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ASA vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASA vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASA Gold and Precious Metals Limited (ASA) and VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASA achieves a -6.04% return, which is significantly lower than PIT's 25.62% return.


ASA

1D
-4.12%
1M
-5.90%
YTD
-6.04%
6M
-9.94%
1Y
70.88%
3Y*
56.37%
5Y*
20.85%
10Y*
15.23%

PIT

1D
-1.32%
1M
-11.78%
YTD
25.62%
6M
23.58%
1Y
39.64%
3Y*
18.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASA vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
ASA
ASA Gold and Precious Metals Limited
-6.04%195.60%34.55%5.38%-0.76%
PIT
VanEck Commodity Strategy ETF
25.62%21.63%6.77%-4.54%1.67%

Correlation

The correlation between ASA and PIT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.30

The correlation between ASA and PIT shifts across timeframes, from 0.21 (1 year) to 0.31 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ASA vs. PIT — Risk / Return Rank

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

ASA
ASA Risk / Return Rank: 7676
Overall Rank
ASA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ASA Sortino Ratio Rank: 7474
Sortino Ratio Rank
ASA Omega Ratio Rank: 7474
Omega Ratio Rank
ASA Calmar Ratio Rank: 7676
Calmar Ratio Rank
ASA Martin Ratio Rank: 7777
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 5757
Overall Rank
PIT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 5252
Sortino Ratio Rank
PIT Omega Ratio Rank: 5656
Omega Ratio Rank
PIT Calmar Ratio Rank: 5656
Calmar Ratio Rank
PIT Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASA vs. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASA Gold and Precious Metals Limited (ASA) and VanEck Commodity Strategy ETF (PIT). 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.


ASAPITDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

2.01

2.62

-0.62

Martin ratioReturn relative to average drawdown

5.26

10.88

-5.62

ASA vs. PIT - Sharpe Ratio Comparison

The current ASA Sharpe Ratio is 1.44, which is comparable to the PIT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of ASA and PIT, 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

ASA vs. PIT - Drawdown Comparison

The maximum ASA drawdown since its inception was -80.36%, which is greater than PIT's maximum drawdown of -15.19%. Use the drawdown chart below to compare losses from any high point for ASA and PIT.


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Drawdown Indicators


ASAPITDifference

Max Drawdown

Largest peak-to-trough decline

-80.36%

-15.19%

-65.17%

Max Drawdown (1Y)

Largest decline over 1 year

-35.50%

-15.19%

-20.31%

Max Drawdown (3Y)

Largest decline over 3 years

-35.50%

-15.19%

-20.31%

Max Drawdown (5Y)

Largest decline over 5 years

-48.43%

Max Drawdown (10Y)

Largest decline over 10 years

-51.66%

Current Drawdown

Current decline from peak

-31.03%

-15.19%

-15.84%

Average Drawdown

Average peak-to-trough decline

-42.52%

-4.08%

-38.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.52%

3.66%

+9.86%

Volatility

ASA vs. PIT - Volatility Comparison

ASA Gold and Precious Metals Limited (ASA) has a higher volatility of 18.26% compared to VanEck Commodity Strategy ETF (PIT) at 4.72%. This indicates that ASA's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASAPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.26%

4.72%

+13.54%

Volatility (6M)

Calculated over the trailing 6-month period

41.42%

19.40%

+22.02%

Volatility (1Y)

Calculated over the trailing 1-year period

49.48%

21.66%

+27.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.61%

17.50%

+18.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.61%

17.50%

+18.11%

Dividends

ASA vs. PIT - Dividend Comparison

ASA's dividend yield for the trailing twelve months is around 0.12%, less than PIT's 7.10% yield.


PositionTTM20252024202320222021202020192018201720162015
ASA
ASA Gold and Precious Metals Limited
0.12%0.10%0.20%0.13%0.14%0.09%0.09%0.15%0.32%0.35%0.36%0.56%
PIT
VanEck Commodity Strategy ETF
7.10%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ASA and PIT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASA has higher volatility (18.26%) compared to PIT (4.72%). In terms of maximum drawdown, ASA dropped -80.36% vs PIT's -15.19%.

PIT currently has the higher Sharpe Ratio (1.85 vs 1.44), 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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