ASCCY vs. GC=F

Last updated Jun 13, 2026

ASCCY (Asics Corp ADR) is a stock, while GC=F (Gold Futures) is an asset. At a correlation of -0.00, they often move in opposite directions.

Performance

ASCCY vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asics Corp ADR (ASCCY) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ASCCY

• 1D: -0.95%
• 1M: -1.82%
• YTD: 17.57%
• 6M: 13.17%
• 1Y: 19.30%
• 3Y*: 54.90%
• 5Y*: 36.39%
• 10Y*: —

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASCCY vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ASCCY Asics Corp ADR	17.57%	21.77%	152.83%	43.48%	21.18%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.84%

Correlation

The correlation between ASCCY and GC=F is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.00

Return for Risk

ASCCY vs. GC=F — Risk / Return Rank

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

ASCCY

ASCCY Risk / Return Rank: 56
ASCCY Sharpe Ratio Rank: 57
ASCCY Sortino Ratio Rank: 54
ASCCY Omega Ratio Rank: 51
ASCCY Calmar Ratio Rank: 59
ASCCY Martin Ratio Rank: 58

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ASCCY vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asics Corp ADR (ASCCY) and Gold Futures (GC=F). 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.

	ASCCY	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	0.39	—	—
Sortino ratio: Return per unit of downside risk	0.90	—	—
Omega ratio: Gain probability vs. loss probability	1.10	—	—
Calmar ratio: Return relative to maximum drawdown	0.76	—	—
Martin ratio: Return relative to average drawdown	1.42	—	—

Drawdowns

Drawdown Indicators

	ASCCY	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-64.92%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-20.82%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-47.44%	—	—
Current Drawdown Current decline from peak	-12.05%	—	—
Average Drawdown Average peak-to-trough decline	-18.12%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	11.17%	—	—

Volatility

Volatility by Period

	ASCCY	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	29.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	41.05%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.88%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.06%	—	—

Frequently Asked Questions

Can I hold both ASCCY and GC=F in my portfolio?

ASCCY and GC=F 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.