Gold Futures (GC=F) Sharpe Ratio

Sharpe ratio is not yet available for GC=F. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar futures

The table compares GC=F's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
ES=F	E-mini S&P 500 Futures	—
HG=F	Copper	—
NQ=F	E-Mini Nasdaq 100 Futures	—
BZ=F	Brent Crude Oil Last Day Financial Futures	—
CL=F	Crude Oil WTI	—
SI=F	Silver Futures	—
GC=F	Gold Futures	—
PL=F	Platinum	—
PA=F	Palladium	—

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S&P 500 Index

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Historical Sharpe Ratio

The chart shows GC=F's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GC=F consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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