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^XAU vs. GOLD.TO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XAU and GOLD.TO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

^XAU vs. GOLD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Philadelphia Gold and Silver Index (^XAU) and GoldMining Inc. (GOLD.TO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-2.18%
10.39%
^XAU
GOLD.TO

Key characteristics

Sharpe Ratio

^XAU:

0.97

GOLD.TO:

1.38

Sortino Ratio

^XAU:

1.45

GOLD.TO:

2.32

Omega Ratio

^XAU:

1.18

GOLD.TO:

1.25

Calmar Ratio

^XAU:

0.55

GOLD.TO:

1.83

Martin Ratio

^XAU:

3.41

GOLD.TO:

6.07

Ulcer Index

^XAU:

8.91%

GOLD.TO:

9.16%

Daily Std Dev

^XAU:

31.41%

GOLD.TO:

40.13%

Max Drawdown

^XAU:

-83.04%

GOLD.TO:

-76.82%

Current Drawdown

^XAU:

-35.78%

GOLD.TO:

-7.32%

Returns By Period

In the year-to-date period, ^XAU achieves a 7.19% return, which is significantly higher than GOLD.TO's 2.61% return. Over the past 10 years, ^XAU has underperformed GOLD.TO with an annualized return of 6.53%, while GOLD.TO has yielded a comparatively higher 30.78% annualized return.


^XAU

YTD

7.19%

1M

5.62%

6M

-2.18%

1Y

30.19%

5Y*

7.38%

10Y*

6.53%

GOLD.TO

YTD

2.61%

1M

1.72%

6M

14.81%

1Y

51.40%

5Y*

37.04%

10Y*

30.78%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^XAU vs. GOLD.TO — Risk-Adjusted Performance Rank

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

^XAU
The Risk-Adjusted Performance Rank of ^XAU is 4545
Overall Rank
The Sharpe Ratio Rank of ^XAU is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XAU is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ^XAU is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ^XAU is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ^XAU is 4848
Martin Ratio Rank

GOLD.TO
The Risk-Adjusted Performance Rank of GOLD.TO is 8484
Overall Rank
The Sharpe Ratio Rank of GOLD.TO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD.TO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GOLD.TO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GOLD.TO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of GOLD.TO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^XAU vs. GOLD.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Philadelphia Gold and Silver Index (^XAU) and GoldMining Inc. (GOLD.TO). 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.


Sharpe ratio
The chart of Sharpe ratio for ^XAU, currently valued at 0.92, compared to the broader market-0.500.000.501.001.502.002.500.920.91
The chart of Sortino ratio for ^XAU, currently valued at 1.40, compared to the broader market0.001.002.003.001.401.69
The chart of Omega ratio for ^XAU, currently valued at 1.17, compared to the broader market1.001.201.401.171.18
The chart of Calmar ratio for ^XAU, currently valued at 0.53, compared to the broader market0.001.002.003.000.531.24
The chart of Martin ratio for ^XAU, currently valued at 3.16, compared to the broader market0.005.0010.0015.0020.003.163.62
^XAU
GOLD.TO

The current ^XAU Sharpe Ratio is 0.97, which is lower than the GOLD.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ^XAU and GOLD.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.92
0.91
^XAU
GOLD.TO

Drawdowns

^XAU vs. GOLD.TO - Drawdown Comparison

The maximum ^XAU drawdown since its inception was -83.04%, which is greater than GOLD.TO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for ^XAU and GOLD.TO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.23%
-12.00%
^XAU
GOLD.TO

Volatility

^XAU vs. GOLD.TO - Volatility Comparison

The current volatility for Philadelphia Gold and Silver Index (^XAU) is 6.77%, while GoldMining Inc. (GOLD.TO) has a volatility of 8.75%. This indicates that ^XAU experiences smaller price fluctuations and is considered to be less risky than GOLD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.77%
8.75%
^XAU
GOLD.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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