PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AAAU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAAU and VOO is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

AAAU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
162.52%
122.72%
AAAU
VOO

Key characteristics

Sharpe Ratio

AAAU:

2.61

VOO:

0.63

Sortino Ratio

AAAU:

3.35

VOO:

0.92

Omega Ratio

AAAU:

1.44

VOO:

1.12

Calmar Ratio

AAAU:

4.94

VOO:

0.87

Martin Ratio

AAAU:

13.46

VOO:

2.88

Ulcer Index

AAAU:

2.98%

VOO:

3.04%

Daily Std Dev

AAAU:

15.36%

VOO:

13.87%

Max Drawdown

AAAU:

-21.63%

VOO:

-33.99%

Current Drawdown

AAAU:

-0.19%

VOO:

-8.18%

Returns By Period

In the year-to-date period, AAAU achieves a 18.84% return, which is significantly higher than VOO's -3.94% return.


AAAU

YTD

18.84%

1M

9.17%

6M

17.19%

1Y

38.70%

5Y*

13.81%

10Y*

N/A

VOO

YTD

-3.94%

1M

-5.26%

6M

-0.67%

1Y

8.88%

5Y*

19.28%

10Y*

12.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AAAU vs. VOO - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AAAU
Goldman Sachs Physical Gold ETF
Expense ratio chart for AAAU: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AAAU: 0.18%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

AAAU vs. VOO — Risk-Adjusted Performance Rank

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

AAAU
The Risk-Adjusted Performance Rank of AAAU is 9696
Overall Rank
The Sharpe Ratio Rank of AAAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9494
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6666
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.

AAAU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and Vanguard S&P 500 ETF (VOO). 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 AAAU, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.005.00
AAAU: 2.61
VOO: 0.63
The chart of Sortino ratio for AAAU, currently valued at 3.35, compared to the broader market-2.000.002.004.006.008.0010.00
AAAU: 3.35
VOO: 0.92
The chart of Omega ratio for AAAU, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.00
AAAU: 1.44
VOO: 1.12
The chart of Calmar ratio for AAAU, currently valued at 4.94, compared to the broader market0.005.0010.0015.00
AAAU: 4.94
VOO: 0.87
The chart of Martin ratio for AAAU, currently valued at 13.46, compared to the broader market0.0020.0040.0060.0080.00100.00
AAAU: 13.46
VOO: 2.88

The current AAAU Sharpe Ratio is 2.61, which is higher than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of AAAU and VOO, 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 Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.61
0.63
AAAU
VOO

Dividends

AAAU vs. VOO - Dividend Comparison

AAAU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
AAAU
Goldman Sachs Physical Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.35%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AAAU vs. VOO - Drawdown Comparison

The maximum AAAU drawdown since its inception was -21.63%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AAAU and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.19%
-8.18%
AAAU
VOO

Volatility

AAAU vs. VOO - Volatility Comparison

The current volatility for Goldman Sachs Physical Gold ETF (AAAU) is 3.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.76%. This indicates that AAAU experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
3.37%
5.76%
AAAU
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab