AUCO.L vs. PZAKY
AUCO.L (L&G Gold Mining UCITS ETF) is Gold fund tracking the STOXX Global Gold Miners Index, while PZAKY (Powszechny Zaklad Ubezpieczen SA) is a stock. Over the past year, AUCO.L returned 54.19% vs 50.51% for PZAKY. At a correlation of -0.02, they often move in opposite directions.
Performance
AUCO.L vs. PZAKY - Performance Comparison
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Returns By Period
In the year-to-date period, AUCO.L achieves a -8.56% return, which is significantly lower than PZAKY's 5.04% return.
AUCO.L
- 1D
- -1.44%
- 1M
- -16.15%
- YTD
- -8.56%
- 6M
- -1.88%
- 1Y
- 54.19%
- 3Y*
- 46.28%
- 5Y*
- 20.71%
- 10Y*
- 14.35%
PZAKY
- 1D
- 0.00%
- 1M
- 3.41%
- YTD
- 5.04%
- 6M
- -5.30%
- 1Y
- 50.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AUCO.L vs. PZAKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AUCO.L L&G Gold Mining UCITS ETF | -8.56% | 181.83% | 33.59% |
PZAKY Powszechny Zaklad Ubezpieczen SA | 5.04% | 53.44% | 76.46% |
Correlation
The correlation between AUCO.L and PZAKY is -0.02, 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 (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2024 | -0.02 |
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Return for Risk
AUCO.L vs. PZAKY — Risk / Return Rank
AUCO.L
PZAKY
AUCO.L vs. PZAKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCO.L) and Powszechny Zaklad Ubezpieczen SA (PZAKY). 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.
| AUCO.L | PZAKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.78 | -0.09 |
| Martin ratioReturn relative to average drawdown | 4.45 | 4.40 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUCO.L | PZAKY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.67 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.92 | -0.72 |
Drawdowns
AUCO.L vs. PZAKY - Drawdown Comparison
The maximum AUCO.L drawdown since its inception was -78.30%, which is greater than PZAKY's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for AUCO.L and PZAKY.
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Drawdown Indicators
| AUCO.L | PZAKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.30% | -28.78% | -49.52% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -28.78% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -31.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.47% | — | — |
Current DrawdownCurrent decline from peak | -31.80% | -16.77% | -15.03% |
Average DrawdownAverage peak-to-trough decline | -40.79% | -3.51% | -37.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.15% | 11.58% | +0.57% |
Volatility
AUCO.L vs. PZAKY - Volatility Comparison
The current volatility for L&G Gold Mining UCITS ETF (AUCO.L) is 15.14%, while Powszechny Zaklad Ubezpieczen SA (PZAKY) has a volatility of 23.78%. This indicates that AUCO.L experiences smaller price fluctuations and is considered to be less risky than PZAKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUCO.L | PZAKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.14% | 23.78% | -8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 36.64% | 59.18% | -22.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.89% | 77.01% | -31.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.20% | 66.89% | -28.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.40% | 66.89% | -31.49% |
Dividends
AUCO.L vs. PZAKY - Dividend Comparison
AUCO.L has not paid dividends to shareholders, while PZAKY's dividend yield for the trailing twelve months is around 6.74%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AUCO.L L&G Gold Mining UCITS ETF | 0.00% | 0.00% | 0.00% |
PZAKY Powszechny Zaklad Ubezpieczen SA | 6.74% | 7.08% | 9.07% |
Frequently Asked Questions
AUCO.L and PZAKY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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