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AHT vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHT vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashford Hospitality Trust, Inc. (AHT) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AHT achieves a -23.71% return, which is significantly lower than GLDM's -6.13% return.


AHT

1D
0.62%
1M
2.52%
6M
-14.92%
YTD
-23.71%
1Y
-48.25%
3Y*
-54.19%
5Y*
-52.76%
10Y*
-51.76%
ALL TIME*
-24.31%

GLDM

1D
0.00%
1M
-1.72%
6M
-12.88%
YTD
-6.13%
1Y
20.58%
3Y*
27.67%
5Y*
17.32%
10Y*
ALL TIME*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.36K$56.64K$105.00K
$270.09M$250.20M$318.17M

AHT vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AHT
Ashford Hospitality Trust, Inc.
-23.71%-40.75%-62.94%-56.60%-53.44%-62.93%-90.72%-22.08%-41.12%
GLDM
SPDR Gold MiniShares Trust
-6.13%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between AHT and GLDM is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.00

Correlation (3Y)
Balances recent behavior with more history.

0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.05

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Return for Risk

AHT vs. GLDM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AHT
AHT Risk / Return Rank: 1111
Overall Rank
AHT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AHT Sortino Ratio Rank: 88
Sortino Ratio Rank
AHT Omega Ratio Rank: 1010
Omega Ratio Rank
AHT Calmar Ratio Rank: 1212
Calmar Ratio Rank
AHT Martin Ratio Rank: 1616
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2828
Overall Rank
GLDM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3333
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AHT vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashford Hospitality Trust, Inc. (AHT) and SPDR Gold MiniShares Trust (GLDM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AHTGLDMDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

0.85

1.16

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.81

0.79

-1.60

Martin ratioReturn relative to average drawdown

-1.15

1.69

-2.84

AHT vs. GLDM - Sharpe Ratio Comparison

The current AHT Sharpe Ratio is -0.73, which is lower than the GLDM Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of AHT and GLDM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AHT vs. GLDM - Drawdown Comparison

The maximum AHT drawdown since its inception was -99.96%, which is greater than GLDM's maximum drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for AHT and GLDM.


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Drawdown Indicators


AHTGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-26.27%

-73.69%

Max Drawdown (1Y)

Largest decline over 1 year

-59.78%

-26.27%

-33.51%

Max Drawdown (3Y)

Largest decline over 3 years

-92.34%

-26.27%

-66.07%

Max Drawdown (5Y)

Largest decline over 5 years

-98.41%

-26.27%

-72.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.96%

Current Drawdown

Current decline from peak

-99.96%

-24.94%

-75.02%

Average Drawdown

Average peak-to-trough decline

-46.33%

-6.57%

-39.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.97%

12.22%

+29.75%

Volatility

AHT vs. GLDM - Volatility Comparison

The current volatility for Ashford Hospitality Trust, Inc. (AHT) is 3.23%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 6.00%. This indicates that AHT experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHTGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

6.00%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

24.55%

20.89%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

66.21%

27.91%

+38.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.38%

18.40%

+56.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.61%

17.09%

+104.52%

Dividends

AHT vs. GLDM - Dividend Comparison

Neither AHT nor GLDM has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AHT
Ashford Hospitality Trust, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.94%12.00%7.13%6.19%17.40%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AHT and GLDM 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.

GLDM has higher volatility (6.00%) compared to AHT (3.23%). In terms of maximum drawdown, AHT dropped -99.96% vs GLDM's -26.27%.

GLDM currently has the higher Sharpe Ratio (0.74 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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