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BAR vs. GLTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BAR vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Gold Shares (BAR) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.14%
6.63%
BAR
GLTR

Returns By Period

In the year-to-date period, BAR achieves a 28.20% return, which is significantly higher than GLTR's 24.58% return.


BAR

YTD

28.20%

1M

-2.68%

6M

11.14%

1Y

32.29%

5Y (annualized)

12.44%

10Y (annualized)

N/A

GLTR

YTD

24.58%

1M

-4.50%

6M

6.63%

1Y

27.40%

5Y (annualized)

9.32%

10Y (annualized)

6.21%

Key characteristics


BARGLTR
Sharpe Ratio2.281.54
Sortino Ratio3.042.14
Omega Ratio1.391.27
Calmar Ratio4.191.09
Martin Ratio13.517.73
Ulcer Index2.49%3.74%
Daily Std Dev14.75%18.78%
Max Drawdown-21.53%-55.70%
Current Drawdown-4.98%-6.87%

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BAR vs. GLTR - Expense Ratio Comparison

BAR has a 0.17% expense ratio, which is lower than GLTR's 0.60% expense ratio.


GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for BAR: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Correlation

-0.50.00.51.00.9

The correlation between BAR and GLTR is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

BAR vs. GLTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Shares (BAR) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). 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 BAR, currently valued at 2.28, compared to the broader market0.002.004.002.281.54
The chart of Sortino ratio for BAR, currently valued at 3.04, compared to the broader market-2.000.002.004.006.008.0010.0012.003.042.14
The chart of Omega ratio for BAR, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.27
The chart of Calmar ratio for BAR, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.191.45
The chart of Martin ratio for BAR, currently valued at 13.51, compared to the broader market0.0020.0040.0060.0080.00100.0013.517.73
BAR
GLTR

The current BAR Sharpe Ratio is 2.28, which is higher than the GLTR Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of BAR and GLTR, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.28
1.54
BAR
GLTR

Dividends

BAR vs. GLTR - Dividend Comparison

Neither BAR nor GLTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BAR vs. GLTR - Drawdown Comparison

The maximum BAR drawdown since its inception was -21.53%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for BAR and GLTR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.98%
-6.87%
BAR
GLTR

Volatility

BAR vs. GLTR - Volatility Comparison

The current volatility for GraniteShares Gold Shares (BAR) is 5.65%, while Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 6.28%. This indicates that BAR experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.65%
6.28%
BAR
GLTR