WPM.TO vs. ^TNX
Compare and contrast key facts about Wheaton Precious Metals Corp. (WPM.TO) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPM.TO or ^TNX.
Key characteristics
| WPM.TO | ^TNX | |
|---|---|---|
| YTD Return | 28.41% | 14.28% |
| 1Y Return | 37.95% | -2.58% |
| 3Y Return (Ann) | 15.35% | 39.81% |
| 5Y Return (Ann) | 19.94% | 19.29% |
| 10Y Return (Ann) | 14.97% | 6.58% |
| Sharpe Ratio | 1.32 | -0.02 |
| Sortino Ratio | 1.82 | 0.14 |
| Omega Ratio | 1.24 | 1.01 |
| Calmar Ratio | 1.39 | -0.01 |
| Martin Ratio | 5.95 | -0.05 |
| Ulcer Index | 6.24% | 11.32% |
| Daily Std Dev | 28.02% | 23.12% |
| Max Drawdown | -83.21% | -93.78% |
| Current Drawdown | -11.92% | -44.93% |
Correlation
The correlation between WPM.TO and ^TNX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
WPM.TO vs. ^TNX - Performance Comparison
In the year-to-date period, WPM.TO achieves a 28.41% return, which is significantly higher than ^TNX's 14.28% return. Over the past 10 years, WPM.TO has outperformed ^TNX with an annualized return of 14.97%, while ^TNX has yielded a comparatively lower 6.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WPM.TO vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM.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.
Drawdowns
WPM.TO vs. ^TNX - Drawdown Comparison
The maximum WPM.TO drawdown since its inception was -83.21%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for WPM.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
WPM.TO vs. ^TNX - Volatility Comparison
Wheaton Precious Metals Corp. (WPM.TO) has a higher volatility of 10.89% compared to Treasury Yield 10 Years (^TNX) at 6.38%. This indicates that WPM.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.