date period, WDO.TO achieves a 15.26% return, which is significantly lower than SKE's 32.34% return.

WDO.TO

• 1D: 5.52%
• 1M: -3.92%
• YTD: 15.26%
• 6M: 16.90%
• 1Y: 57.04%
• 3Y*: 50.17%
• 5Y*: 24.71%
• 10Y*: 31.86%

SKE

• 1D: 4.20%
• 1M: -16.27%
• YTD: 32.34%
• 6M: 68.24%
• 1Y: 198.60%
• 3Y*: 73.45%
• 5Y*: 26.13%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WDO.TO vs. SKE — 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: 75
WDO.TO Sharpe Ratio Rank: 77
WDO.TO Sortino Ratio Rank: 70
WDO.TO Omega Ratio Rank: 69
WDO.TO Calmar Ratio Rank: 80
WDO.TO Martin Ratio Rank: 76

SKE

SKE Risk / Return Rank: 95
SKE Sharpe Ratio Rank: 97
SKE Sortino Ratio Rank: 94
SKE Omega Ratio Rank: 92
SKE Calmar Ratio Rank: 96
SKE Martin Ratio Rank: 97

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. SKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wesdome Gold Mines Ltd. (WDO.TO) and Skeena Resources Ltd (SKE). 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.

	WDO.TO	SKE	Difference
Sharpe ratio Return per unit of total volatility	1.19	3.38	-2.19
Sortino ratio Return per unit of downside risk	1.66	3.36	-1.70
Omega ratio Gain probability vs. loss probability	1.22	1.43	-0.22
Calmar ratio Return relative to maximum drawdown	2.38	6.42	-4.04
Martin ratio Return relative to average drawdown	5.13	20.11	-14.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WDO.TO vs. SKE - Sharpe Ratio Comparison

The current WDO.TO Sharpe Ratio is 1.19, which is lower than the SKE Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of WDO.TO and SKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WDO.TO	SKE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	3.38	-2.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.47	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.20	-0.15

Correlation

The correlation between WDO.TO and SKE is 0.38, 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.

Dividends

WDO.TO vs. SKE - Dividend Comparison

Neither WDO.TO nor SKE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

WDO.TO vs. SKE - Drawdown Comparison

The maximum WDO.TO drawdown since its inception was -94.92%, which is greater than SKE's maximum drawdown of -73.91%. Use the drawdown chart below to compare losses from any high point for WDO.TO and SKE.

Drawdown Indicators

	WDO.TO	SKE	Difference
Max Drawdown Largest peak-to-trough decline	-94.92%	-75.69%	-19.23%
Max Drawdown (1Y) Largest decline over 1 year	-22.22%	-31.09%	+8.87%
Max Drawdown (5Y) Largest decline over 5 years	-62.68%	-75.69%	+13.01%
Max Drawdown (10Y) Largest decline over 10 years	-62.68%	—	—
Current Drawdown Current decline from peak	-3.92%	-18.65%	+14.73%
Average Drawdown Average peak-to-trough decline	-56.88%	-34.74%	-22.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.32%	10.07%	+0.25%

Volatility

WDO.TO vs. SKE - Volatility Comparison

Wesdome Gold Mines Ltd. (WDO.TO) has a higher volatility of 18.38% compared to Skeena Resources Ltd (SKE) at 15.88%. This indicates that WDO.TO's price experiences larger fluctuations and is considered to be riskier than SKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDO.TO	SKE	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.38%	15.88%	+2.50%
Volatility (6M) Calculated over the trailing 6-month period	38.75%	46.78%	-8.03%
Volatility (1Y) Calculated over the trailing 1-year period	48.38%	59.19%	-10.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.41%	55.69%	-8.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.13%	402.12%	-348.99%

Financials