^RTSI vs. GOLD

Last updated Jun 5, 2026

^RTSI (RTS Index) is an index, while GOLD (Barrick Mining Corporation) is a stock. At a correlation of -0.00, they often move in opposite directions.

Performance

^RTSI vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RTS Index (^RTSI) and Barrick Mining Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^RTSI achieves a 0.37% return, which is significantly lower than GOLD's 19.84% return.

^RTSI

• 1D: -1.70%
• 1M: 1.53%
• YTD: 0.37%
• 6M: -0.37%
• 1Y: 0.87%
• 3Y*: 2.07%
• 5Y*: -7.45%
• 10Y*: 2.17%

GOLD

• 1D: 2.12%
• 1M: -10.41%
• YTD: 19.84%
• 6M: 34.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

^RTSI vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
^RTSI RTS Index	0.37%	2.28%
GOLD Barrick Mining Corporation	19.84%	13.01%

Correlation

The correlation between ^RTSI and GOLD is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 2, 2025	-0.00

Return for Risk

^RTSI vs. GOLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^RTSI

^RTSI Risk / Return Rank: 11
^RTSI Sharpe Ratio Rank: 11
^RTSI Sortino Ratio Rank: 11
^RTSI Omega Ratio Rank: 11
^RTSI Calmar Ratio Rank: 11
^RTSI Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^RTSI vs. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RTS Index (^RTSI) and Barrick Mining 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.

	^RTSI	GOLD	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	—	—
Sortino ratio: Return per unit of downside risk	0.07	—	—
Omega ratio: Gain probability vs. loss probability	1.01	—	—
Calmar ratio: Return relative to maximum drawdown	-0.07	—	—
Martin ratio: Return relative to average drawdown	-0.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	^RTSI	GOLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	1.47	-1.25

Drawdowns

^RTSI vs. GOLD - Drawdown Comparison

The maximum ^RTSI drawdown since its inception was -93.26%, which is greater than GOLD's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for ^RTSI and GOLD.

Drawdown Indicators

	^RTSI	GOLD	Difference
Max Drawdown Largest peak-to-trough decline	-93.26%	-40.58%	-52.68%
Max Drawdown (1Y) Largest decline over 1 year	-17.79%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-40.03%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-62.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.14%	—	—
Current Drawdown Current decline from peak	-55.05%	-36.38%	-18.67%
Average Drawdown Average peak-to-trough decline	-43.30%	-17.71%	-25.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.17%	—	—

Volatility

Volatility by Period

	^RTSI	GOLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.07%	58.70%	-37.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.06%	58.70%	-22.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.01%	58.70%	-27.69%

Frequently Asked Questions

Can I hold both ^RTSI and GOLD in my portfolio?

^RTSI and GOLD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.