ALZN vs. GLD
ALZN (Alzamend Neuro, Inc.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, ALZN returned -89.47%/yr vs 31.09%/yr for GLD. At a 0.09 correlation, their price movements are largely independent.
Performance
ALZN vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, ALZN achieves a -36.81% return, which is significantly lower than GLD's 2.92% return.
ALZN
- 1D
- 0.88%
- 1M
- 3.60%
- YTD
- -36.81%
- 6M
- -44.17%
- 1Y
- -69.97%
- 3Y*
- -89.47%
- 5Y*
- —
- 10Y*
- —
GLD
- 1D
- -0.99%
- 1M
- -1.65%
- YTD
- 2.92%
- 6M
- 5.43%
- 1Y
- 32.04%
- 3Y*
- 31.09%
- 5Y*
- 18.15%
- 10Y*
- 13.12%
ALZN vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ALZN Alzamend Neuro, Inc. | -36.81% | -82.57% | -86.97% | -89.50% | -70.27% | -85.93% |
GLD SPDR Gold Shares | 2.92% | 63.68% | 26.66% | 12.69% | -0.77% | -1.78% |
Correlation
The correlation between ALZN and GLD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2021 | 0.09 |
The correlation between ALZN and GLD shifts across timeframes, from 0.09 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ALZN vs. GLD — Risk / Return Rank
ALZN
GLD
ALZN vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alzamend Neuro, Inc. (ALZN) and SPDR Gold Shares (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.
| ALZN | GLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.93 | 1.21 | -2.14 |
Sortino ratioReturn per unit of downside risk | -1.57 | 1.60 | -3.17 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.24 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.68 | -2.57 |
Martin ratioReturn relative to average drawdown | -1.44 | 4.15 | -5.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALZN | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 1.21 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.67 | 0.60 | -1.27 |
Drawdowns
ALZN vs. GLD - Drawdown Comparison
The maximum ALZN drawdown since its inception was -100.00%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for ALZN and GLD.
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Drawdown Indicators
| ALZN | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -45.56% | -54.44% |
Max Drawdown (1Y)Largest decline over 1 year | -78.40% | -19.21% | -59.19% |
Max Drawdown (3Y)Largest decline over 3 years | -99.91% | -19.21% | -80.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.00% | — |
Current DrawdownCurrent decline from peak | -99.99% | -17.75% | -82.24% |
Average DrawdownAverage peak-to-trough decline | -94.67% | -16.16% | -78.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.72% | 7.73% | +40.99% |
Volatility
ALZN vs. GLD - Volatility Comparison
Alzamend Neuro, Inc. (ALZN) has a higher volatility of 20.35% compared to SPDR Gold Shares (GLD) at 5.51%. This indicates that ALZN'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.
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Volatility by Period
| ALZN | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.35% | 5.51% | +14.84% |
Volatility (6M)Calculated over the trailing 6-month period | 65.62% | 23.16% | +42.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.26% | 26.61% | +49.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.28% | 18.00% | +110.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 128.28% | 15.95% | +112.33% |
Dividends
ALZN vs. GLD - Dividend Comparison
Neither ALZN nor GLD has paid dividends to shareholders.
Frequently Asked Questions
ALZN and GLD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALZN has higher volatility (20.35%) compared to GLD (5.51%). In terms of maximum drawdown, ALZN dropped -100.00% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (1.21 vs -0.93), 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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