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AU vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AU and GC=F is 0.25, 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.


-0.50.00.51.00.2

Performance

AU vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%AugustSeptemberOctoberNovemberDecember2025
102.93%
900.37%
AU
GC=F

Key characteristics

Sharpe Ratio

AU:

1.67

GC=F:

2.48

Sortino Ratio

AU:

2.29

GC=F:

3.06

Omega Ratio

AU:

1.27

GC=F:

1.44

Calmar Ratio

AU:

1.04

GC=F:

4.61

Martin Ratio

AU:

5.92

GC=F:

11.62

Ulcer Index

AU:

12.21%

GC=F:

3.17%

Daily Std Dev

AU:

43.36%

GC=F:

14.46%

Max Drawdown

AU:

-90.13%

GC=F:

-44.36%

Current Drawdown

AU:

-46.92%

GC=F:

-1.74%

Returns By Period

In the year-to-date period, AU achieves a 18.24% return, which is significantly higher than GC=F's 4.21% return. Over the past 10 years, AU has outperformed GC=F with an annualized return of 10.36%, while GC=F has yielded a comparatively lower 6.87% annualized return.


AU

YTD

18.24%

1M

17.33%

6M

-2.39%

1Y

72.26%

5Y*

7.99%

10Y*

10.36%

GC=F

YTD

4.21%

1M

5.70%

6M

14.38%

1Y

35.21%

5Y*

10.54%

10Y*

6.87%

*Annualized

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Risk-Adjusted Performance

AU vs. GC=F — Risk-Adjusted Performance Rank

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

AU
The Risk-Adjusted Performance Rank of AU is 8383
Overall Rank
The Sharpe Ratio Rank of AU is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of AU is 8484
Sortino Ratio Rank
The Omega Ratio Rank of AU is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AU is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AU is 8484
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9696
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
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.

AU vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Gold (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.


Sharpe ratio
The chart of Sharpe ratio for AU, currently valued at 1.53, compared to the broader market-2.000.002.004.001.532.48
The chart of Sortino ratio for AU, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.163.06
The chart of Omega ratio for AU, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.44
The chart of Calmar ratio for AU, currently valued at 0.95, compared to the broader market0.002.004.006.000.954.61
The chart of Martin ratio for AU, currently valued at 5.06, compared to the broader market-10.000.0010.0020.0030.005.0611.62
AU
GC=F

The current AU Sharpe Ratio is 1.67, which is lower than the GC=F Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of AU and GC=F, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.53
2.48
AU
GC=F

Drawdowns

AU vs. GC=F - Drawdown Comparison

The maximum AU drawdown since its inception was -90.13%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for AU and GC=F. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-46.92%
-1.74%
AU
GC=F

Volatility

AU vs. GC=F - Volatility Comparison

AngloGold Ashanti Limited (AU) has a higher volatility of 10.17% compared to Gold (GC=F) at 3.41%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
10.17%
3.41%
AU
GC=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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