^DXY vs. GOLD

In the year-to-date period, ^DXY achieves a -8.20% return, which is significantly lower than GOLD's 23.60% return. Over the past 10 years, ^DXY has underperformed GOLD with an annualized return of 0.41%, while GOLD has yielded a comparatively higher 5.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) and Barrick Gold Corporation (GOLD). 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.

The current ^DXY Sharpe Ratio is -0.75, which is lower than the GOLD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^DXY and GOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DXY drawdown since its inception was -56.70%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for ^DXY and GOLD. For additional features, visit the drawdowns tool.

The current volatility for US Dollar Currency Index (^DXY) is 3.50%, while Barrick Gold Corporation (GOLD) has a volatility of 15.93%. This indicates that ^DXY experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.