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AU vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AU and SPY is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

AU vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
595.55%
2,152.01%
AU
SPY

Key characteristics

Sharpe Ratio

AU:

1.85

SPY:

0.51

Sortino Ratio

AU:

2.46

SPY:

0.86

Omega Ratio

AU:

1.30

SPY:

1.13

Calmar Ratio

AU:

1.45

SPY:

0.55

Martin Ratio

AU:

6.74

SPY:

2.26

Ulcer Index

AU:

12.51%

SPY:

4.55%

Daily Std Dev

AU:

45.58%

SPY:

20.08%

Max Drawdown

AU:

-90.13%

SPY:

-55.19%

Current Drawdown

AU:

-21.97%

SPY:

-9.89%

Returns By Period

In the year-to-date period, AU achieves a 75.30% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, AU has outperformed SPY with an annualized return of 14.69%, while SPY has yielded a comparatively lower 11.99% annualized return.


AU

YTD

75.30%

1M

11.36%

6M

37.15%

1Y

78.90%

5Y*

10.47%

10Y*

14.69%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

AU vs. SPY — 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 9191
Overall Rank
The Sharpe Ratio Rank of AU is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of AU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AU is 8888
Omega Ratio Rank
The Calmar Ratio Rank of AU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AU is 9191
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for AU, currently valued at 1.85, compared to the broader market-2.00-1.000.001.002.003.00
AU: 1.85
SPY: 0.51
The chart of Sortino ratio for AU, currently valued at 2.46, compared to the broader market-6.00-4.00-2.000.002.004.00
AU: 2.46
SPY: 0.86
The chart of Omega ratio for AU, currently valued at 1.30, compared to the broader market0.501.001.502.00
AU: 1.30
SPY: 1.13
The chart of Calmar ratio for AU, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.00
AU: 1.45
SPY: 0.55
The chart of Martin ratio for AU, currently valued at 6.74, compared to the broader market-5.000.005.0010.0015.0020.00
AU: 6.74
SPY: 2.26

The current AU Sharpe Ratio is 1.85, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AU and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.85
0.51
AU
SPY

Dividends

AU vs. SPY - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 2.30%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AU
AngloGold Ashanti Limited
2.30%1.78%1.14%2.26%2.57%0.49%0.30%0.48%0.97%0.00%0.00%0.03%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AU vs. SPY - Drawdown Comparison

The maximum AU drawdown since its inception was -90.13%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AU and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.97%
-9.89%
AU
SPY

Volatility

AU vs. SPY - Volatility Comparison

AngloGold Ashanti Limited (AU) has a higher volatility of 21.27% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.27%
15.12%
AU
SPY