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ALCBI.PA vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALCBI.PA and GLD is 0.11, 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.


Performance

ALCBI.PA vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crypto Blockchain Industries (ALCBI.PA) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
-48.66%
81.24%
ALCBI.PA
GLD

Key characteristics

Sharpe Ratio

ALCBI.PA:

-0.46

GLD:

2.45

Sortino Ratio

ALCBI.PA:

-0.35

GLD:

3.20

Omega Ratio

ALCBI.PA:

0.96

GLD:

1.41

Calmar Ratio

ALCBI.PA:

-0.57

GLD:

5.12

Martin Ratio

ALCBI.PA:

-1.20

GLD:

13.67

Ulcer Index

ALCBI.PA:

47.33%

GLD:

3.04%

Daily Std Dev

ALCBI.PA:

114.55%

GLD:

17.50%

Max Drawdown

ALCBI.PA:

-98.67%

GLD:

-45.56%

Current Drawdown

ALCBI.PA:

-97.33%

GLD:

-3.47%

Returns By Period

In the year-to-date period, ALCBI.PA achieves a -21.79% return, which is significantly lower than GLD's 25.81% return.


ALCBI.PA

YTD

-21.79%

1M

58.60%

6M

-30.41%

1Y

-52.51%

5Y*

N/A

10Y*

N/A

GLD

YTD

25.81%

1M

10.69%

6M

22.02%

1Y

42.63%

5Y*

13.73%

10Y*

10.40%

*Annualized

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Risk-Adjusted Performance

ALCBI.PA vs. GLD — Risk-Adjusted Performance Rank

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

ALCBI.PA
The Risk-Adjusted Performance Rank of ALCBI.PA is 2323
Overall Rank
The Sharpe Ratio Rank of ALCBI.PA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ALCBI.PA is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ALCBI.PA is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ALCBI.PA is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ALCBI.PA is 1919
Martin Ratio Rank

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

ALCBI.PA vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crypto Blockchain Industries (ALCBI.PA) and SPDR Gold Trust (GLD). 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 ALCBI.PA Sharpe Ratio is -0.46, which is lower than the GLD Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ALCBI.PA and GLD, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.44
2.40
ALCBI.PA
GLD

Dividends

ALCBI.PA vs. GLD - Dividend Comparison

Neither ALCBI.PA nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALCBI.PA vs. GLD - Drawdown Comparison

The maximum ALCBI.PA drawdown since its inception was -98.67%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for ALCBI.PA and GLD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-97.36%
-3.47%
ALCBI.PA
GLD

Volatility

ALCBI.PA vs. GLD - Volatility Comparison

Crypto Blockchain Industries (ALCBI.PA) has a higher volatility of 53.86% compared to SPDR Gold Trust (GLD) at 9.15%. This indicates that ALCBI.PA's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
53.86%
9.15%
ALCBI.PA
GLD