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WDO.TO vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WDO.TO and TLT is 0.06, 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.


-0.50.00.51.00.1

Performance

WDO.TO vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wesdome Gold Mines Ltd. (WDO.TO) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
0.07%
-8.90%
WDO.TO
TLT

Key characteristics

Sharpe Ratio

WDO.TO:

1.48

TLT:

-0.08

Sortino Ratio

WDO.TO:

2.15

TLT:

-0.02

Omega Ratio

WDO.TO:

1.26

TLT:

1.00

Calmar Ratio

WDO.TO:

1.29

TLT:

-0.03

Martin Ratio

WDO.TO:

7.33

TLT:

-0.17

Ulcer Index

WDO.TO:

8.10%

TLT:

6.75%

Daily Std Dev

WDO.TO:

40.24%

TLT:

13.78%

Max Drawdown

WDO.TO:

-94.92%

TLT:

-48.35%

Current Drawdown

WDO.TO:

-11.85%

TLT:

-41.99%

Returns By Period

In the year-to-date period, WDO.TO achieves a 11.23% return, which is significantly higher than TLT's 1.24% return. Over the past 10 years, WDO.TO has outperformed TLT with an annualized return of 27.75%, while TLT has yielded a comparatively lower -1.08% annualized return.


WDO.TO

YTD

11.23%

1M

5.82%

6M

4.97%

1Y

56.77%

5Y*

6.79%

10Y*

27.75%

TLT

YTD

1.24%

1M

1.40%

6M

-8.84%

1Y

-1.08%

5Y*

-7.35%

10Y*

-1.08%

*Annualized

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Risk-Adjusted Performance

WDO.TO vs. TLT — Risk-Adjusted Performance Rank

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

WDO.TO
The Risk-Adjusted Performance Rank of WDO.TO is 8383
Overall Rank
The Sharpe Ratio Rank of WDO.TO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of WDO.TO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of WDO.TO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of WDO.TO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of WDO.TO is 8686
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 66
Overall Rank
The Sharpe Ratio Rank of TLT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 66
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 66
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 66
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 66
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.

WDO.TO vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wesdome Gold Mines Ltd. (WDO.TO) and iShares 20+ Year Treasury Bond ETF (TLT). 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 WDO.TO, currently valued at 1.25, compared to the broader market-2.000.002.001.25-0.17
The chart of Sortino ratio for WDO.TO, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.89-0.14
The chart of Omega ratio for WDO.TO, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.98
The chart of Calmar ratio for WDO.TO, currently valued at 1.06, compared to the broader market0.002.004.006.001.06-0.05
The chart of Martin ratio for WDO.TO, currently valued at 5.58, compared to the broader market0.0010.0020.0030.005.58-0.33
WDO.TO
TLT

The current WDO.TO Sharpe Ratio is 1.48, which is higher than the TLT Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of WDO.TO and TLT, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.25
-0.17
WDO.TO
TLT

Dividends

WDO.TO vs. TLT - Dividend Comparison

WDO.TO has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.26%.


TTM20242023202220212020201920182017201620152014
WDO.TO
Wesdome Gold Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.26%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

WDO.TO vs. TLT - Drawdown Comparison

The maximum WDO.TO drawdown since its inception was -94.92%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for WDO.TO and TLT. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-21.20%
-41.99%
WDO.TO
TLT

Volatility

WDO.TO vs. TLT - Volatility Comparison

Wesdome Gold Mines Ltd. (WDO.TO) has a higher volatility of 9.79% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.89%. This indicates that WDO.TO's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.79%
3.89%
WDO.TO
TLT
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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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