AU vs. BTC-USD

In the year-to-date period, AU achieves a 94.49% return, which is significantly higher than BTC-USD's 11.31% return. Over the past 10 years, AU has underperformed BTC-USD with an annualized return of 18.14%, while BTC-USD has yielded a comparatively higher 84.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Bitcoin (BTC-USD). 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 AU Sharpe Ratio is 1.79, which is higher than the BTC-USD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AU and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AU drawdown since its inception was -90.77%, roughly equal to the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for AU and BTC-USD.

AngloGold Ashanti Limited (AU) has a higher volatility of 18.22% compared to Bitcoin (BTC-USD) at 10.39%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.