BCO vs. XAUUSD=X
BCO (The Brink's Company) is a stock, while XAUUSD=X (Gold Spot Price US Dollar) is a currency. Over the past 10 years, BCO returned 14.75%/yr vs 11.49%/yr for XAUUSD=X. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
BCO vs. XAUUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, BCO achieves a 2.14% return, which is significantly higher than XAUUSD=X's -6.42% return. Over the past 10 years, BCO has outperformed XAUUSD=X with an annualized return of 14.75%, while XAUUSD=X has yielded a comparatively lower 11.49% annualized return.
BCO
- 1D
- 0.83%
- 1M
- 16.94%
- 6M
- -6.15%
- YTD
- 2.14%
- 1Y
- 40.28%
- 3Y*
- 18.56%
- 5Y*
- 10.23%
- 10Y*
- 14.75%
- ALL TIME*
- 8.64%
XAUUSD=X
- 1D
- -1.42%
- 1M
- -1.90%
- 6M
- -17.37%
- YTD
- -6.42%
- 1Y
- 20.28%
- 3Y*
- 27.67%
- 5Y*
- 17.40%
- 10Y*
- 11.49%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $77.14M | $65.83M | $55.48M | |
XAUUSD=X Gold Spot Price US Dollar | $2.54B | $2.57B | $2.78B |
BCO vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCO The Brink's Company | 2.14% | 27.17% | 6.52% | 65.85% | -16.98% | -8.00% | -19.55% | 41.29% | -17.19% | 92.46% |
XAUUSD=X Gold Spot Price US Dollar | -6.42% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -1.71% | 13.14% |
Correlation
The correlation between BCO and XAUUSD=X is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007 | 0.02 |
The correlation between BCO and XAUUSD=X shifts across timeframes, from 0.01 (10 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BCO vs. XAUUSD=X — Risk / Return Rank
BCO
XAUUSD=X
BCO vs. XAUUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Brink's Company (BCO) and Gold Spot Price US Dollar (XAUUSD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCO | XAUUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.68 | +0.48 |
| Martin ratioReturn relative to average drawdown | 2.58 | 1.48 | +1.10 |
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Drawdowns
BCO vs. XAUUSD=X - Drawdown Comparison
The maximum BCO drawdown since its inception was -74.07%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for BCO and XAUUSD=X.
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Drawdown Indicators
| BCO | XAUUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.07% | -44.69% | -29.38% |
Max Drawdown (1Y)Largest decline over 1 year | -31.86% | -26.61% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -31.86% | -26.61% | -5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -38.57% | -26.61% | -11.96% |
Max Drawdown (10Y)Largest decline over 10 years | -63.83% | -26.61% | -37.22% |
Current DrawdownCurrent decline from peak | -12.24% | -25.35% | +13.11% |
Average DrawdownAverage peak-to-trough decline | -24.54% | -16.63% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.32% | 13.68% | +0.64% |
Volatility
BCO vs. XAUUSD=X - Volatility Comparison
The Brink's Company (BCO) has a higher volatility of 9.82% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.41%. This indicates that BCO's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCO | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 5.41% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 27.32% | 16.49% | +10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 24.14% | +10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.07% | 16.96% | +14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.04% | 15.24% | +21.80% |
Frequently Asked Questions
BCO and XAUUSD=X have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCO has higher volatility (9.82%) compared to XAUUSD=X (5.41%). In terms of maximum drawdown, BCO dropped -74.07% vs XAUUSD=X's -44.69%.
BCO currently has the higher Sharpe Ratio (1.06 vs 0.75), 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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