CDE vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against -29.78% for CDE. Over five years, CDE averaged +19.71% a year, compared with +10.77% for SPY. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -47.85% for CDE.