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AUR vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUR vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Innovation, Inc. (AUR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUR achieves a 78.12% return, which is significantly higher than GDE's 11.25% return.


AUR

1D
-1.58%
1M
4.75%
YTD
78.12%
6M
49.67%
1Y
17.73%
3Y*
65.83%
5Y*
-7.09%
10Y*

GDE

1D
1.33%
1M
2.08%
YTD
11.25%
6M
13.51%
1Y
54.50%
3Y*
47.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUR vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AUR
Aurora Innovation, Inc.
78.12%-39.05%44.16%261.16%-75.51%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
11.25%73.76%44.79%33.85%-18.67%

Correlation

The correlation between AUR and GDE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.35

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Return for Risk

AUR vs. GDE — Risk / Return Rank

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

AUR
AUR Risk / Return Rank: 5050
Overall Rank
AUR Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AUR Sortino Ratio Rank: 5252
Sortino Ratio Rank
AUR Omega Ratio Rank: 4949
Omega Ratio Rank
AUR Calmar Ratio Rank: 5151
Calmar Ratio Rank
AUR Martin Ratio Rank: 4949
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 5252
Overall Rank
GDE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4949
Sortino Ratio Rank
GDE Omega Ratio Rank: 5858
Omega Ratio Rank
GDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
GDE Martin Ratio Rank: 4646
Martin Ratio Rank
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.

AUR vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


AURGDEDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.10

1.35

-0.25

Calmar ratioReturn relative to maximum drawdown

0.42

2.42

-2.00

Martin ratioReturn relative to average drawdown

0.71

7.50

-6.79

AUR vs. GDE - Sharpe Ratio Comparison

The current AUR Sharpe Ratio is 0.29, which is lower than the GDE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of AUR and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AURGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.93

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.17

-1.25

Drawdowns

AUR vs. GDE - Drawdown Comparison

The maximum AUR drawdown since its inception was -93.34%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for AUR and GDE.


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Drawdown Indicators


AURGDEDifference

Max Drawdown

Largest peak-to-trough decline

-93.34%

-32.01%

-61.33%

Max Drawdown (1Y)

Largest decline over 1 year

-42.53%

-22.66%

-19.87%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

-22.66%

-40.34%

Max Drawdown (5Y)

Largest decline over 5 years

-93.34%

Current Drawdown

Current decline from peak

-60.02%

-9.99%

-50.03%

Average Drawdown

Average peak-to-trough decline

-67.46%

-7.89%

-59.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.96%

7.29%

+17.67%

Volatility

AUR vs. GDE - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 25.68% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.68%. This indicates that AUR's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AURGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.68%

6.68%

+19.00%

Volatility (6M)

Calculated over the trailing 6-month period

49.78%

24.27%

+25.51%

Volatility (1Y)

Calculated over the trailing 1-year period

61.75%

28.41%

+33.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.59%

26.12%

+64.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.95%

26.12%

+63.83%

Dividends

AUR vs. GDE - Dividend Comparison

AUR has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 3.88%.


PositionTTM2025202420232022
AUR
Aurora Innovation, Inc.
0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.88%4.32%7.14%2.22%0.81%

Frequently Asked Questions


AUR and GDE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUR has higher volatility (25.68%) compared to GDE (6.68%). In terms of maximum drawdown, AUR dropped -93.34% vs GDE's -32.01%.

GDE currently has the higher Sharpe Ratio (1.93 vs 0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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