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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gold, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Gold (GC=F) has returned 8.65% so far this year and 50.49% over the past 12 months. Looking at the last ten years, GC=F has achieved an annualized return of 14.42%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Gold
- 1D
- 3.84%
- 1M
- -10.15%
- YTD
- 8.65%
- 6M
- 22.36%
- 1Y
- 50.49%
- 3Y*
- 33.64%
- 5Y*
- 22.17%
- 10Y*
- 14.42%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 29, 2000, GC=F's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2008 with a return of +13.9%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.
On a daily basis, GC=F closed higher 49% of trading days. The best single day was Sep 17, 2008 with a return of +9.0%, while the worst single day was Jan 30, 2026 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.98% | 10.96% | -10.15% | 8.65% | |||||||||
| 2025 | 6.97% | 0.86% | 10.08% | 5.83% | -0.49% | 0.17% | -0.04% | 5.48% | 10.57% | 3.68% | 2.75% | 5.71% | 64.52% |
| 2024 | -0.68% | -0.13% | 8.39% | 3.34% | 1.37% | 0.21% | 4.24% | 2.77% | 5.71% | 3.88% | -2.97% | -1.05% | 27.48% |
| 2023 | 6.03% | -5.21% | 7.66% | 1.07% | -1.32% | -2.18% | 2.57% | -1.64% | -4.65% | 7.42% | 2.66% | 1.19% | 13.34% |
| 2022 | -1.78% | 5.82% | 2.62% | -2.05% | -3.49% | -2.09% | -2.28% | -2.84% | -2.94% | -1.59% | 6.73% | 4.22% | -0.43% |
| 2021 | -2.42% | -6.45% | -0.83% | 3.12% | 7.65% | -6.92% | 2.36% | 0.13% | -3.29% | 1.58% | -0.53% | 3.04% | -3.47% |
Benchmark Metrics
Gold has an annualized alpha of 12.59%, beta of 0.02, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 30, 2000.
- This asset captured 27.59% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -23.72%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.02 may look defensive, but with R² of 0.00 this asset is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this asset's risk.
- R² of 0.00 means this asset moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 12.59%
- Beta
- 0.02
- R²
- 0.00
- Upside Capture
- 27.59%
- Downside Capture
- -23.72%
Return for Risk
Risk / Return Rank
GC=F ranks 90 for risk / return — in the top 90% of futures on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Gold (GC=F) and compare them to a chosen benchmark (S&P 500 Index).
| GC=F | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.90 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.39 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.40 | +1.36 |
Martin ratioReturn relative to average drawdown | 10.35 | 6.61 | +3.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GC=F risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Gold. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Gold was 44.36%, occurring on Dec 17, 2015. Recovery took 1156 trading sessions.
The current Gold drawdown is 11.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.36% | Aug 23, 2011 | 1134 | Dec 17, 2015 | 1156 | Jul 23, 2020 | 2290 |
| -29.73% | Mar 19, 2008 | 200 | Nov 13, 2008 | 234 | Sep 11, 2009 | 434 |
| -21.92% | May 12, 2006 | 124 | Oct 4, 2006 | 277 | Sep 19, 2007 | 401 |
| -20.87% | Aug 7, 2020 | 538 | Sep 26, 2022 | 299 | Dec 1, 2023 | 837 |
| -17.73% | Jan 30, 2026 | 40 | Mar 26, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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