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 14.68%/yr vs 11.80%/yr for XAUUSD=X. At a 0.03 correlation, their price movements are largely independent.
Performance
BCO vs. XAUUSD=X - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BCO achieves a -10.30% return, which is significantly lower than XAUUSD=X's -5.84% return. Over the past 10 years, BCO has outperformed XAUUSD=X with an annualized return of 14.68%, while XAUUSD=X has yielded a comparatively lower 11.80% annualized return.
BCO
- 1D
- 0.86%
- 1M
- 2.26%
- 6M
- -17.51%
- YTD
- -10.30%
- 1Y
- 13.08%
- 3Y*
- 17.77%
- 5Y*
- 7.30%
- 10Y*
- 14.68%
XAUUSD=X
- 1D
- -1.22%
- 1M
- -3.51%
- 6M
- -10.93%
- YTD
- -5.84%
- 1Y
- 21.30%
- 3Y*
- 27.57%
- 5Y*
- 17.63%
- 10Y*
- 11.80%
BCO vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCO The Brink's Company | -10.30% | 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 | -5.84% | 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 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2007 | 0.03 |
The correlation between BCO and XAUUSD=X shifts across timeframes, from 0.01 (10 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.64 | -0.29 |
| Martin ratioReturn relative to average drawdown | 0.80 | 1.56 | -0.76 |
Loading charts...
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.
Loading charts...
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% | -26.19% | -5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -31.86% | -26.19% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -38.57% | -26.19% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | -63.83% | -26.19% | -37.64% |
Current DrawdownCurrent decline from peak | -22.93% | -24.88% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -24.56% | -16.55% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.00% | 12.00% | +2.00% |
Volatility
BCO vs. XAUUSD=X - Volatility Comparison
The Brink's Company (BCO) has a higher volatility of 8.27% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.69%. 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.
Loading charts...
Volatility by Period
| BCO | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 5.69% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 26.42% | 17.26% | +9.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.94% | 23.93% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.03% | 16.87% | +14.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.94% | 15.20% | +21.74% |
Frequently Asked Questions
BCO and XAUUSD=X have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCO has higher volatility (8.27%) compared to XAUUSD=X (5.69%). In terms of maximum drawdown, BCO dropped -74.07% vs XAUUSD=X's -44.69%.
XAUUSD=X currently has the higher Sharpe Ratio (0.71 vs 0.33), 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.
Find the right allocation for BCO and XAUUSD=X
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer